Datasets:
timestamp
stringlengths 25
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values | open
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3.24k
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float64 0.01
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2024-06-24T09:30:00-04:00 | DAL | 49.419998 | 50.27 | 49.34 | 49.98 | 1,282,898 | yfinance | 2024-07-21T03:05:02.011943 |
2024-06-24T10:30:00-04:00 | DAL | 49.98 | 50.369999 | 49.974998 | 50.09 | 750,388 | yfinance | 2024-07-21T03:05:02.012235 |
2024-06-24T11:30:00-04:00 | DAL | 50.09 | 50.119999 | 49.730499 | 49.740002 | 354,467 | yfinance | 2024-07-21T03:05:02.012337 |
2024-06-24T12:30:00-04:00 | DAL | 49.740002 | 49.77 | 49.485001 | 49.52 | 401,840 | yfinance | 2024-07-21T03:05:02.012395 |
2024-06-24T13:30:00-04:00 | DAL | 49.525002 | 49.630001 | 49.459999 | 49.560001 | 461,167 | yfinance | 2024-07-21T03:05:02.012457 |
2024-06-24T14:30:00-04:00 | DAL | 49.560001 | 49.929001 | 49.529999 | 49.724998 | 555,111 | yfinance | 2024-07-21T03:05:02.012514 |
2024-06-24T15:30:00-04:00 | DAL | 49.73 | 49.740002 | 49.380001 | 49.389999 | 1,086,156 | yfinance | 2024-07-21T03:05:02.012554 |
2024-06-25T09:30:00-04:00 | DAL | 49.549999 | 49.785 | 49.060001 | 49.540001 | 1,223,935 | yfinance | 2024-07-21T03:05:02.012602 |
2024-06-25T10:30:00-04:00 | DAL | 49.540001 | 49.849998 | 49.494999 | 49.573799 | 557,934 | yfinance | 2024-07-21T03:05:02.012647 |
2024-06-25T11:30:00-04:00 | DAL | 49.575001 | 49.639999 | 49.27 | 49.330002 | 372,581 | yfinance | 2024-07-21T03:05:02.012702 |
2024-06-25T12:30:00-04:00 | DAL | 49.330002 | 49.415001 | 49.009998 | 49.099998 | 592,814 | yfinance | 2024-07-21T03:05:02.012743 |
2024-06-25T13:30:00-04:00 | DAL | 49.105 | 49.125 | 48.875 | 49.02 | 615,658 | yfinance | 2024-07-21T03:05:02.012784 |
2024-06-25T14:30:00-04:00 | DAL | 49.02 | 49.09 | 48.810001 | 48.91 | 936,044 | yfinance | 2024-07-21T03:05:02.012826 |
2024-06-25T15:30:00-04:00 | DAL | 48.91 | 48.98 | 48.674999 | 48.810001 | 1,530,879 | yfinance | 2024-07-21T03:05:02.012902 |
2024-06-26T09:30:00-04:00 | DAL | 47.900002 | 48.130001 | 47.150002 | 47.955002 | 2,979,003 | yfinance | 2024-07-21T03:05:02.012945 |
2024-06-26T10:30:00-04:00 | DAL | 47.950001 | 48.419998 | 47.865002 | 48.369999 | 932,672 | yfinance | 2024-07-21T03:05:02.012979 |
2024-06-26T11:30:00-04:00 | DAL | 48.360001 | 48.384998 | 48.105 | 48.259998 | 608,338 | yfinance | 2024-07-21T03:05:02.013017 |
2024-06-26T12:30:00-04:00 | DAL | 48.25 | 49.25 | 48.095001 | 48.240002 | 1,142,706 | yfinance | 2024-07-21T03:05:02.013052 |
2024-06-26T13:30:00-04:00 | DAL | 48.23 | 48.235001 | 47.77 | 47.865002 | 649,618 | yfinance | 2024-07-21T03:05:02.013085 |
2024-06-26T14:30:00-04:00 | DAL | 47.869999 | 48.154999 | 47.810001 | 48.110001 | 895,128 | yfinance | 2024-07-21T03:05:02.013121 |
