Hugging Face's logo

Datasets:
mapu0971
/
financial-time-series-data

Tasks:
Time Series Forecasting
Modalities:
Tabular
Text
Formats:
parquet
Size:
1M - 10M
Tags:
time-series
finance
forecasting
Libraries:
Datasets
pandas
License:
Dataset card Data Studio Files
xet
Community
1
Dataset Viewer
Auto-converted to Parquet Duplicate
TimeStamp
timestamp[ms]date
2015-01-05 09:00:00
2021-12-31 15:00:00
ID
stringclasses
2 values
LastPrice
float64
1.38k
2.91k
⌀
TotalVolume
float64
0
3.72M
⌀
AskVolume
float64
0
1.64M
BidVolume
float64
0
5.48M
Turnover
float64
0
7,091B
OpenInterest
float64
141k
427M
⌀
VWAP
float64
0
28.9k
AskPrice
float64
0
2.91k
BidPrice
float64
0
2.91k
AveragePrice
float64
0
2.91k
OpenPrice
float64
1.39k
2.91k
⌀
ClosePrice
float64
1.39k
2.9k
HighPrice
float64
1.4k
2.91k
LowPrice
float64
1.38k
2.88k
Volume
float64
-242,528
720k
⌀
Return
float64
-0.02
0.01
2015-01-05T09:00:00
C
2,376
1,632
2,962
7,625
1,705,366,660
11,471,648
23,749.63
2,376.042539
2,372.56577
2,374.304155
2,376
2,377
2,380
2,369
1,632
0
2015-01-05T09:01:00
C
2,380
2,238
3,187
6,045
2,613,201,480
8,258,962
23,756.6
2,378.624412
2,376.854425
2,377.739418
2,376
2,377
2,380
2,369
606
0.001684
2015-01-05T09:02:00
C
2,380
2,990
9,159
9,063
3,707,500,280
8,695,624
23,766.27
2,380.027405
2,379.009599
2,379.518502
2,376
2,377
2,380
2,369
752
0
2015-01-05T09:03:00
C
2,379
3,270
3,307
8,496
4,134,458,120
7,994,510
23,769.14
2,380.707288
2,379.025424
2,379.866356
2,376
2,377
2,380
2,369
280
-0.00042
2015-01-05T09:04:00
C
2,378
4,480
4,862
8,416
4,525,012,200
7,292,090
23,775.69
2,380.634101
2,379.0625
2,379.848301
2,376
2,377
2,380
2,369
1,210
-0.00042
2015-01-05T09:05:00
C
2,378
4,748
853
5,183
6,765,070,320
8,866,784
23,775.93
2,378.774912
2,377.07158
2,377.923246
2,376
2,377
2,380
2,369
268
0
2015-01-05T09:06:00
C
2,379
5,096
2,435
5,199
6,165,628,180
7,586,114
23,776.59
2,379.603285
2,377.239469
2,378.421377
2,376
2,377
2,380
2,369
348
0.000421
2015-01-05T09:07:00
C
2,378
5,226
2,432
2,441
5,494,636,060
6,440,808
23,776.7
2,378.999589
2,377.251127
2,378.125358
2,376
2,377
2,380
2,369
130
-0.00042
2015-01-05T09:08:00
C
2,378
5,366
1,614
8,539
5,316,386,260
6,012,018
23,776.76
2,378.996283
2,377.017566
2,378.006924
2,376
2,377
2,380
2,369
140
0
2015-01-05T09:09:00
C
2,379
5,720
4,152
1,962
6,148,139,220
6,730,420
23,777.62
2,379.845376
2,378.40316
2,379.124268
2,376
2,377
2,380
2,369
354
0.000421
2015-01-05T09:10:00
C
2,379
5,804
5,190
3,960
6,152,149,540
6,448,260
23,777.83
2,379.904239
2,378.000253
2,378.952246
2,376
2,377
2,380
2,369
84
0
2015-01-05T09:11:00
C
2,379
5,968
3,515
3,025
6,305,673,980
6,445,582
23,778
2,379.802276
2,378.003306
2,378.902791
2,376
2,377
2,380
2,369
164
0
2015-01-05T09:12:00
C
2,379
6,056
989
2,139
4,578,033,420
4,583,624
23,778.08
2,379
2,378
2,378.5
2,376
2,377
2,380
2,369
88
0
2015-01-05T09:13:00
C
2,378
6,180
322
1,759
4,058,686,620
4,010,764
23,778.16
2,379
2,378
2,378.5
2,376
2,377
2,380
2,369
124
-0.00042
2015-01-05T09:14:00
C
2,378
6,532
1,088
2,167
4,987,946,480
4,727,442
23,778.15
2,378.992647
2,377.226119
2,378.109383
2,376
2,377
2,380
2,369
352
0
2015-01-05T09:15:00
C
2,378
6,764
1,613
1,720
5,556,003,340
5,012,182
23,778.4
2,379.287043
2,377.453488
2,378.370266
2,376
2,377
