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

308.25 KB
7466 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

37.8 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

399.12 KB
10326 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

193.62 KB
4286 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

111.62 KB
2183 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

366.64 KB
9907 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

398.41 KB
10779 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

389.87 KB
12745 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

327.03 KB
9467 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

364.58 KB
10831 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

457.29 KB
12745 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

456.74 KB
12745 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

226.12 KB
5323 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

528.89 KB
15344 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

396.4 KB
10779 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

408.99 KB
10779 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

368.49 KB
10779 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

240.41 KB
5757 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

406.94 KB
12565 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

260.23 KB
6306 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

169.03 KB
3714 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

406.61 KB
11872 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

409.05 KB
12515 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

378.85 KB
12565 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

295.2 KB
6840 rows
7 columns


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