You're currently viewing an old version of this dataset. To see the current version, click here.

US-2015

Limit Order Book dataset from US market, containing buy and sell limit order information (prices and volumes) over 10 business days from 10 large-cap US stocks.

Data and Resources

This dataset has no data

Cite this as

Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj, Alexandros Iosifidis (2025). Dataset: US-2015. https://doi.org/10.57702/3c67wr66

Private DOI This DOI is not yet resolvable.
It is available for use in manuscripts, and will be published when the Dataset is made public.

Additional Info

Field Value
Created January 2, 2025
Last update January 2, 2025
Defined In https://doi.org/10.48550/arXiv.2109.00983
Author Dat Thanh Tran
More Authors
Juho Kanniainen
Moncef Gabbouj
Alexandros Iosifidis
Homepage https://ieeexplore.ieee.org/document/7384211