Canonical order-event and ten-level snapshot data for China A-shares. Canonical
trade records remain in the separate phields/a-share-l2-trades dataset.
Coverage
Date range: 2026-07-24 to 2026-07-24
Trading days: 1
Table
Rows
Parquet files
Compressed size
l2_orders
249,705,486
10
2.14 GiB
l2_snapshots
20,279,887
4
0.91 GiB
Layout… See the full description on the dataset page: https://huggingface.co/datasets/phields/a-share-l2-market-depth.
