|
--- |
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dataset_info: |
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features: |
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- name: timestamp |
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dtype: string |
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- name: ticker |
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dtype: string |
|
- name: open |
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dtype: float64 |
|
- name: high |
|
dtype: float64 |
|
- name: low |
|
dtype: float64 |
|
- name: close |
|
dtype: float64 |
|
- name: volume |
|
dtype: int64 |
|
- name: source |
|
dtype: string |
|
- name: retreived |
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dtype: string |
|
splits: |
|
- name: train |
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num_bytes: 32020428 |
|
num_examples: 270846 |
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download_size: 12429410 |
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dataset_size: 32020428 |
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configs: |
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- config_name: default |
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data_files: |
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- split: train |
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path: data/train-* |
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license: gpl-3.0 |
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task_categories: |
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- time-series-forecasting |
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pretty_name: BigStock |
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tags: |
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- timeseries |
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- economics |
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--- |
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# BigStock |
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This dataset contains historical data for a sample of 79 stock symbols. |
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The data spans a period of 720+ days, at one-hour intervals. |
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All values are in USD. |
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It includes full candlestick data (open, close, low, high) as well as volume data. |
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The data (not scraping/processing code) is licensed under GPL v3. |
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## Other Datasets |
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This a preview of the full BigStock dataset. |
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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. |
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## Uses |
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The data is usable for the following cluster of tasks: |
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- Time series forecasting |
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- Financial modeling |
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- Reinforcement Learning |
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## Limitations |
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While its breadth is very large, the data is comparatively very short-term (~2yrs). |
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Controlling for biases in economic data is inherently a difficult problem, because we only have one market to sample from! |
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Therefore, models trained on this data may be biased towards recent market trends. |
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This dataset may have missing, incorrect, or unreliable data. |
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You are encouraged to validate it before use. |
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## Dataset Creation |
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The source data in this sample was provided purely from the Yahoo Finance website. |
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Data was collected using the [yfinance](https://github.com/ranaroussi/yfinance/) library. |
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The collection and processing was done on hardware owned and operated entirely by me. |
