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Order Flow Dataset

The dataset consists of the order flow data of Microsoft Corp. (MSFT) and Tesla Inc. (TSLA).

Data and Resources

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Cite this as

Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi (2025). Dataset: Order Flow Dataset. https://doi.org/10.57702/2pczhyvb

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Additional Info

Field Value
Created January 2, 2025
Last update January 2, 2025
Defined In https://doi.org/10.48550/arXiv.2407.16376
Author Ioanna-Yvonni Tsaknaki
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Fabrizio Lillo
Piero Mazzarisi
Homepage https://lobsterdata.com