pretty_name: Qlib native providers and A-share minute data
language:
- zh
- en
stock_dataset
中文
本数据集以未压缩的原始文件保存两类股票数据，保留原有目录结构和文件内容，可以直接按目录下载使用。
| 目录 | 内容 | 文件数 | 原始字节数 |
|---|---|---|---|
qlib/cn_data/ |
A 股原生 Qlib provider，含 CSI300、CSI500、CSI1000 历史股票池定义 | 61,008 | 707,180,289 |
qlib/us_data/ |
美股原生 Qlib provider，含 SP500 股票池及基准 | 3,744 | 59,236,967 |
qlib/hk_data/ |
港股原生 Qlib provider，含 HSI90 股票池及 HKHSI 基准 | 1,604 | 15,714,170 |
A股分钟/2000-2024/ |
2000—2024 年 A 股 1、5、15、30、60 分钟 CSV 行情 | 309,495 | 216,090,239,948 |
| 合计 | 375,851 | 216,872,371,374 |
数据文件合计约 201.98 GiB。分钟数据五种频率各有 61,899 个 CSV 文件。数据快照日期为 2026-10-29。
目录结构
qlib/
cn_data/{calendars,instruments,features,...}
us_data/{calendars,instruments,features,...}
hk_data/{calendars,instruments,features,...}
A股分钟/2000-2024/<年份>/<1分钟|5分钟|15分钟|30分钟|60分钟>/<股票>.csv
metadata/
manifest.json
files.jsonl
data_notes.md
scripts/
download.py
verify_download.py
Qlib 包含原生交易日历、股票池、features/<代码>/*.bin 行情字段、基准及 provider 说明。中证三个股票池共用 cn_data。日期范围、字段和数据情况见 数据说明。
下载与使用
完整下载：
hf download OxFengyuan/stock_dataset --repo-type dataset --local-dir stock_dataset
下载所需的一类数据（脚本需要 huggingface_hub）：
python3 scripts/download.py --collection qlib --destination ./stock_dataset
python3 scripts/download.py --collection minutes --destination ./stock_dataset
python3 scripts/download.py --repo-id OpenFinMind/stock_dataset --collection qlib --destination ./stock_dataset
下载完成即可直接读取 CSV，或将 ./stock_dataset/qlib/cn_data、us_data、hk_data 分别作为 qlib.init(provider_uri=...) 的 provider 目录。下载全部数据需要约 202 GiB 数据空间，另为下载缓存和元数据预留空间。
文件清单与校验
总体清单 记录各目录文件数和字节数；逐文件清单 记录每个数据文件的相对路径、字节数及 SHA256。
python3 scripts/verify_download.py --repo ./stock_dataset --collection all
--collection qlib 或 --collection minutes 可单独校验一类数据。
English
This dataset stores two collections as uncompressed original files, preserving their directory structure and contents. Download the desired directories and use the files directly.
| Directory | Contents | Files | Original bytes |
|---|---|---|---|
qlib/cn_data/ |
Native A-share Qlib provider, including historical CSI300, CSI500, and CSI1000 universe definitions | 61,008 | 707,180,289 |
qlib/us_data/ |
Native US Qlib provider, including the SP500 universe and benchmark | 3,744 | 59,236,967 |
qlib/hk_data/ |
Native Hong Kong Qlib provider, including the HSI90 universe and HKHSI benchmark | 1,604 | 15,714,170 |
A股分钟/2000-2024/ |
A-share CSV market data for 2000–2024 at 1-, 5-, 15-, 30-, and 60-minute frequencies | 309,495 | 216,090,239,948 |
| Total | 375,851 | 216,872,371,374 |
The data files total approximately 201.98 GiB. Each minute frequency contains 61,899 CSV files. The data snapshot date is 2026-10-29.
Directory structure
qlib/
cn_data/{calendars,instruments,features,...}
us_data/{calendars,instruments,features,...}
hk_data/{calendars,instruments,features,...}
A股分钟/2000-2024/<year>/<1分钟|5分钟|15分钟|30分钟|60分钟>/<stock>.csv
metadata/
manifest.json
files.jsonl
data_notes.md
scripts/
download.py
verify_download.py
Each Qlib provider contains native trading calendars, universe definitions, features/<symbol>/*.bin fields, benchmarks, and provider documentation. The three CSI universes share cn_data. See data notes for dates, fields, and coverage details.
Download and use
Download the full repository:
hf download OxFengyuan/stock_dataset --repo-type dataset --local-dir stock_dataset
Download one collection using the repository script (requires huggingface_hub):
python3 scripts/download.py --collection qlib --destination ./stock_dataset
python3 scripts/download.py --collection minutes --destination ./stock_dataset
python3 scripts/download.py --repo-id OpenFinMind/stock_dataset --collection qlib --destination ./stock_dataset
Read the CSV files directly, or pass ./stock_dataset/qlib/cn_data, us_data, or hk_data as the provider directory to qlib.init(provider_uri=...). Allow approximately 202 GiB for all data files, plus space for download caches and metadata.
Inventory and verification
The collection manifest records file counts and byte totals. The per-file inventory records each data file's relative path, byte size, and SHA256.
python3 scripts/verify_download.py --repo ./stock_dataset --collection all
Use --collection qlib or --collection minutes to verify one collection.