2,380
2,369
232
0
2015-01-05T09:16:00
C
2,378
6,814
2,632
3,133
3,868,745,580
3,437,424
23,778.39
2,378.99734
2,377.013086
2,378.005213
2,376
2,377
2,380
2,369
50
0
2015-01-05T09:17:00
C
2,377
6,854
2,028
3,564
2,601,115,380
2,291,590
23,778.35
2,378.999507
2,377
2,377.999753
2,376
2,377
2,380
2,369
40
-0.000421
2015-01-05T09:18:00
C
2,377
6,984
4,425
3,347
5,594,287,660
4,870,824
23,778.37
2,378.869605
2,377.103376
2,377.98649
2,376
2,377
2,380
2,369
130
0
2015-01-05T09:19:00
C
2,376
8,046
1,030
2,829
2,762,796,640
2,293,298
23,776.54
2,377.783495
2,376.844468
2,377.313982
2,376
2,377
2,380
2,369
1,062
-0.000421
2015-01-05T09:20:00
C
2,375
8,836
16,744
4,907
9,538,020,400
6,886,082
23,774.23
2,376.022157
2,374.835133
2,375.428645
2,376
2,377
2,380
2,369
790
-0.000421
2015-01-05T09:21:00
C
2,376
10,026
19,457
4,884
13,179,304,240
8,459,206
23,771.37
2,375.954515
2,374.428133
2,375.191324
2,376
2,377
2,380
2,369
1,190
0.000421
2015-01-05T09:22:00
C
2,374
10,184
1,387
1,149
9,358,444,720
5,582,204
23,771.02
2,375.943043
2,374.348999
2,375.146021
2,376
2,377
2,380
2,369
158
-0.000842
2015-01-05T09:23:00
C
2,375
10,884
3,324
4,485
14,991,328,680
8,590,964
23,768.69
2,374.070397
2,372.704348
2,373.387372
2,376
2,377
2,380
2,369
700
0.000421
2015-01-05T09:24:00
C
2,374
11,184
2,652
2,788
12,046,266,440
6,588,550
23,767.9
2,374.572398
2,373.232783
2,373.902591
2,376
2,377
2,380
2,369
300
-0.000421
2015-01-05T09:25:00
C
2,374
11,408
2,414
1,445
11,583,282,200
6,161,922
23,767.45
2,375
2,373.739792
2,374.369896
2,376
2,377
2,380
2,369
224
0
2015-01-05T09:26:00
C
2,376
11,526
1,223
1,413
9,262,658,480
4,873,360
23,767.27
2,375.27637
2,374.078556
2,374.677463
2,376
2,377
2,380
2,369
118
0.000842
2015-01-05T09:27:00
C
2,375
11,590
1,334
531
12,089,249,520
6,305,342
23,767.19
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
64
-0.000421
2015-01-05T09:28:00
C
2,375
11,648
1,395
459
8,284,563,400
4,299,064
23,767.11
2,376
2,374.786492
2,375.393246
2,376
2,377
2,380
2,369
58
0
2015-01-05T09:29:00
C
2,375
11,672
1,005
500
5,266,311,660
2,722,792
23,767.08
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
24
0
2015-01-05T09:30:00
C
2,373
12,040
4,125
5,249
9,329,523,120
4,729,004
23,766.01
2,373.727758
2,372.336445
2,373.032101
2,376
2,377
2,380
2,369
368
-0.000842
2015-01-05T09:31:00
C
2,373
12,412
4,606
7,652
9,704,297,620
4,742,768
23,764.64
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
372
0
2015-01-05T09:32:00
C
2,372
12,726
5,556
5,661
8,916,842,920
4,315,174
23,763.55
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
314
-0.000421
2015-01-05T09:33:00
C
2,372
12,936
5,738
2,867
10,369,028,860
4,899,424
23,762.87
2,372.999477
2,371.737705
2,372.368591
2,376
2,377
2,380
2,369
210
0
2015-01-05T09:34:00
C
2,372
13,128
5,392
6,157
12,084,340,000
5,622,048
23,762.24
2,372.809718
2,371.254669
2,372.032194
2,376
2,377
2,380
2,369
192
0
2015-01-05T09:35:00
C
2,371
13,170
4,562
7,667
9,998,212,120
4,613,606
23,762.07
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
42
-0.000422
2015-01-05T09:36:00
C
2,371
13,344
4,311
5,318
8,173,739,120
3,750,306
23,761.4
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
174
0
2015-01-05T09:37:00
C
2,373
13,642
4,241
6,224
10,233,357,100