2024-06-26T15:30:00-04:00 | DAL | 48.099998 | 48.240002 | 48.029999 | 48.150002 | 1,535,604 | yfinance | 2024-07-21T03:05:02.013155 |
2024-06-27T09:30:00-04:00 | DAL | 48.150002 | 48.400002 | 47.869999 | 48.25 | 879,362 | yfinance | 2024-07-21T03:05:02.013187 |
2024-06-27T10:30:00-04:00 | DAL | 48.259998 | 48.360001 | 48.110001 | 48.279999 | 656,069 | yfinance | 2024-07-21T03:05:02.013228 |
2024-06-27T11:30:00-04:00 | DAL | 48.27 | 48.439999 | 48.110001 | 48.395 | 386,739 | yfinance | 2024-07-21T03:05:02.013245 |
2024-06-27T12:30:00-04:00 | DAL | 48.395 | 48.48 | 48.299999 | 48.465 | 350,111 | yfinance | 2024-07-21T03:05:02.013262 |
2024-06-27T13:30:00-04:00 | DAL | 48.465 | 48.57 | 48.32 | 48.365002 | 359,334 | yfinance | 2024-07-21T03:05:02.013277 |
2024-06-27T14:30:00-04:00 | DAL | 48.360001 | 48.450001 | 48.34 | 48.360001 | 451,972 | yfinance | 2024-07-21T03:05:02.013292 |
2024-06-27T15:30:00-04:00 | DAL | 48.355 | 48.639999 | 48.319199 | 48.610001 | 1,290,193 | yfinance | 2024-07-21T03:05:02.013306 |
2024-06-28T09:30:00-04:00 | DAL | 48.419998 | 48.5 | 48.02 | 48.220001 | 1,489,679 | yfinance | 2024-07-21T03:05:02.013321 |
2024-06-28T10:30:00-04:00 | DAL | 48.23 | 48.41 | 47.974998 | 48.009998 | 662,952 | yfinance | 2024-07-21T03:05:02.013336 |
2024-06-28T11:30:00-04:00 | DAL | 48 | 48.16 | 47.84 | 47.919998 | 612,120 | yfinance | 2024-07-21T03:05:02.013350 |
2024-06-28T12:30:00-04:00 | DAL | 47.919998 | 47.950001 | 47.779999 | 47.825001 | 543,063 | yfinance | 2024-07-21T03:05:02.013364 |
2024-06-28T13:30:00-04:00 | DAL | 47.830002 | 47.84 | 47.299999 | 47.360001 | 1,065,237 | yfinance | 2024-07-21T03:05:02.013379 |
2024-06-28T14:30:00-04:00 | DAL | 47.360001 | 47.419998 | 47.16 | 47.200001 | 1,422,763 | yfinance | 2024-07-21T03:05:02.013395 |
2024-06-28T15:30:00-04:00 | DAL | 47.200001 | 47.450001 | 47.029999 | 47.450001 | 2,301,625 | yfinance | 2024-07-21T03:05:02.013417 |
2024-07-01T09:30:00-04:00 | DAL | 47.810001 | 47.902599 | 47.110001 | 47.23 | 1,372,783 | yfinance | 2024-07-21T03:05:02.013434 |
2024-07-01T10:30:00-04:00 | DAL | 47.25 | 47.299999 | 46.875 | 47 | 1,291,807 | yfinance | 2024-07-21T03:05:02.013449 |
2024-07-01T11:30:00-04:00 | DAL | 47.009998 | 47.009998 | 46.810001 | 46.869999 | 593,740 | yfinance | 2024-07-21T03:05:02.013463 |
2024-07-01T12:30:00-04:00 | DAL | 46.869999 | 47.049999 | 46.849998 | 47.035 | 589,903 | yfinance | 2024-07-21T03:05:02.013478 |
2024-07-01T13:30:00-04:00 | DAL | 47.029999 | 47.040001 | 46.869999 | 46.924999 | 808,163 | yfinance | 2024-07-21T03:05:02.013493 |
2024-07-01T14:30:00-04:00 | DAL | 46.919998 | 46.950001 | 46.735001 | 46.884998 | 863,382 | yfinance | 2024-07-21T03:05:02.013507 |
2024-07-01T15:30:00-04:00 | DAL | 46.875 | 46.919998 | 46.785 | 46.900002 | 1,853,546 | yfinance | 2024-07-21T03:05:02.013522 |
2024-07-02T09:30:00-04:00 | DAL | 47 | 47.290001 | 46.919998 | 47.139999 | 909,840 | yfinance | 2024-07-21T03:05:02.013537 |
