Name: S&P 500 Stock Prices
Creator: Kaggle
License: http://opendatacommons.org/licenses/dbcl/1.0/

About this Dataset

S&P 500 Stock Prices

Context

Stock market data can be interesting to analyze, strong predictive models can have large financial payoff. The amount of financial data on the web is seemingly endless. A large and well structured dataset on a wide array of companies can be hard to come by. Here I view a dataset with historical stock prices for all companies on the S&P 500 index.

Content

All the files have the following columns:

Date - in format: yy-mm-dd

Open - price of the stock at market open (this is NYSE data so all in USD)

High - highest price reached in the day

Low - lowest price reached in the day

Close - close price

Volume - number of shares traded

Acknowledgements

Thanks to Kaggle, Github, yahoo finance.

Purpose of creating the dataset

This dataset lends itself to a some very interesting visualizations. One can look at simple things like how prices change over time, graph an compare multiple stocks at once, or generate and graph new metrics from the data provided.
From these data informative stock stats such as volatility and moving averages can be easily calculated.
And people can build quantitative models such as: build portfoio, predict volatility, arbitrage, trading strategies.

Tables

Orly

@kaggle.artemburenok_sp_500_stock_prices.orly

315.64 kB
7,466 rows
7 columns

CREATE TABLE orly (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Otis

@kaggle.artemburenok_sp_500_stock_prices.otis

38.71 kB
691 rows
7 columns

CREATE TABLE otis (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Oxy

@kaggle.artemburenok_sp_500_stock_prices.oxy

408.7 kB
10,326 rows
7 columns

CREATE TABLE oxy (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Para

@kaggle.artemburenok_sp_500_stock_prices.para

198.27 kB
4,286 rows
7 columns

CREATE TABLE para (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Payc

@kaggle.artemburenok_sp_500_stock_prices.payc

114.3 kB
2,183 rows
7 columns

CREATE TABLE payc (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Payx

@kaggle.artemburenok_sp_500_stock_prices.payx

375.44 kB
9,907 rows
7 columns

CREATE TABLE payx (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pcar

@kaggle.artemburenok_sp_500_stock_prices.pcar

407.97 kB
10,779 rows
7 columns

CREATE TABLE pcar (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pcg

@kaggle.artemburenok_sp_500_stock_prices.pcg

399.23 kB
12,745 rows
7 columns

CREATE TABLE pcg (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Peak

@kaggle.artemburenok_sp_500_stock_prices.peak

334.88 kB
9,467 rows
7 columns

CREATE TABLE peak (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Peg

@kaggle.artemburenok_sp_500_stock_prices.peg

373.32 kB
10,831 rows
7 columns

CREATE TABLE peg (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pep

@kaggle.artemburenok_sp_500_stock_prices.pep

468.27 kB
12,745 rows
7 columns

CREATE TABLE pep (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pfe

@kaggle.artemburenok_sp_500_stock_prices.pfe

467.7 kB
12,745 rows
7 columns

CREATE TABLE pfe (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pfg

@kaggle.artemburenok_sp_500_stock_prices.pfg

231.55 kB
5,323 rows
7 columns

CREATE TABLE pfg (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pg

@kaggle.artemburenok_sp_500_stock_prices.pg

541.58 kB
15,344 rows
7 columns

CREATE TABLE pg (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" BIGINT
);

Pgr

@kaggle.artemburenok_sp_500_stock_prices.pgr

405.91 kB
10,779 rows
7 columns

CREATE TABLE pgr (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Ph

@kaggle.artemburenok_sp_500_stock_prices.ph

418.81 kB
10,779 rows
7 columns

CREATE TABLE ph (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Phm

@kaggle.artemburenok_sp_500_stock_prices.phm

377.34 kB
10,779 rows
7 columns

CREATE TABLE phm (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pkg

@kaggle.artemburenok_sp_500_stock_prices.pkg

246.18 kB
5,757 rows
7 columns

CREATE TABLE pkg (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pki

@kaggle.artemburenok_sp_500_stock_prices.pki

416.7 kB
12,565 rows
7 columns

CREATE TABLE pki (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pld

@kaggle.artemburenok_sp_500_stock_prices.pld

266.47 kB
6,306 rows
7 columns

CREATE TABLE pld (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pm

@kaggle.artemburenok_sp_500_stock_prices.pm

173.09 kB
3,714 rows
7 columns

CREATE TABLE pm (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pnc

@kaggle.artemburenok_sp_500_stock_prices.pnc

416.36 kB
11,872 rows
7 columns

CREATE TABLE pnc (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pnr

@kaggle.artemburenok_sp_500_stock_prices.pnr

418.87 kB
12,515 rows
7 columns

CREATE TABLE pnr (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pnw

@kaggle.artemburenok_sp_500_stock_prices.pnw

387.94 kB
12,565 rows
7 columns

CREATE TABLE pnw (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);

Pool

@kaggle.artemburenok_sp_500_stock_prices.pool

302.29 kB
6,840 rows
7 columns

CREATE TABLE pool (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE
);