Datasets:

edarchimbaud
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timeseries-1d-stocks

Tasks:

Tabular Regression

Languages: English

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train · 8.54M rows

symbol stringlengths 1 5	date stringlengths 10 10	open float64 0 136B ⌀	high float64 0 137B ⌀	low float64 0 128B ⌀	close float64 0 136B ⌀	adj_close float64 0 136B ⌀	volume float64 0 7.42B ⌀
A	1999-11-18	32.546494	35.765381	28.612303	31.473534	26.740845	62,546,380
A	1999-11-19	30.713518	30.758226	28.478184	28.880545	24.537767	15,234,146
A	1999-11-22	29.551144	31.473534	28.657009	31.473534	26.740845	6,577,870
A	1999-11-23	30.400572	31.205294	28.612303	28.612303	24.309862	5,975,611
A	1999-11-24	28.701717	29.998213	28.612303	29.372318	24.955589	4,843,231
A	1999-11-26	29.238197	29.685265	29.148785	29.461731	25.031565	1,729,466
A	1999-11-29	29.327612	30.355865	29.014664	30.132332	25.601316	4,074,751
A	1999-11-30	30.042917	30.713518	29.282904	30.177038	25.639301	4,310,034
A	1999-12-01	30.177038	31.071173	29.953505	30.713518	26.09511	2,957,329
A	1999-12-02	31.294706	32.188843	30.892345	31.562946	26.816814	3,069,868
A	1999-12-03	32.144135	32.680614	31.697067	31.831186	27.044708	3,041,629
A	1999-12-06	32.367668	33.217094	32.32296	32.725323	27.804407	2,250,780
A	1999-12-07	32.725323	32.904148	31.697067	32.367668	27.500525	2,215,970
A	1999-12-08	32.367668	32.635906	32.054722	32.32296	27.462547	1,887,859
A	1999-12-09	32.367668	32.859444	32.367668	32.770027	27.842392	2,029,057
A	1999-12-10	32.680614	32.859444	32.010014	32.010014	27.196653	1,664,738
A	1999-12-13	32.546494	33.082977	31.741774	32.546494	27.652462	4,020,508
A	1999-12-14	32.457081	32.457081	30.087626	30.758226	26.133097	2,328,928
A	1999-12-15	30.042917	30.266453	29.327612	29.819386	25.335428	2,917,766
A	1999-12-16	30.042917	33.798283	30.042917	33.798283	28.716022	2,583,923
A	1999-12-17	33.17239	33.70887	32.501789	32.859444	27.91835	3,708,055
A	1999-12-20	33.082977	33.574749	32.993561	33.530045	28.488117	1,196,828
A	1999-12-21	33.395924	33.395924	32.904148	33.351215	28.336176	2,259,448
A	1999-12-22	33.351215	34.021816	33.127682	34.021816	28.905939	1,905,754
A	1999-12-23	33.977112	35.765381	33.932404	35.586552	30.235394	2,159,491
A	1999-12-27	35.720673	38.045422	35.452431	37.777184	32.096619	2,029,616
A	1999-12-28	38.805435	43.991417	38.581902	43.991417	37.376408	3,560,007
A	1999-12-29	45.064377	56.554005	45.019672	51.502148	43.75774	10,518,552
A	1999-12-30	54.363377	57.224606	53.111588	56.688126	48.163895	6,671,116
A	1999-12-31	56.866955	57.179901	54.542202	55.302216	46.986401	1,931,197
A	2000-01-03	56.330471	56.464592	48.193848	51.502148	43.75774	4,674,353
A	2000-01-04	48.730328	49.266811	46.316166	47.567955	40.415142	4,765,083
A	2000-01-05	47.389126	47.567955	43.141991	44.61731	37.90818	5,758,642
A	2000-01-06	44.08083	44.349072	41.577251	42.918453	36.46479	2,534,434
A	2000-01-07	42.247852	47.165592	42.203148	46.494991	39.503513	2,819,626
A	2000-01-10	49.356224	49.803291	48.327969	49.311516	41.896519	2,148,446
