Sample datasets

q.data.datasets.load ships daily OHLCV parquet files for a handful of symbols so tests, demos, and tutorials (like this one, and the Feature Engineering and Return Statistics pages) don’t need network access:

Alongside OHLCV prices, it bundles four demo strategy trade logs (see Data schemas) used throughout the Trade logs page:

import qrt as q

q.data.datasets.AVAILABLE
('aapl',
 'btcusd',
 'spy',
 'spy_breakout',
 'spy_ema_cross',
 'spy_random',
 'spy_rsi2')
aapl = q.data.datasets.load("aapl")
aapl.tail()
open high low close volume
datetime
2026-07-13 317.019989 323.450012 315.779999 317.309998 43257800
2026-07-14 313.760010 316.190002 311.910004 314.859985 36336800
2026-07-15 317.619995 328.730011 317.320007 327.500000 60957600
2026-07-16 328.010010 334.679993 326.790009 333.260010 62970600
2026-07-17 331.980011 334.989990 329.000000 333.739990 63365300

These bundled files are refreshed via make datasets before a release, so they’re reasonably current but not guaranteed to have today’s bar — fetch live data through q.data.sources if you need that.

Back to top