Datasets › Daily load patterns
Daily load patterns (Daily load patterns of six global exchanges as recorded by vwd/Infront Financial Technology)
This data set provides fine-granular statistics on trading traffic generated by six global exchanges over the course of two days in February 2019 for a set of representative feeds and recorded by the systems of vwd Vereinigte Wirtschaftsdienste GmbH (now known as Infront Financial Technology GmbH).
Please note that these numbers represent only limited market segments of the actual exchange and the measured feeds might provide different products and instrument types.
The exchanges are identified as AU = Sydney, FFM = Frankfurt am Main (GER), HK = Hong Kong (CN), Q = NASDAQ (USA), TK = Tokyo (JPN), UK = London (UK).
Please see the Zenodo page https://doi.org/10.5281/zenodo.6381970 for details on syntax etc.
Benchmarks archive 2025-07-28
No leaderboard in the archive resolves to this dataset.
Papers archive 2025-07-28
No paper in the archive has a leaderboard row on this dataset; the archive counts 1 paper for it but never published that list.
Dataset loaders archive 2025-07-28
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Tasks archive 2025-07-28
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License archive 2025-07-28
Modalities archive 2025-07-28
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Languages archive 2025-07-28
Variants archive 2025-07-28
- Daily load patterns
1 variant name, as the archive lists them.
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