4,620,742
23,760.49
2,372.337892
2,371.217384
2,371.777638
2,376
2,377
2,380
2,369
298
0.000844
2015-01-05T09:38:00
C
2,374
14,162
4,126
3,287
16,281,025,460
7,087,180
23,759.55
2,374.035628
2,372.950106
2,373.492867
2,376
2,377
2,380
2,369
520
0.000421
2015-01-05T09:39:00
C
2,374
14,204
2,008
1,753
14,149,222,280
6,070,562
23,759.47
2,374.814243
2,373.031945
2,373.923094
2,376
2,377
2,380
2,369
42
0
2015-01-05T09:40:00
C
2,374
14,232
412
1,413
9,460,157,100
4,047,586
23,759.43
2,374
2,373
2,373.5
2,376
2,377
2,380
2,369
28
0
2015-01-05T09:41:00
C
2,374
14,238
494
808
5,411,541,740
2,312,932
23,759.42
2,374
2,373
2,373.5
2,376
2,377
2,380
2,369
6
0
2015-01-05T09:42:00
C
2,373
14,310
1,415
1,457
8,478,143,320
3,614,772
23,759.27
2,373.99364
2,372.500343
2,373.246991
2,376
2,377
2,380
2,369
72
-0.000421
2015-01-05T09:43:00
C
2,373
14,326
1,322
1,663
4,763,112,620
2,024,650
23,759.24
2,374
2,372.003007
2,373.001503
2,376
2,377
2,380
2,369
16
0
2015-01-05T09:44:00
C
2,372
14,378
798
2,806
7,495,460,600
3,181,772
23,759.12
2,373.788221
2,372.00784
2,372.89803
2,376
2,377
2,380
2,369
52
-0.000421
2015-01-05T09:45:00
C
2,373
14,394
241
1,381
2,393,158,460
1,012,352
23,759.08
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
16
0.000422
2015-01-05T09:46:00
C
2,372
14,724
1,136
1,462
9,057,125,880
3,765,704
23,758.24
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
330
-0.000421
2015-01-05T09:47:00
C
2,372
14,748
330
385
2,449,283,520
1,014,106
23,758.18
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
24
0
2015-01-05T09:48:00
C
2,373
14,766
839
879
6,661,549,760
2,752,568
23,758.14
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
18
0.000422
2015-01-05T09:49:00
C
2,373
14,826
440
1,469
5,624,725,240
2,317,766
23,758.02
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
60
0
2015-01-05T09:50:00
C
2,372
14,872
533
1,419
4,586,477,300
1,883,298
23,757.93
2,373.73546
2,372
2,372.86773
2,376
2,377
2,380
2,369
46
-0.000421
2015-01-05T09:51:00
C
2,372
15,072
1,775
2,212
11,366,979,880
4,637,396
23,757.43
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
200
0
2015-01-05T09:52:00
C
2,371
15,136
1,722
5,294
8,614,028,940
3,478,636
23,757.25
2,372.982578
2,371.010389
2,371.996484
2,376
2,377
2,380
2,369
64
-0.000422
2015-01-05T09:53:00
C
2,372
15,334
2,349
8,203
10,152,568,180
4,060,622
23,756.74
2,372.995743
2,371.018042
2,372.006893
2,376
2,377
2,380
2,369
198
0.000422
2015-01-05T09:54:00
C
2,371
15,522
1,302
10,012
11,388,797,540
4,500,572
23,756.19
2,372.304916
2,371.0003
2,371.652608
2,376
2,377
2,380
2,369
188
-0.000422
2015-01-05T09:55:00
C
2,371
15,712
876
7,741
10,021,896,220
3,922,722
23,755.64
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
190
0
2015-01-05T09:56:00
C
2,373
15,808
1,625
2,817
8,246,194,400
3,196,910
23,755.42
2,372.848
2,371.277245
2,372.062623
2,376
2,377
2,380
2,369
96
0.000844
2015-01-05T09:57:00
C
2,372
15,860
1,139
881
5,643,610,920
2,179,372
23,755.33
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
52
-0.000421
2015-01-05T09:58:00
C
2,371
15,972
1,642
3,891
11,732,774,320
4,505,592
23,755.08
2,372.733252
2,371.072732
2,371.902992
2,376
2,377
2,380
2,369
112
-0.000422
2015-01-05T09:59:00
C
2,372
16,154
1,968
1,733
15,295,023,960
