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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

Cite this as

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

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.2109.00983
Author Dat Thanh Tran
More Authors
Juho Kanniainen
Moncef Gabbouj
Alexandros Iosifidis
Homepage https://ieeexplore.ieee.org/document/7384211