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

381.38 KB
12512 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

352.7 KB
9847 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

387.47 KB
11982 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

204.23 KB
4218 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

249.83 KB
5802 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

315.43 KB
8528 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

183.15 KB
3904 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

388.7 KB
12565 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

334.85 KB
10778 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

373.81 KB
10779 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

443.03 KB
12565 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

354.04 KB
8939 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

398.09 KB
10779 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

175.72 KB
3943 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

242.52 KB
5582 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

144.05 KB
3026 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

307.79 KB
8164 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

361.85 KB
9252 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

406.87 KB
11872 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

300.49 KB
7257 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

161.86 KB
3138 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

356.43 KB
10779 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

421.54 KB
10779 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

263.23 KB
6461 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

468.5 KB
12745 rows
7 columns


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