Problem loading .CSV for Time Series Transformer

Beginners
3

I realize I was ignorant of 2 things since posting this question,

  1. There is a datasets forum that this question should probably have been posted to.

  2. In the time-series-transformer blog post and demo notebook, the instructions point to GluonTS and converting data from a pandas dataframe into a proper dataset.

I still haven’t figured it out yet but I am posting a more clear question in the Datasets section, with the promise that if someone gives me a solution, I will share 2-3 years of M5 price data for every equity in the SP500 to the hub, public for anyone to use. I have this data already. It usually costs money for people to get, but I harvested it from different APIs and its in CSV format.