Datasets:
Julien 'Lta' BALLET
commited on
docs: Minor readme updates
Browse files
README.md
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@@ -18,6 +18,8 @@ For each symbol, 2 files are provided:
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- `ticks.parquet` contains the ticker data
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- `gaps.parquet` contains the reported time gaps
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## Ticks
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The `ticks.parquet` files have the following schema:
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@@ -41,10 +43,10 @@ The `gaps.parquet` files have the following schema:
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{
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# The gap duration
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'length': pl.UInt64,
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# The
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'start': pl.
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# The
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'end': pl.
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}
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```
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- `ticks.parquet` contains the ticker data
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- `gaps.parquet` contains the reported time gaps
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A merge of all datasets is also provided in `all_ticks.parquet` and `all_gaps.parquet `. The datasets are concatenated and a symbol column is added.
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## Ticks
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The `ticks.parquet` files have the following schema:
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{
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# The gap duration
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'length': pl.UInt64,
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# The timestamp of the gap start converted to UTC.
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'start': pl.Datetime,
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# The timestamp of the gap end converted to UTC.
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'end': pl.Datetime,
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}
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```
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