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Dataset Card for "timeseries-1mn-sp500"

Dataset Summary

The "timeseries-1mn-sp500" dataset provides one-minute time-series data for the S&P 500 index constituents.

Supported Tasks and Leaderboards

This dataset is suitable for tasks such as time-series forecasting, volatility prediction, and high-frequency trading strategy development.

Languages

[N/A]

Dataset Structure

Data Instances

[N/A]

Data Fields

  • symbol (string): The ticker symbol or abbreviation used to identify the company.
  • datetime (timestamp): The date and time of the stock quote, in nanoseconds.
  • open (float64): The opening price of the stock at the given datetime.
  • high (float64): The highest price of the stock during the given minute.
  • low (float64): The lowest price of the stock during the given minute.
  • close (float64): The closing price of the stock at the given datetime.
  • volume (float64): The volume of the stock traded during the given minute.

Data Splits

[N/A]

Dataset Creation

Curation Rationale

The "timeseries-1mn-sp500" dataset was created to support high-frequency trading algorithms and time-series forecasting models.

Source Data

Initial Data Collection and Normalization

The data was sourced from the web and normalized.

Annotations

Annotation process

[N/A]

Who are the annotators?

[N/A]

Personal and Sensitive Information

[N/A]

Considerations for Using the Data

Social Impact of Dataset

[N/A]

Discussion of Biases

[N/A]

Other Known Limitations

[N/A]

Additional Information

Dataset Curators

The timeseries-1mn-sp500 dataset was collected by https://edarchimbaud.substack.com.

Licensing Information

The timeseries-1mn-sp500 dataset is licensed under the MIT License.

Citation Information

https://edarchimbaud.substack.com, timeseries-daily-sp500 dataset, GitHub repository, https://github.com/edarchimbaud

Contributions

Thanks to @edarchimbaud for adding this dataset.

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