# Raw data — WP 12

One-minute and daily OHLCV bars, 2013-01-01 → 2026-07-31, downloaded by scripts/01_download_data.py from the HF Market Data API (https://www.hfmarketdata.io, see config.yaml → api) and cached here as one parquet per (asset, ticker, timeframe): 5 ETFs (SPY, QQQ, IWM, GLD, TLT), 5 stocks (AAPL, MSFT, NVDA, JPM, XOM), 5 FX pairs, 5 cryptos (BTC, ETH, SOL, ADA, XRP), 5 continuous futures (ES, NQ, CL, GC, ZN) and the VIX as predictor. ≈ 1.6 GB, not committed; scripts/02_build_rv.py turns them into data/processed/rv_<ticker>.parquet and panel.parquet.