Daily load patterns of six global exchanges as recorded by vwd/Infront Financial Technology

<p>This data set provides fine-granular statistics on trading traffic generated by six global exchanges over the course of two days in February 2019 for a set of representative feeds and recorded by the systems of vwd Vereinigte Wirtschaftsdienste GmbH (now known as Infront Financial Technology GmbH).</p> <p>Please note that these numbers represent only limited market segments of the actual exchange and the measured feeds might provide different products and instrument types.</p> <p>The exchanges are identified as AU = Sydney, FFM = Frankfurt am Main (GER), HK = Hong Kong (CN), Q = NASDAQ (USA), TK = Tokyo (JPN), UK = London (UK).</p> <p>The data set consists of six (6) files in comma-separated values (CSV) format with one tab as separator.</p> <p>Each file contains a list of timestamped (GMT+1) statistics that represent the update rate per second averaged to the granularity of one minute as received from the respective exchange at each point in time. Format: [UNIX timestamp] \t [updAvg].</p> <p>Please cite this conference paper when using this data:</p> <p>Frischbier, S., Paic, M., Echler, A., Roth, C. (2020). Managing the Complexity of Processing Financial Data at Scale - An Experience Report. In: Boy, G., Guegan, A., Krob, D., Vion, V. (eds) Complex Systems Design &amp; Management. CSDM 2019. Springer, Cham. https://doi.org/10.1007/978-3-030-34843-4_2</p> <p>&nbsp;</p> <p>&nbsp;</p> <p>&nbsp;</p>