Data
FOREX_eurusd-minute-Close

FOREX_eurusd-minute-Close

active ARFF Publicly available Visibility: public Uploaded 03-06-2019 by Jan van Rijn
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  • finance forex forex_close forex_minute study_219
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Source: Dukascopy Historical Data Feed https://www.dukascopy.com/swiss/english/marketwatch/historical/ Edited by: Fabian Schut # Data Description This is the historical price data of the FOREX EUR/USD from Dukascopy. One instance (row) is one candlestick of one minute. The whole dataset has the data range from 1-1-2018 to 13-12-2018 and does not include the weekends, since the FOREX is not traded in the weekend. The timezone of the feature Timestamp is Europe/Amsterdam. The class attribute is the direction of the mean of the Close_Bid and the Close_Ask of the following minute, relative to the Close_Bid and Close_Ask mean of the current minute. This means the class attribute is True when the mean Close price is going up the following minute, and the class attribute is False when the mean Close price is going down (or stays the same) the following minute. # Attributes `Timestamp`: The time of the current data point (Europe/Amsterdam) `Bid_Open`: The bid price at the start of this time interval `Bid_High`: The highest bid price during this time interval `Bid_Low`: The lowest bid price during this time interval `Bid_Close`: The bid price at the end of this time interval `Bid_Volume`: The number of times the Bid Price changed within this time interval `Ask_Open`: The ask price at the start of this time interval `Ask_High`: The highest ask price during this time interval `Ask_Low`: The lowest ask price during this time interval `Ask_Close`: The ask price at the end of this time interval `Ask_Volume`: The number of times the Ask Price changed within this time interval `Class`: Whether the average price will go up during the next interval

12 features

Class (target)nominal2 unique values
0 missing
Timestampdate375840 unique values
0 missing
Bid_Opennumeric13035 unique values
0 missing
Bid_Highnumeric13026 unique values
0 missing
Bid_Lownumeric13006 unique values
0 missing
Bid_Closenumeric13024 unique values
0 missing
Bid_Volumenumeric47917 unique values
0 missing
Ask_Opennumeric13018 unique values
0 missing
Ask_Highnumeric13007 unique values
0 missing
Ask_Lownumeric13010 unique values
0 missing
Ask_Closenumeric13009 unique values
0 missing
Ask_Volumenumeric48116 unique values
0 missing

19 properties

375840
Number of instances (rows) of the dataset.
12
Number of attributes (columns) of the dataset.
2
Number of distinct values of the target attribute (if it is nominal).
0
Number of missing values in the dataset.
0
Number of instances with at least one value missing.
11
Number of numeric attributes.
1
Number of nominal attributes.
48.42
Percentage of instances belonging to the least frequent class.
181996
Number of instances belonging to the least frequent class.
1
Number of binary attributes.
8.33
Percentage of binary attributes.
0
Percentage of instances having missing values.
0.49
Average class difference between consecutive instances.
0
Percentage of missing values.
0
Number of attributes divided by the number of instances.
91.67
Percentage of numeric attributes.
51.58
Percentage of instances belonging to the most frequent class.
8.33
Percentage of nominal attributes.
193844
Number of instances belonging to the most frequent class.

10 tasks

0 runs - estimation_procedure: 20% Holdout (Ordered) - target_feature: Class
0 runs - estimation_procedure: 10-fold Crossvalidation - target_feature: Class
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
0 runs - estimation_procedure: 50 times Clustering
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