This is an export in the parquet format of the histdata.com dataset, which
contains mostly Forex market tickers data.
For each symbol, 2 files are provided:
ticks.parquet contains the ticker (ohlc) data
gaps.parquet contains the reported time gaps
The timestamps are converted from the original EST timezone to UTC.
The ticks.parquet files have the following schema:
{
'ts': pl.Datetime,
'open': pl.Float64,
'high': pl.Float64… See the full description on the dataset page:
https://huggingface.co/datasets/Analyxis/histdata_fx_1m.