Baselight

High-Frequency Trading (HFT)

Microsecond-level trade data for high-frequency trading analysis.

@kaggle.mahmoudshaheen1134_trades_dataset

Loading...
Loading...

About this Dataset

High-Frequency Trading (HFT)

Description:

A high-frequency trading (HFT) dataset is a collection of financial market data recorded at a very high frequency, often at the microsecond level. This type of data is crucial for understanding the dynamics of the market and developing trading strategies that exploit short-term price movements.

Key Features:

Tick-by-Tick Data: Records every trade and quote event, providing a detailed snapshot of market activity.
Time-Stamped Data: Precise timestamps associated with each data point, allowing for analysis of market events in real-time.
Market Data: Includes various financial instruments such as stocks, futures, options, and currencies.
Order Book Information: Details about the current bid and ask orders, providing insights into market liquidity and depth.
Market News and Events: May include relevant news articles, economic indicators, and corporate announcements that can influence market sentiment.

Potential Use Cases:

Market Microstructure Analysis: Studying the behavior of market participants, order flow, and price discovery at a granular level.
Algorithmic Trading Strategy Development: Creating automated trading systems that can exploit short-term market inefficiencies.
Risk Management: Assessing market risk and developing strategies to mitigate potential losses.
Market Surveillance: Detecting abnormal trading activity, such as insider trading or market manipulation.
Academic Research: Investigating topics such as price formation, market liquidity, and information dissemination.

Tables

Trades

@kaggle.mahmoudshaheen1134_trades_dataset.trades
  • 270.81 KB
  • 39221 rows
  • 6 columns
Loading...

CREATE TABLE trades (
  "accountagedays" BIGINT,
  "numitems" BIGINT,
  "localtime" DOUBLE,
  "paymentmethod" VARCHAR,
  "paymentmethodagedays" DOUBLE,
  "label" BIGINT
);

Share link

Anyone who has the link will be able to view this.