FOREX_audcad-hour-Close
OpenML41781MaRDI QIDQ6035622FDOQ6035622RO-CrateQ6035622
OpenML dataset with id 41781
Author name not available (Why is that?)
Full work available at URL: https://api.openml.org/data/v1/download/21377823/FOREX_audcad-hour-Close.arff
Upload date: 4 June 2019
Dataset Characteristics
Number of classes: 2
Number of features: 12 (numeric: 11, symbolic: 1 and in total binary: 1 )
Number of instances: 43,825
Number of instances with missing values: 0
Number of missing values: 0
Source: Dukascopy Historical Data Feed https://www.dukascopy.com/swiss/english/marketwatch/historical/ Edited by: Fabian Schut
Data Description
This is the historical price data of the FOREX AUD/CAD from Dukascopy. One instance (row) is one candlestick of one hour. The whole dataset has the data range from 1-1-2018 to 13-12-2018 and does not include the weekends, since the FOREX is not traded in the weekend. The timezone of the feature Timestamp is Europe/Amsterdam. The class attribute is the direction of the mean of the Close_Bid and the Close_Ask of the following hour, relative to the Close_Bid and Close_Ask mean of the current minute. This means the class attribute is True when the mean Close price is going up the following hour, and the class attribute is False when the mean Close price is going down (or stays the same) the following hour.
Attributes
`Timestamp`: The time of the current data point (Europe/Amsterdam)
`Bid_Open`: The bid price at the start of this time interval
`Bid_High`: The highest bid price during this time interval
`Bid_Low`: The lowest bid price during this time interval
`Bid_Close`: The bid price at the end of this time interval
`Bid_Volume`: The number of times the Bid Price changed within this time interval
`Ask_Open`: The ask price at the start of this time interval
`Ask_High`: The highest ask price during this time interval
`Ask_Low`: The lowest ask price during this time interval
`Ask_Close`: The ask price at the end of this time interval
`Ask_Volume`: The number of times the Ask Price changed within this time interval
`Class`: Whether the average price will go up during the next interval
ROCrate
What is a RO-Crate?
A RO-Crate is a standardized research object package used to bundle data together with rich machine-readable metadata. Each RO-Crate contains:
- the files belonging to the dataset (e.g. CSVs, images, code, documentation)
- a ro-crate-metadata.json file describing the content, provenance, and context
- persistent identifiers and references to related research objects (e.g. software, publications)
This ensures that the dataset can be easily reused, cited, validated, and interpreted in a reproducible manner. More information can be found here.
Download
You can download a RO-Crate for this dataset here: Download RO-Crate
HINT: The RO-Crate is created dynamically, so it could take up to 30 seconds until the downloads starts.
This page was built for dataset: FOREX_audcad-hour-Close
