---
language:
- en
license: other
extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe."
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: datetime
    dtype: string
  - name: total_price_improvement
    dtype: float64
  - name: shares
    dtype: int64
  - name: price_improvement_per_share
    dtype: float64
  - name: average_price_improvement
    dtype: float64

---
# Dataset Information

Weekly **Price Improvement** metrics for publicly traded companies, provided by **SOV.AI**.
This dataset captures execution quality indicators derived from SOV's liquidity models.

- **Coverage**: 10,800+ tickers available from 2022-11-25 onwards
- **Update cadence**: Weekly, after US market close (EST)
- **Fields**:
  - `total_price_improvement`: Total dollar value of price improvement achieved
  - `shares`: Number of shares associated with the trades
  - `price_improvement_per_share`: Average price improvement per share traded
  - `average_price_improvement`: Aggregate average price improvement across executions

## Data Source
Data provided by SOV.AI.