task_categories:tabular-regression language:en license:mit region:us
---
language:
- en
license: mit
task_categories:
- tabular-regression
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: date
    dtype: string
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: adj_close
    dtype: float64
  - name: volume
    dtype: float64
  splits:
  - name: train
    num_bytes: 599083242
    num_examples: 8548952
  download_size: 296507652
  dataset_size: 599083242
configs:
- config_name: default
  data_files:
  - split: train
    path: data/train-*
---
# Dataset Card for "timeseries-daily-sp500"

## Table of Contents
- [Table of Contents](#table-of-contents)
- [Dataset Description](#dataset-description)
  - [Dataset Summary](#dataset-summary)
  - [Supported Tasks and Leaderboards](#supported-tasks-and-leaderboards)
  - [Languages](#languages)
- [Dataset Structure](#dataset-structure)
  - [Data Instances](#data-instances)
  - [Data Fields](#data-fields)
  - [Data Splits](#data-splits)
- [Dataset Creation](#dataset-creation)
  - [Curation Rationale](#curation-rationale)
  - [Source Data](#source-data)
  - [Annotations](#annotations)
  - [Personal and Sensitive Information](#personal-and-sensitive-information)
- [Considerations for Using the Data](#considerations-for-using-the-data)
  - [Social Impact of Dataset](#social-impact-of-dataset)
  - [Discussion of Biases](#discussion-of-biases)
  - [Other Known Limitations](#other-known-limitations)
- [Additional Information](#additional-information)
  - [Dataset Curators](#dataset-curators)
  - [Licensing Information](#licensing-information)
  - [Citation Information](#citation-information)
  - [Contributions](#contributions)

## Dataset Description

- **Homepage:** https://edarchimbaud.substack.com
- **Repository:** https://github.com/edarchimbaud
- **Point of Contact:** contact@edarchimbaud.com

### 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.

### Data Splits

A single split, called train.

## Dataset Creation

### Curation Rationale

The timeseries-daily-sp500 dataset was developed to support the development of low-frequency trading algorithms.

### Source Data

#### Initial Data Collection and Normalization

This data was sourced from the web, and aggregated.

### 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-daily-sp500 dataset was collected by https://edarchimbaud.substack.com.

### Licensing Information

The timeseries-daily-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](https://github.com/edarchimbaud) for adding this dataset.