totalorganfailure/lobster-data
LOBSTER Sample Data LOBSTER (Limit Order Book System) sample L3 order book data for June 21, 2012. Dataset Description LOBSTER provides limit order book data from NASDAQ TotalView-ITCH messages. AAPL: 1, 5, 10, 30, 50 levels AMZN: 1, 5, 10 levels GOOG: 1, 5, 10 levels INTC: 1, 5, 10 levels MSFT: 1, 5, 10, 30, 50 levels SPY: 30, 50 levels Configurations Each ticker/level combination has its own configuration with two splits: message: Order book… See the full description on the dataset page: https://huggingface.co/datasets/totalorganfailure/lobster-data.
| Author / organization | totalorganfailure |
|---|---|
| Downloads | 861 (as reported by Hugging Face) |
| Likes | 4 |
| Created | 15 October 2025 |
| Last updated at source | 15 October 2025 |
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- 17 Oct 2026 Description: LOBSTER Sample Data LOBSTER (Limit Order Book System) sample L3 order book data for June 21, 2012. Dataset Description LOBSTER provides limit order book data from NASDAQ TotalView-ITCH messages. AAPL: 1, 5, 10, 30, 50 levels AMZN: 1, 5, 10 → LOBSTER Sample Data LOBSTER (Limit Order Book System) sample L3 order book data for June 21, 2012. Dataset Description LOBSTER provides limit order book data from NASDAQ TotalView-ITCH messages. AAPL: 1, 5, 10, 30, 50 levels AMZN: 1, 5, 10
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Silytics shows public metadata from Hugging Face and links to the original. Information may be incomplete or out of date. Last refreshed 18 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.