A	2000-01-11	49.311516	49.311516	47.523247	48.640915	41.326763	1,855,985
A	2000-01-12	48.640915	48.640915	45.82439	47.657368	40.491112	1,429,874
A	2000-01-13	48.909157	49.937412	47.2103	48.372677	41.098869	1,134,337
A	2000-01-14	47.92561	49.624462	47.92561	48.909157	41.554661	1,316,916
A	2000-01-18	49.087982	52.12804	48.730328	51.144493	43.45388	2,101,753
A	2000-01-19	51.502148	51.502148	49.937412	50.071529	42.542259	2,624,885
A	2000-01-20	50.608009	50.697426	48.28326	48.730328	41.402733	2,007,947
A	2000-01-21	49.445637	49.624462	47.523247	49.177395	41.782566	1,918,336
A	2000-01-24	48.998569	51.368027	48.640915	48.998569	41.630642	2,095,882
A	2000-01-25	49.177395	49.803291	47.523247	48.417381	41.136833	1,153,769
A	2000-01-26	48.59621	49.535049	48.551502	48.864449	41.516674	1,022,357
A	2000-01-27	49.982117	50.429184	48.104435	48.953861	41.59264	868,577
A	2000-01-28	49.713879	49.713879	48.238556	48.685623	41.36475	1,609,238
A	2000-01-31	48.327969	48.372677	46.316166	47.344421	40.225216	1,040,392
A	2000-02-01	47.389126	51.502148	47.389126	50.786839	43.149998	1,404,291
A	2000-02-02	51.412731	54.721031	51.189198	54.721031	46.492611	1,945,177
A	2000-02-03	53.782188	55.615166	52.798641	55.615166	47.2523	1,779,514
A	2000-02-04	55.615166	55.615166	53.648067	54.542202	46.340683	1,145,661
A	2000-02-07	55.570457	57.224606	54.542202	56.866955	48.315838	1,274,277
A	2000-02-08	57.761086	58.789341	55.972816	56.5093	48.011978	1,169,707
A	2000-02-09	55.525749	56.285767	54.139843	54.184547	46.036793	1,182,848
A	2000-02-10	55.078686	56.375179	53.871601	54.855148	46.606548	1,066,814
A	2000-02-11	54.721031	54.944565	53.513947	53.916309	45.808891	751,705
A	2000-02-14	53.826897	55.033978	53.513947	54.676323	46.45462	837,682
A	2000-02-15	54.765736	59.370529	54.765736	58.565807	49.759232	2,017,594
A	2000-02-16	57.224606	58.565807	56.777538	57.939915	49.227459	1,801,742
A	2000-02-17	57.939915	69.384834	55.525749	69.384834	58.951393	944,908
A	2000-02-18	63.304722	68.580116	62.991776	67.060089	56.976234	4,060,072
A	2000-02-22	68.669525	69.653076	64.377686	65.450645	55.608814	2,227,993
A	2000-02-23	65.540054	71.888412	65.540054	70.815453	60.166897	1,690,042
A	2000-02-24	72.514305	82.573318	71.888412	76.359085	64.876938	2,956,351
A	2000-02-25	73.944923	81.500359	73.855507	77.342628	65.712578	2,048,210
A	2000-02-28	77.342628	78.102646	70.278969	72.246063	61.382393	1,675,363
A	2000-02-29	72.559013	76.448502	72.469597	74.302574	63.129681	958,049
A	2000-03-01	74.749641	79.935623	74.570816	78.057938	66.320343	1,037,875
A	2000-03-02	78.63913	78.68383	73.319031	75.319656	63.99382	1,188,300
A	2000-03-03	75.062592	79.935623	75.062592	77.25322	65.63662	1,215,841
A	2000-03-06	80.829758	115.879829	80.472099	113.73391	96.631676	5,693,495
A	2000-03-07	111.587982	115.16452	93.705292	101.573677	86.299995	7,710,809
A	2000-03-08	104.434906	108.726753	100.143059	108.726753	92.377464	3,953,963
A	2000-03-09	105.150215	110.157372	103.719597	109.442062	92.985222	2,514,583
A	2000-03-10	109.442062	110.783264	100.143059	101.573677	86.299995	2,479,353
