Dataset · Hugging Face

phields/a-share-l2-market-depth

Name: a-share-l2-market-depth
Creator: phields
License: other
Keywords: license:other, size_categories:10B<n<100B, format:parquet, modality:tabular, modality:text, library:datasets, library:dask, library:polars, library:mlcroissant, region:us, finance, market-data, parquet

China A-share Level 2 Market Depth Canonical order-event and ten-level snapshot data for China A-shares. Canonical trade records remain in the separate phields/a-share-l2-trades dataset. Coverage Date range: 2026-07-24 to 2026-07-24 Trading days: 1 Table Rows Parquet files Compressed size l2_orders 249,705,486 10 2.14 GiB l2_snapshots 20,279,887 4 0.91 GiB Layout… See the full description on the dataset page: https://huggingface.co/datasets/phields/a-share-l2-market-depth.

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Author / organization	phields
License (as declared)	other
Downloads	1.9K (as reported by Hugging Face)
Likes	0
Created	26 July 2026
Last updated at source	2 August 2026

financemarket-dataparquet

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