HFT cryptocurrency data

Published: 21 February 2025| Version 1 | DOI: 10.17632/323y59wjtf.1
Contributor:
Haochen Li

Description

High-frequency trading Level 3 tick data of cryptocurrencies Luna coin and Bitcoin (BTC). The Luna coin data are from 16:00-20:00 on 11/05/2022, 02:00-03:00 on 12/05/2022, the Bitcoin data are from 02:00-03:00 20/04/2022, 15:00-16:00 on 28/11/2022, 23:00 on 11/08/2023-12:00 on 12/08/2023.

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Institutions

King's College London

Categories

Financial Market, Financial Forecasting, Market Microstructure, Statistical Finance, Computational Finance, Empirical Finance, Price Volatility, Cryptocurrency

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