quantlab.dataset

Modules

bad_prints	Several datasets merged into one panel, with their bad prints masked (#223).
base	Dataset base classes: the read interface every dataset answers.
common_stock	The common-stock membership: every security of a whole-market price store.
config	The configs of the dataset layer.
constituent	Point-in-time index-membership panels, one class per index and source.
crsp	CRSP Stock v2 daily price panel with PERMNOs as the symbol axis.
estu	Index membership from a BarraStyle store's estimation universe (estu).
fred	Single-symbol panel of one FRED interest-rate series, such as the 3-month T-bill rate.
massive
memory	A market dataset held in memory, built from a caller's frame or panel.
merged	Several datasets merged into one panel.
nbbo	NBBO quote-bar panel built from raw WRDS TAQ quote files.
raw	The store build path: datasets converted from raw vendor files into a store they own.
roster	Roster dataset: another dataset read on a roster only.
sharadar
spot	Binance spot klines loaded as a (timestamp, symbol) panel.
stock	US-equity bars read from one vendor's hive-partitioned parquet tree.