LeonardoBerti/TRADES-LOB
This dataset was presented in TLOB: A Novel Transformer Model with Dual Attention for Stock Price Trend Prediction with Limit Order Book Data Code: https://github.com/LeonardoBerti00/TLOB TRADES-LOB: a new synthetic LOB dataset: In market microstructure research, one major problem is the unavailability of a large LOB dataset. The only TRADES-LOB comprises simulated TRADES market data fmany and Intel for two days. Specifically, the dataset is structured into four CSV files, each containing 50… See the full description on the dataset page: https://huggingface.co/datasets/LeonardoBerti/TRADES-LOB
| Author / organization | LeonardoBerti |
|---|---|
| License (as declared) | mit |
| Downloads | 140 (as reported by Hugging Face) |
| Likes | 5 |
| Created | 1 March 2025 |
| Last updated at source | 3 March 2025 |
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