CarlosSilva1/ustech-ticks

USTECH (Nasdaq 100) Tick Data (May 2021 – May 2026)

Five years of tick-by-tick bid/ask quotes for the Nasdaq 100 index CFD (a.k.a. USTECH, US Tech 100) at millisecond resolution. Sourced from Dukascopy via Tickstory.

Dataset details

Instrument	USTECH (Nasdaq 100 Index CFD)
Period	2021-05-25 → 2026-05-24
Granularity	Tick (millisecond timestamps)
Rows	~376 million
Format	Apache Parquet (Snappy)
Partitioning	Hive-style by year/month

Schema

Column	Type	Description
timestamp	timestamp[ms]	UTC tick time, millisecond precision
bid_price	float64	Best bid price (index points)
ask_price	float64	Best ask price (index points)
bid_volume	float64	Bid-side volume
ask_volume	float64	Ask-side volume

Quick start

from datasets import load_dataset
ds = load_dataset("CarlosSilva1/ustech-ticks", split="train", streaming=True)
for row in ds.take(5):
    print(row)

Or with pandas:

import pandas as pd
df = pd.read_parquet(
    "https://huggingface.co/datasets/CarlosSilva1/ustech-ticks/resolve/main/"
    "year=2024/month=03/USTECH-2024-03-part0001.parquet"
)
print(df.head())

Typical use cases

• Backtesting intraday Nasdaq strategies
• Correlation analysis vs. S&P 500, gold, VIX
• Tech sector volatility regimes (FOMC, earnings, CPI)
• Pair trading USTECH vs US500 (tech beta plays)
• ML/time-series forecasting on high-frequency tech data

Related datasets

• CarlosSilva1/xauusd-ticks - Gold/USD
• CarlosSilva1/us500-ticks - S&P 500

License

CC-BY-4.0. Provided as-is for research and educational purposes. Not investment advice.