"Financial Time Series Data Transformer"
Abstract
"We build the dataset using available OHLCV (open, high, low, close, volume) data obtained from the Yahoo Finance API. The sample period extends from July 2019 to July 2025 and includes assets from major asset classes. Trading dates are synchronized with the SPDR S&P 500 ETF (SPY), ensuring that weekends and U.S. exchange holidays are excluded."
Publication details
- Journal / source
- IEEE DataPort
- Publication date
- 9 January 2026
- Document type
- Dataset