| # Preliminary |
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| ## Preliminary Financial Time Series Dataset |
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| > ⚠️ **Warning:** This dataset is preliminary and intended for development, testing, and feedback purposes only. |
| > A stable, production-ready version will be released later as a separate dataset. |
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| ## Overview |
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| This dataset contains **parquet files** with time series data for various financial instruments, collected through an early-stage version of our data pipeline. The data is already usable, but the structure and naming conventions are **still subject to change**. |
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| Each instrument currently has: |
| - One file with **daily candles** covering multiple years |
| - One file with **hours candles** covering at least 2 Years |
| - One file with **minute candles** covering a much shorter, but more detailed recent period |
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| This dual-resolution format is intended to enable models that can reason across both long-term and short-term patterns. |
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| ## Purpose |
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| This preliminary dataset exists to: |
| - Make early access to usable data possible |
| - Facilitate testing and iteration |
| - Gather feedback before finalizing a stable format |
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| ## Expected Changes |
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| The internal structure of the parquet files will remain stable. However, the following may change: |
| - File naming conventions |
| - Organization into folders or shards (e.g., by year or month) |
| - Dataset split logic |
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| The final version will be released separately to ensure compatibility and stability for users who rely on long-term consistency. |
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| ## Goals |
| Datasets in Traders-lab will continue to grow in two aspects: |
| * more stocks |
| More stocks will be available here over time. Expect the number of available stocks to grow rapidly in the near future. |
| * More data, especially in short-term data sets (minutes and hours) |
| The time data will accumulate over time, so the available time spans for the minute and hour data sets will grow soon. |
| I cannot yet promise that the currently available minute data will certainly be included in a complete time history, but in the near future I will be able to ensure this continuity. This means that the available time data will then be continuously updated and will grow steadily. |
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| Translated with www.DeepL.com/Translator (free version) |
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| ## Non-Goals |
| The data should be sufficiently up-to-date for training purposes. |
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| It is not a goal to be up to date. |
| Up-to-date enough for training purposes means that the data is at most a few days old, but several days can and may occur before an update. |
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| ### License & Usage |
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| This dataset is not licensed under a standard open data license. |
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| See the [`LICENSE`](LICENSE) file for usage permissions. The dataset is intended for **solely for research and educational purposes**. |
| Data is aggregated from publicly available sources such as [Yahoo Finance](https://finance.yahoo.com) via `yfinance`. |
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| Redistribution may be restricted. Please respect the terms of the original data providers. |
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