5,813,124
23,754.73
2,372.971545
2,371.725909
2,372.348727
2,376
2,377
2,380
2,369
182
0.000422
2015-01-05T10:00:00
C
2,372
16,258
1,417
3,080
15,013,583,140
5,669,236
23,754.51
2,373
2,371.274351
2,372.137175
2,376
2,377
2,380
2,369
104
0
2015-01-05T10:01:00
C
2,373
16,364
807
5,933
9,672,523,460
3,634,334
23,754.28
2,372.330855
2,371
2,371.665428
2,376
2,377
2,380
2,369
106
0.000422
2015-01-05T10:02:00
C
2,372
16,404
1,446
1,139
10,507,546,680
3,925,798
23,754.21
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
40
-0.000421
2015-01-05T10:03:00
C
2,372
16,448
5,337
2,164
15,220,098,720
5,671,286
23,754.13
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
44
0
2015-01-05T10:04:00
C
2,372
16,492
2,557
1,034
5,476,458,000
2,036,158
23,754.04
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
44
0
2015-01-05T10:05:00
C
2,373
16,624
4,116
863
9,444,834,280
3,491,202
23,753.79
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
132
0.000422
2015-01-05T10:06:00
C
2,372
16,662
658
1,549
3,165,563,280
1,163,724
23,753.71
2,372.992401
2,371.005165
2,371.998783
2,376
2,377
2,380
2,369
38
-0.000421
2015-01-05T10:07:00
C
2,372
16,702
2,277
116
5,544,207,560
2,036,518
23,753.64
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
40
0
2015-01-05T10:08:00
C
2,372
16,736
783
2,243
5,164,078,940
1,891,060
23,753.57
2,372.615581
2,371.011592
2,371.813586
2,376
2,377
2,380
2,369
34
0
2015-01-05T10:09:00
C
2,371
16,870
569
4,233
8,377,217,280
3,054,648
23,753.24
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
134
-0.000422
2015-01-05T10:10:00
C
2,370
17,308
2,441
30,898
18,341,632,120
6,556,722
23,752.11
2,371.99959
2,370.057965
2,371.028778
2,376
2,377
2,380
2,369
438
-0.000422
2015-01-05T10:11:00
C
2,371
17,392
1,068
57,493
20,196,750,680
7,145,944
23,751.9
2,371.728464
2,370.000104
2,370.864284
2,376
2,377
2,380
2,369
84
0.000422
2015-01-05T10:12:00
C
2,370
17,518
3,302
38,958
16,983,520,060
5,980,406
23,751.55
2,371.994852
2,370.002182
2,370.998517
2,376
2,377
2,380
2,369
126
-0.000422
2015-01-05T10:13:00
C
2,371
17,914
1,054
54,896
20,674,299,280
7,161,924
23,750.42
2,371.686907
2,370.000018
2,370.843463
2,376
2,377
2,380
2,369
396
0.000422
2015-01-05T10:14:00
C
2,370
19,230
1,532
30,208
15,734,147,780
5,274,418
23,746.98
2,371
2,370
2,370.5
2,376
2,377
2,380
2,369
1,316
-0.000422
2015-01-05T10:15:00
C
2,370
19,230
0
0
0
5,274,418
0
0
0
0
2,376
2,377
2,380
2,369
0
0
2015-01-05T10:30:00
C
2,370
21,020
3,493
28,052
21,684,250,620
6,625,004
23,742.97
2,370.74635
2,369.507629
2,370.126989
2,376
2,377
2,380
2,369
1,790
0
2015-01-05T10:31:00
C
2,370
21,348
5,202
15,359
24,228,677,100
7,090,440
23,742.3
2,370.852364
2,369.104694
2,369.978529
2,376
2,377
2,380
2,369
328
0
2015-01-05T10:32:00
C
2,369
21,470
4,821
7,673
19,820,747,120
5,762,784
23,742.08
2,370.969301
2,369.053304
2,370.011302
2,376
2,377
2,380
2,369
122
-0.000422
2015-01-05T10:33:00
C
2,369
21,508
686
18,130
16,838,085,620
4,876,448
23,741.99
2,370
2,369
2,369.5
2,376
2,377
2,380
2,369
38
0
2015-01-05T10:34:00
C
2,369
21,524
521
11,210
10,217,547,740
2,955,648
23,741.96
2,370
2,369
2,369.5
2,376
2,377
2,380
2,369
16
0
2015-01-05T10:35:00
C
2,370
21,628
4,401
8,628
15,886,898,880
4,582,610
23,741.76
2,370.959555
