官方服务：
资源简介：
BankNifty Spot Data, 1 min timeframe
应用场景：
创建时间：
2024-01-22
相关数据集
AAPL 11/7/2022 - Nasdaq TotalView ITCH
This dataset captures detailed trading activity for Apple Inc. on Nasdaq, documenting all limit orders across ten price levels for both bids and asks, complete with precise nanosecond timestamps.
Figshare2024-07-03 更新120
Investment-Horizon Spillovers
This paper uses wavelets to decompose each stocks trading-volume variance into frequency-specific components. We find that stocks dominated by short-run fluctuations in trading volume have abnormal re
NBER2017-08-01 更新80
NBBO AAPL December 2015 from openning to closing
A portion of the data used for conducting the examples in the paper "Discrete Hawkes process with flexible residual distribution and filtered historical simulation."
Figshare2024-02-08 更新40
Quantifying the High-Frequency Trading "Arms Race"
We use stock exchange message data to quantify the negative aspect of high-frequency trading, known as latency arbitrage. The key difference between message data and widely-familiar limit order book d
NBER2021-07-01 更新90
TRTH JSE AGL.J Intraday Transaction Test Data
An example of TRTH intraday top-of-book transaction data for a single Johannesburg Stock Exchange (JSE) listed equity. The data is for teaching, learning and research projects sourced from the legacy
Mendeley Data2019-04-11 更新50