A	2000-03-13	93.034691	99.383049	92.632332	93.884117	79.766716	2,626,702
A	2000-03-14	95.13591	97.28183	85.032188	86.820457	73.765221	3,522,960
A	2000-03-15	91.648781	91.648781	81.008583	81.723892	69.435043	3,046,242
A	2000-03-16	82.975677	87.982834	80.114449	84.451004	71.752083	2,769,578
A	2000-03-17	85.345139	90.844063	84.495705	86.641632	73.613289	1,563,803
A	2000-03-20	86.149857	86.909874	80.829758	81.366234	69.131172	1,420,648
A	2000-03-21	79.220314	82.260368	75.643776	82.260368	69.890846	2,528,283
A	2000-03-22	81.232117	86.507507	78.013229	85.434547	72.587723	1,967,965
A	2000-03-23	85.30043	88.51931	83.690987	85.613373	72.739655	1,951,888
A	2000-03-24	84.942772	86.552216	83.154503	85.836906	72.929581	1,230,520
A	2000-03-27	84.540413	85.479256	80.963875	81.723892	69.435043	846,769
A	2000-03-28	81.545067	87.222816	81.187408	85.211014	72.397812	1,392,548
A	2000-03-29	85.121605	86.552216	78.68383	80.114449	68.067612	1,250,371
A	2000-03-30	77.387337	80.472099	70.904861	75.1073	63.8134	2,034,230
A	2000-03-31	75.822601	75.822601	64.377686	74.391991	63.205624	3,732,940
A	2000-04-03	73.676682	73.855507	65.629471	70.100143	59.559166	2,030,875
A	2000-04-04	70.100143	73.229614	58.655224	66.881256	56.824295	3,519,884
A	2000-04-05	66.34478	71.441345	64.467094	69.340126	58.913445	2,109,163
A	2000-04-06	70.368385	75.1073	69.429543	75.1073	63.8134	1,375,073
A	2000-04-07	76.895561	89.413445	76.582619	87.267525	74.145065	2,975,224
A	2000-04-10	87.267525	87.267525	75.375534	76.627327	65.104851	2,956,071
A	2000-04-11	72.246063	75.017883	71.217812	72.201363	61.344395	1,896,107

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Dataset Card for "timeseries-daily-sp500"

Dataset Summary

The timeseries-daily-sp500 dataset provides daily historical data for companies in the S&P 500 index.

Supported Tasks and Leaderboards

The dataset can be used to train a model for systematic trading. The model performance is evaluated based on the return / risk profile of the positions taken by the model.

Languages

[N/A]

Dataset Structure

Data Instances

[N/A]

Data Fields

symbol (string): A string representing the ticker symbol or abbreviation used to identify the company.
date (timestamp[ns, tz=America/New_York]): A timestamp indicating the date of the recorded data. The timestamps are in the America/New_York time zone.
open (float64): A floating-point number representing the opening price of the stock on the given date.
high (float64): A floating-point number representing the highest price of the stock on the given date.
low (float64): A floating-point number representing the lowest price of the stock on the given date.
close (float64): A floating-point number representing the closing price of the stock on the given date.
volume (int64): An integer indicating the trading volume (number of shares) of the stock on the given date.
dividends (float64): A floating-point number representing the dividends paid by the stock on the given date.
stock_splits (float64): A floating-point number representing any stock splits that occurred on the given date.