Repository Public Research preview
1# Raw data — WP 1223One-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`.4