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

Syy

@kaggle.artemburenok_sp_500_stock_prices.syy

390.54 kB
12,512 rows
7 columns

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

T

@kaggle.artemburenok_sp_500_stock_prices.t

361.16 kB
9,847 rows
7 columns

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

Tap

@kaggle.artemburenok_sp_500_stock_prices.tap

396.77 kB
11,982 rows
7 columns

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

Tdg

@kaggle.artemburenok_sp_500_stock_prices.tdg

209.13 kB
4,218 rows
7 columns

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

Tdy

@kaggle.artemburenok_sp_500_stock_prices.tdy

255.82 kB
5,802 rows
7 columns

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

Tech

@kaggle.artemburenok_sp_500_stock_prices.tech

323 kB
8,528 rows
7 columns

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

Tel

@kaggle.artemburenok_sp_500_stock_prices.tel

187.55 kB
3,904 rows
7 columns

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

Ter

@kaggle.artemburenok_sp_500_stock_prices.ter

398.03 kB
12,565 rows
7 columns

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

Tfc

@kaggle.artemburenok_sp_500_stock_prices.tfc

342.89 kB
10,778 rows
7 columns

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

Tfx

@kaggle.artemburenok_sp_500_stock_prices.tfx

382.78 kB
10,779 rows
7 columns

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

Tgt

@kaggle.artemburenok_sp_500_stock_prices.tgt

453.67 kB
12,565 rows
7 columns

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

Tjx

@kaggle.artemburenok_sp_500_stock_prices.tjx

362.53 kB
8,939 rows
7 columns

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

Tmo

@kaggle.artemburenok_sp_500_stock_prices.tmo

407.65 kB
10,779 rows
7 columns

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

Tmus

@kaggle.artemburenok_sp_500_stock_prices.tmus

179.94 kB
3,943 rows
7 columns

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

Tpr

@kaggle.artemburenok_sp_500_stock_prices.tpr

248.34 kB
5,582 rows
7 columns

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

Trgp

@kaggle.artemburenok_sp_500_stock_prices.trgp

147.5 kB
3,026 rows
7 columns

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

Trmb

@kaggle.artemburenok_sp_500_stock_prices.trmb

315.18 kB
8,164 rows
7 columns

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

Trow

@kaggle.artemburenok_sp_500_stock_prices.trow

370.54 kB
9,252 rows
7 columns

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

Trv

@kaggle.artemburenok_sp_500_stock_prices.trv

416.63 kB
11,872 rows
7 columns

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

Tsco

@kaggle.artemburenok_sp_500_stock_prices.tsco

307.7 kB
7,257 rows
7 columns

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

Tsla

@kaggle.artemburenok_sp_500_stock_prices.tsla

165.75 kB
3,138 rows
7 columns

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

Tsn

@kaggle.artemburenok_sp_500_stock_prices.tsn

364.98 kB
10,779 rows
7 columns

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

Tt

@kaggle.artemburenok_sp_500_stock_prices.tt

431.66 kB
10,779 rows
7 columns

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

Ttwo

@kaggle.artemburenok_sp_500_stock_prices.ttwo

269.55 kB
6,461 rows
7 columns

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

Txn

@kaggle.artemburenok_sp_500_stock_prices.txn

479.75 kB
12,745 rows
7 columns

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