{"url":"/dataset/dataset-for-mid-price-forecasting-of-limit","name":"Dataset for Mid-Price Forecasting of Limit Order Book Data","full_name":null,"description_markdown":"This is a benchmark dataset for mid-price forecasting of limit order book data. It is a dataset of high-frequency limit order markets for mid-price prediction. The authors extracted normalized data representations of time series data for five stocks from the NASDAQ Nordic stock market for a time period of ten consecutive days, leading to a dataset of ~4,000,000 time series samples in total. A day-based anchored cross-validation experimental protocol is also provided that can be used as a benchmark for comparing the performance of state-of-the-art methodologies.","description_withheld":null,"homepage":"https://etsin.fairdata.fi/dataset/73eb48d7-4dbc-4a10-a52a-da745b47a649","introduced_date":"2017-05-09","introduced_date_note":null,"introduced_by":{"paper":null,"title":"Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods","first_author":null,"url":null},"license":{"name":"CC BY 4.0","url":"https://creativecommons.org/licenses/by/4.0/"},"modalities":[{"name":"Time series","url":"/datasets/modality/time-series"}],"tasks":[],"languages":[],"variants":["Dataset for Mid-Price Forecasting of Limit Order Book Data"],"data_loaders":[],"num_papers_in_archive":1,"source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28"},"benchmarks":[],"papers_with_a_benchmark_row":[],"syntology_totals":{"read_at":"2026-09-24T18:15:14+00:00","papers_with_samples":0,"samples_harvested":0,"samples_ran":0,"samples_unverified":0,"pointer_only_for_licence":0,"papers_with_no_sample_that_ran":0,"note":"the per-paper counts above, summed; not a rate"},"papers_note":"The archive never published its papers-using-dataset list; these are papers with a leaderboard row on this dataset's benchmarks."}