Sample datasets

q.data.datasets.load ships daily OHLCV parquet files for a handful of symbols so tests, demos, and tutorials (like this one, the Indicators, 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
2026-07-20 333.510010 333.709991 323.679993 326.589996 53468000
2026-07-21 323.130005 329.600006 322.220001 327.739990 41338900
2026-07-22 327.869995 329.000000 323.339996 325.890015 38755900
2026-07-23 321.730011 323.299988 319.350006 321.660004 40840800
2026-07-24 NaN NaN NaN NaN 47460975

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