Order Flow Dataset

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

Data and Resources

Cite this as

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

DOI retrieved: January 2, 2025

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
More Authors
Fabrizio Lillo
Piero Mazzarisi
Homepage https://lobsterdata.com