Data
FOREX_eurchf-minute-Close

FOREX_eurchf-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 Transportation
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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/CHF 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_Opennumeric8126 unique values
0 missing
Bid_Highnumeric8133 unique values
0 missing
Bid_Lownumeric8124 unique values
0 missing
Bid_Closenumeric8122 unique values
0 missing
Bid_Volumenumeric26891 unique values
0 missing
Ask_Opennumeric8115 unique values
0 missing
Ask_Highnumeric8110 unique values
0 missing
Ask_Lownumeric8118 unique values
0 missing
Ask_Closenumeric8107 unique values
0 missing
Ask_Volumenumeric26724 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.
0
Number of attributes divided by the number of instances.
91.67
Percentage of numeric attributes.
51.83
Percentage of instances belonging to the most frequent class.
8.33
Percentage of nominal attributes.
194808
Number of instances belonging to the most frequent class.
48.17
Percentage of instances belonging to the least frequent class.
181032
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.

10 tasks

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