Zalingo Synthetic Finance — Market Ticks (L1) — 100k

Need microstructure signals or larger volumes? See our Focused (adds mid-price, spread, imbalance, short-horizon returns, realised volatility) and Premium Evaluation Kit (~1M rows) listings.

Dataset Features (representative)

• Core L1: symbol, ts_utc, last_price, bid, ask, bid_size, ask_size, trade_size, trade_cond, venue, currency
• Derived (basic): mid_price (optional), spread (optional) (Columns may vary slightly; see the preview file for the exact schema.)

Distribution

• Format: ZIP containing Parquet data (100k_sample.parquet), sample_100.csv (preview), and schema.json
• Volume: 100,000 rows, ~10–18 columns
• Approx Size: 3–6 MB zipped (symbol and venue mix dependent)
• Structure: single Parquet (or a few shards); multi-symbol coverage

Usage

• Data pipeline tests — readers, schema validation, partitioning checks
• Exploratory analytics — price/volume exploration, quick visuals
• Feature trials — simple microstructure and return features
• Education & demos — safe examples without exchange IP constraints

Coverage

• Symbols/Venues: Multi-symbol synthetic coverage with venue tags
• Time Range: Recent synthetic window with intraday seasonality
• PII: None — fully synthetic; not re-identifiable

Who Can Use It

• Quants/Data Scientists — feature exploration & baselines
• Engineers/Platform — ingestion and schema contract testing
• Product/Analytics — dashboards and KPI sandboxes
• Vendors/SIs — demo environments, connector validation

Notes / Disclaimers

• Synthetic market data; not sourced from any exchange/venue.
• Not for live trading or production risk decisions. Distributions are synthetic and do not represent any specific market.