Zalingo Synthetic Finance — Market Ticks (Alpha Signals) — 100k

Need more symbols, venues, or volume? Upgrade to the Premium Evaluation Kit (~1M rows) or ask for a weekly/daily enterprise feed.

Dataset Features (representative)

• Core L1: symbol, ts_utc, last_price, bid, ask, bid_size, ask_size, trade_size, trade_cond, venue, currency
• Derived/Signals: mid_price, spread_bp, quote_imbalance ( (bid_size−ask_size)/(bid_size+ask_size) ), ret_1s, ret_5s, ret_60s, rv_1m (realised volatility), micro_price, roll_mean_1m, roll_std_1m, vol_ewm_1m, trade_imbalance_1m (Columns may vary slightly; see the included preview for exact schema.)

Distribution

• Format: ZIP containing Parquet data (100k_sample.parquet), sample_100.csv (preview), and schema.json
• Volume: 100,000 rows, ~18–28 columns
• Approx Size: 3–6 MB zipped (symbol/venue mix dependent)
• Structure: single Parquet (or a few shards); multi-symbol, multi-venue coverage

Usage

• Alpha/feature research — spreads, imbalance, short-horizon returns, RV
• Backtest scaffolding — quick factor sanity checks pre-production data
• Pipelines/MLOps — readers, schema contracts, drift monitors
• Education & demos — charts, dashboards, tutorial notebooks

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 — microstructure features & baselines
• Data/Platform Engineers — ingestion, validation, 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.