You can preview and download the dataset from this tab. The dataset is available in multiple file formats, compatible with most common software packages. You can also view and download the Codebook, which provides information on the structure, contents, and layout of the dataset.
This dataset is designed for teaching the multivariate Hawkes process. The data are a subset of the 2018 DJIA 30 Stock Time Series dataset, and the example examines the interactions between the time series of daily closing-price of the 30 DJIA stocks from 2006 to 2017. The dataset file is accompanied by a Teaching Guide, a Student Guide, and a How-to Guide for Python.