2024-07-02T10:30:00-04:00 | DAL | 47.139999 | 47.139999 | 46.764999 | 46.869999 | 749,456 | yfinance | 2024-07-21T03:05:02.013552 |
2024-07-02T11:30:00-04:00 | DAL | 46.880001 | 46.900002 | 46.68 | 46.740002 | 465,980 | yfinance | 2024-07-21T03:05:02.013566 |
2024-07-02T12:30:00-04:00 | DAL | 46.740002 | 46.759998 | 46.610001 | 46.700001 | 388,423 | yfinance | 2024-07-21T03:05:02.013580 |
2024-07-02T13:30:00-04:00 | DAL | 46.709999 | 46.709999 | 46.549999 | 46.564999 | 577,205 | yfinance | 2024-07-21T03:05:02.013594 |
2024-07-02T14:30:00-04:00 | DAL | 46.57 | 46.66 | 46.514999 | 46.620998 | 627,118 | yfinance | 2024-07-21T03:05:02.013608 |
2024-07-02T15:30:00-04:00 | DAL | 46.619999 | 46.740002 | 46.564999 | 46.709999 | 1,173,206 | yfinance | 2024-07-21T03:05:02.013620 |
2024-07-03T09:30:00-04:00 | DAL | 47.150002 | 47.43 | 46.914902 | 47.428001 | 946,016 | yfinance | 2024-07-21T03:05:02.013634 |
2024-07-03T10:30:00-04:00 | DAL | 47.419998 | 47.465 | 47.165001 | 47.255001 | 584,157 | yfinance | 2024-07-21T03:05:02.013651 |
2024-07-03T11:30:00-04:00 | DAL | 47.255001 | 47.360001 | 47.025002 | 47.064999 | 636,532 | yfinance | 2024-07-21T03:05:02.013666 |
2024-07-05T09:30:00-04:00 | DAL | 47.150002 | 47.150002 | 46.044998 | 46.060001 | 1,981,746 | yfinance | 2024-07-21T03:05:02.013680 |
2024-07-05T10:30:00-04:00 | DAL | 46.049999 | 46.439999 | 46.02 | 46.259998 | 903,180 | yfinance | 2024-07-21T03:05:02.013698 |
2024-07-05T11:30:00-04:00 | DAL | 46.25 | 46.27 | 45.959999 | 46.195 | 1,007,959 | yfinance | 2024-07-21T03:05:02.013716 |
2024-07-05T12:30:00-04:00 | DAL | 46.189999 | 46.259998 | 45.970001 | 46.189999 | 921,611 | yfinance | 2024-07-21T03:05:02.013731 |
2024-07-05T13:30:00-04:00 | DAL | 46.195 | 46.439999 | 46.169998 | 46.279999 | 789,211 | yfinance | 2024-07-21T03:05:02.013745 |
2024-07-05T14:30:00-04:00 | DAL | 46.279999 | 46.349998 | 46.220001 | 46.290001 | 781,988 | yfinance | 2024-07-21T03:05:02.013761 |
2024-07-05T15:30:00-04:00 | DAL | 46.279999 | 46.290001 | 46 | 46.02 | 1,798,710 | yfinance | 2024-07-21T03:05:02.013777 |
2024-07-08T09:30:00-04:00 | DAL | 46.82 | 47.299999 | 46.52 | 46.549999 | 2,082,217 | yfinance | 2024-07-21T03:05:02.013792 |
2024-07-08T10:30:00-04:00 | DAL | 46.546501 | 46.895 | 46.5 | 46.749901 | 1,012,935 | yfinance | 2024-07-21T03:05:02.013819 |
2024-07-08T11:30:00-04:00 | DAL | 46.744999 | 46.82 | 46.549999 | 46.632702 | 734,654 | yfinance | 2024-07-21T03:05:02.013836 |
2024-07-08T12:30:00-04:00 | DAL | 46.634998 | 46.75 | 46.553299 | 46.669998 | 499,227 | yfinance | 2024-07-21T03:05:02.013854 |
2024-07-08T13:30:00-04:00 | DAL | 46.669998 | 46.814999 | 46.470001 | 46.48 | 518,803 | yfinance | 2024-07-21T03:05:02.013870 |
2024-07-08T14:30:00-04:00 | DAL | 46.48 | 46.580002 | 46.43 | 46.439999 | 546,963 | yfinance | 2024-07-21T03:05:02.013891 |
2024-07-08T15:30:00-04:00 | DAL | 46.439999 | 46.445 | 46.279999 | 46.349998 | 1,109,622 | yfinance | 2024-07-21T03:05:02.013909 |
