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sammyliu/synthetic-sp500-ticks-v1

Synthetic Multi-Asset Millisecond Tick Data v1 Fully synthetic, event-sparse limit-order-book data for source-separation research. The realized corpus contains 12,119,284,975 public exact-millisecond events across 1,726 sessions and 1,100 instruments (1,050 equities plus 50 futures). The first 1,082 sessions are deterministic sampled dates across 2005–2025; 644 additional sessions are explicitly labeled calendar replicas. No row is historical market data. Public tables: ticks… See the full description on the dataset page: https://huggingface.co/datasets/sammyliu/synthetic-sp500-ticks-v1.

sourceHugging Facecc-by-4.0updated 21d agoView on Hugging Face
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