venvoo/china-a-share-l2-level2-limit-order-book-tick-data
venvoo/china-a-share-l2-level2-limit-order-book-tick-data is a Hugging Face dataset containing a historical archive of Chinese exchange Level-2 market data from 2017 to 2026, supplied through a vendor export and stored in Parquet format. It includes ten-level quote snapshots, individual order messages, and trade-stream records, covering A-share stocks as well as non-stock instruments such as ETFs and bonds.
Hugging Face dataset
Open source ↗