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Orderbook Dataset

The dataset used in the paper is the Orderbook dataset, which contains high-frequency trading orderbooks collected from real stock markets.

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Cite this as

Yingtao Luo, Chang Xu, Yang Liu, Weiqing Liu, Shun Zheng, Jiang Bian (2024). Dataset: Orderbook Dataset. https://doi.org/10.57702/c9fzx5ci

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Additional Info

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Created December 3, 2024
Last update December 3, 2024
Defined In https://doi.org/10.1145/3534678.3539245
Author Yingtao Luo
More Authors
Chang Xu
Yang Liu
Weiqing Liu
Shun Zheng
Jiang Bian