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City of Chicago payments
Two publicly available datasets of real-world financial payment data. -
City of Philadelphia payments
Two publicly available datasets of real-world financial payment data. -
Core company data - estimates data
Core company data - estimates data -
Compustat daily updates - fundamentals annual
Compustat daily updates - fundamentals annual -
Orderbook Dataset
The dataset used in the paper is the Orderbook dataset, which contains high-frequency trading orderbooks collected from real stock markets.