2024-07-09T09:30:00-04:00 | DAL | 46.369999 | 46.834999 | 46.259998 | 46.82 | 1,668,807 | yfinance | 2024-07-21T03:05:02.013927 |
2024-07-09T10:30:00-04:00 | DAL | 46.825001 | 46.919998 | 46.709999 | 46.875 | 1,277,160 | yfinance | 2024-07-21T03:05:02.013941 |
2024-07-09T11:30:00-04:00 | DAL | 46.880001 | 47.200001 | 46.880001 | 47.174999 | 943,894 | yfinance | 2024-07-21T03:05:02.013955 |
2024-07-09T12:30:00-04:00 | DAL | 47.174999 | 47.605 | 47.07 | 47.404999 | 975,732 | yfinance | 2024-07-21T03:05:02.013969 |
2024-07-09T13:30:00-04:00 | DAL | 47.404999 | 47.470001 | 47.150002 | 47.169998 | 951,049 | yfinance | 2024-07-21T03:05:02.013986 |
2024-07-09T14:30:00-04:00 | DAL | 47.169998 | 47.23 | 46.98 | 47.035 | 717,409 | yfinance | 2024-07-21T03:05:02.014001 |
2024-07-09T15:30:00-04:00 | DAL | 47.029999 | 47.0499 | 46.860001 | 46.889999 | 1,468,191 | yfinance | 2024-07-21T03:05:02.014015 |
2024-07-10T09:30:00-04:00 | DAL | 47.130001 | 47.290001 | 46.685001 | 46.709999 | 1,700,051 | yfinance | 2024-07-21T03:05:02.014030 |
2024-07-10T10:30:00-04:00 | DAL | 46.715 | 46.935001 | 46.630001 | 46.759998 | 1,237,523 | yfinance | 2024-07-21T03:05:02.014042 |
2024-07-10T11:30:00-04:00 | DAL | 46.759998 | 46.970001 | 46.665001 | 46.875 | 1,047,408 | yfinance | 2024-07-21T03:05:02.014054 |
2024-07-10T12:30:00-04:00 | DAL | 46.869999 | 46.91 | 46.73 | 46.82 | 865,811 | yfinance | 2024-07-21T03:05:02.014068 |
2024-07-10T13:30:00-04:00 | DAL | 46.825001 | 46.825001 | 46.509998 | 46.5228 | 1,221,437 | yfinance | 2024-07-21T03:05:02.014081 |
2024-07-10T14:30:00-04:00 | DAL | 46.525002 | 46.974998 | 46.48 | 46.935001 | 1,569,404 | yfinance | 2024-07-21T03:05:02.014094 |
2024-07-10T15:30:00-04:00 | DAL | 46.935001 | 47.040001 | 46.830002 | 46.860001 | 2,418,889 | yfinance | 2024-07-21T03:05:02.014110 |
2024-07-11T09:30:00-04:00 | DAL | 43.009998 | 43.970001 | 42.169998 | 43.895 | 13,986,955 | yfinance | 2024-07-21T03:05:02.014125 |
2024-07-11T10:30:00-04:00 | DAL | 43.900002 | 44.240002 | 43.810001 | 44.150101 | 4,061,578 | yfinance | 2024-07-21T03:05:02.014139 |
2024-07-11T11:30:00-04:00 | DAL | 44.150002 | 44.57 | 44.150002 | 44.4995 | 2,800,638 | yfinance | 2024-07-21T03:05:02.014158 |
2024-07-11T12:30:00-04:00 | DAL | 44.494999 | 44.75 | 44.275002 | 44.389999 | 2,200,828 | yfinance | 2024-07-21T03:05:02.014171 |
2024-07-11T13:30:00-04:00 | DAL | 44.384998 | 44.400002 | 43.760101 | 43.973999 | 2,074,315 | yfinance | 2024-07-21T03:05:02.014184 |
2024-07-11T14:30:00-04:00 | DAL | 43.970001 | 44.529999 | 43.950001 | 44.5299 | 2,686,056 | yfinance | 2024-07-21T03:05:02.014196 |
2024-07-11T15:30:00-04:00 | DAL | 44.525002 | 45 | 44.431 | 44.9888 | 4,024,416 | yfinance | 2024-07-21T03:05:02.014209 |
2024-07-12T09:30:00-04:00 | DAL | 44.459999 | 44.880001 | 43.959999 | 44.014999 | 4,227,672 | yfinance | 2024-07-21T03:05:02.014232 |