2,369.532221
2,370.245888
2,376
2,377
2,380
2,369
104
0.000422
2015-01-05T10:36:00
C
2,371
21,906
4,626
6,904
20,170,546,160
5,768,360
23,741.31
2,371
2,370
2,370.5
2,376
2,377
2,380
2,369
278
0.000422
2015-01-05T10:37:00
C
2,371
22,060
1,955
3,815
13,024,970,540
3,699,202
23,741.07
2,371
2,370
2,370.5
2,376
2,377
2,380
2,369
154
0
2015-01-05T10:38:00
C
2,371
22,130
1,280
3,525
13,105,388,560
3,699,736
23,740.97
2,371.360938
2,370.068085
2,370.714511
2,376
2,377
2,380
2,369
70
0
2015-01-05T10:39:00
C
2,372
22,188
1,238
1,335
9,994,701,460
2,811,666
23,740.92
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
58
0.000422
2015-01-05T10:40:00
C
2,371
22,204
992
1,766
11,067,581,740
3,107,580
23,740.9
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
16
-0.000422
2015-01-05T10:41:00
C
2,372
22,328
611
1,385
8,985,950,840
2,515,376
23,740.77
2,372
2,371
2,371.5
2,376
2,377
2,380
2,369
124
0.000422
2015-01-05T10:42:00
C
2,372
22,406
2,346
305
9,565,046,520
2,662,890
23,740.72
2,372.994885
2,371.491803
2,372.243344
2,376
2,377
2,380
2,369
78
0
2015-01-05T10:43:00
C
2,373
22,756
2,104
564
12,855,021,680
3,554,048
23,740.51
2,372.947719
2,371.368794
2,372.158256
2,376
2,377
2,380
2,369
350
0.000422
2015-01-05T10:44:00
C
2,373
22,820
560
631
12,436,885,660
3,410,130
23,740.48
2,373
2,372
2,372.5
2,376
2,377
2,380
2,369
64
0
2015-01-05T10:45:00
C
2,372
22,966
3,085
1,035
19,600,208,360
5,335,126
23,740.44
2,373.69141
2,372.186473
2,372.938942
2,376
2,377
2,380
2,369
146
-0.000421
2015-01-05T10:46:00
C
2,373
23,124
2,835
353
6,564,553,860
1,779,058
23,740.37
2,373.854321
2,372.490085
2,373.172203
2,376
2,377
2,380
2,369
158
0.000422
2015-01-05T10:47:00
C
2,374
23,972
8,691
1,507
19,155,432,300
5,060,382
23,740.36
2,374.58923
2,373.787658
2,374.188444
2,376
2,377
2,380
2,369
848
0.000421
2015-01-05T10:48:00
C
2,375
24,564
10,359
25,880
23,162,903,540
5,970,368
23,740.65
2,375.835795
2,374.979212
2,375.407503
2,376
2,377
2,380
2,369
592
0.000421
2015-01-05T10:49:00
C
2,375
25,092
16,167
24,597
18,855,630,220
4,784,486
23,740.89
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
528
0
2015-01-05T10:50:00
C
2,376
25,282
11,190
38,862
14,341,906,320
3,591,764
23,741.03
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
190
0.000421
2015-01-05T10:51:00
C
2,375
25,346
10,608
38,072
13,827,600,400
3,441,432
23,741.07
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
64
-0.000421
2015-01-05T10:52:00
C
2,376
25,510
9,814
34,251
12,670,818,660
3,143,198
23,741.16
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
164
0.000421
2015-01-05T10:53:00
C
2,376
25,548
6,812
28,842
10,907,022,900
2,695,148
23,741.18
2,376
2,375
2,375.5
2,376
2,377
2,380
2,369
38
0
End of preview. Expand in Data Studio

Financial Time Series DataSet

This dataset includes basic data for the main contracts of some products in the futures market

Product Type

This dataset include products belong:

  • C
  • CF
  • HC
  • I
  • L
  • M
  • MA
  • P
  • PP
  • RB
  • SR
  • TA

Time Range

This dataset contains minute-frequency financial data spanning the period from 2015 to 2021.

Downloads last month
52
Size of downloaded dataset files:
444 MB
Size of the auto-converted Parquet files:
444 MB
Number of rows:
6,951,059