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Adam Kwiatkowski

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#reinforcement learning Dataset Open access Oct 2026

Imbalance Labs Microstructure Sample: 7-Day Level-2 Order Book Snapshots for 24 Crypto Perpetual Futures (5-Minute, Depth-10)

This dataset provides a free 7-day sample of time-synchronised Level-2 (L2) limitorder book snapshots for 24 cryptocurrency perpetual futures markets, resampled toa fixed 5-minute grid with no clock drift. CONTENT- 24 assets: ADA, APT, ARB, ATOM, AVAX, BNB, BTC, DOGE, DOT, ETC, ETH, FIL, INJ, LINK, LTC, NEAR, OP, SEI,...

Adam Kwiatkowski, Kwiatkowski · 0 citations

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