Dataset Groups Activity Stream Order Flow Dataset The dataset consists of the order flow data of Microsoft Corp. (MSFT) and Tesla Inc. (TSLA). BibTex: @dataset{Ioanna-Yvonni_Tsaknaki_and_Fabrizio_Lillo_and_Piero_Mazzarisi_2025, abstract = {The dataset consists of the order flow data of Microsoft Corp. (MSFT) and Tesla Inc. (TSLA).}, author = {Ioanna-Yvonni Tsaknaki and Fabrizio Lillo and Piero Mazzarisi}, doi = {10.57702/2pczhyvb}, institution = {No Organization}, keyword = {'finance', 'order flow', 'time series analysis'}, month = {jan}, publisher = {TIB}, title = {Order Flow Dataset}, url = {https://service.tib.eu/ldmservice/dataset/order-flow-dataset}, year = {2025} }