2024-07-12T10:30:00-04:00 | DAL | 44.009998 | 44.189999 | 43.82 | 43.965 | 2,310,770 | yfinance | 2024-07-21T03:05:02.014246 |
2024-07-12T11:30:00-04:00 | DAL | 43.965 | 43.970001 | 43.700001 | 43.715 | 1,780,589 | yfinance | 2024-07-21T03:05:02.014260 |
2024-07-12T12:30:00-04:00 | DAL | 43.715 | 43.810001 | 43.549999 | 43.665001 | 1,653,832 | yfinance | 2024-07-21T03:05:02.014274 |
2024-07-12T13:30:00-04:00 | DAL | 43.665001 | 43.919998 | 43.639999 | 43.865002 | 1,320,578 | yfinance | 2024-07-21T03:05:02.014288 |
2024-07-12T14:30:00-04:00 | DAL | 43.865002 | 44.02 | 43.759998 | 43.875 | 1,396,817 | yfinance | 2024-07-21T03:05:02.014307 |
2024-07-12T15:30:00-04:00 | DAL | 43.875 | 43.889999 | 43.57 | 43.619999 | 2,710,328 | yfinance | 2024-07-21T03:05:02.014322 |
2024-07-15T09:30:00-04:00 | DAL | 43.610001 | 43.619999 | 42.720001 | 43.07 | 3,262,079 | yfinance | 2024-07-21T03:05:02.014336 |
2024-07-15T10:30:00-04:00 | DAL | 43.07 | 43.330002 | 42.950001 | 43.2043 | 2,095,306 | yfinance | 2024-07-21T03:05:02.014351 |
2024-07-15T11:30:00-04:00 | DAL | 43.200001 | 43.459999 | 43.09 | 43.279999 | 1,329,568 | yfinance | 2024-07-21T03:05:02.014365 |
2024-07-15T12:30:00-04:00 | DAL | 43.279999 | 43.424999 | 43.23 | 43.34 | 678,722 | yfinance | 2024-07-21T03:05:02.014379 |
2024-07-15T13:30:00-04:00 | DAL | 43.34 | 43.41 | 43.09 | 43.140099 | 878,342 | yfinance | 2024-07-21T03:05:02.014393 |
2024-07-15T14:30:00-04:00 | DAL | 43.150002 | 43.23 | 42.98 | 43.009998 | 1,179,245 | yfinance | 2024-07-21T03:05:02.014406 |
BigStock
This dataset contains historical data for a sample of 79 stock symbols. The data spans a period of 720+ days, at one-hour intervals. All values are in USD. It includes full candlestick data (open, close, low, high) as well as volume data. The data (not scraping/processing code) is licensed under GPL v3.
Other Datasets
This a preview of the full BigStock dataset. I may also release a multivariate forecasting model trained on the data, likely based on Tiny Time Mixers or a custom architecture I have been evaluating.
Uses
The data is usable for the following cluster of tasks:
- Time series forecasting
- Financial modeling
- Reinforcement Learning
Limitations
While its breadth is very large, the data is comparatively very short-term (~2yrs). Controlling for biases in economic data is inherently a difficult problem, because we only have one market to sample from! Therefore, models trained on this data may be biased towards recent market trends.
This dataset may have missing, incorrect, or unreliable data. You are encouraged to validate it before use.
Dataset Creation
The source data in this sample was provided purely from the Yahoo Finance website. Data was collected using the yfinance library.
The collection and processing was done on hardware owned and operated entirely by me.
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