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

Cah

@kaggle.artemburenok_sp_500_stock_prices.cah

378.92 kB
9,923 rows
7 columns

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

Carr

@kaggle.artemburenok_sp_500_stock_prices.carr

38.74 kB
691 rows
7 columns

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

Cat

@kaggle.artemburenok_sp_500_stock_prices.cat

538.7 kB
15,344 rows
7 columns

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

Cb

@kaggle.artemburenok_sp_500_stock_prices.cb

324.48 kB
7,486 rows
7 columns

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

Cboe

@kaggle.artemburenok_sp_500_stock_prices.cboe

151.72 kB
3,148 rows
7 columns

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

Cbre

@kaggle.artemburenok_sp_500_stock_prices.cbre

209.74 kB
4,661 rows
7 columns

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

Cci

@kaggle.artemburenok_sp_500_stock_prices.cci

277.67 kB
6,122 rows
7 columns

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

Ccl

@kaggle.artemburenok_sp_500_stock_prices.ccl

336.71 kB
8,920 rows
7 columns

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

Cday

@kaggle.artemburenok_sp_500_stock_prices.cday

62.47 kB
1,168 rows
7 columns

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

Cdns

@kaggle.artemburenok_sp_500_stock_prices.cdns

312.17 kB
8,951 rows
7 columns

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

Cdw

@kaggle.artemburenok_sp_500_stock_prices.cdw

121.65 kB
2,384 rows
7 columns

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

Ce

@kaggle.artemburenok_sp_500_stock_prices.ce

217.19 kB
4,506 rows
7 columns

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

Ceg

@kaggle.artemburenok_sp_500_stock_prices.ceg

16.53 kB
228 rows
7 columns

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

Cf

@kaggle.artemburenok_sp_500_stock_prices.cf

218.67 kB
4,366 rows
7 columns

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

Cfg

@kaggle.artemburenok_sp_500_stock_prices.cfg

96.99 kB
2,071 rows
7 columns

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

Chd

@kaggle.artemburenok_sp_500_stock_prices.chd

381.06 kB
10,779 rows
7 columns

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

Chrw

@kaggle.artemburenok_sp_500_stock_prices.chrw

281.62 kB
6,332 rows
7 columns

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

Chtr

@kaggle.artemburenok_sp_500_stock_prices.chtr

165.42 kB
3,259 rows
7 columns

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

Ci

@kaggle.artemburenok_sp_500_stock_prices.ci

422.16 kB
10,264 rows
7 columns

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

Cinf

@kaggle.artemburenok_sp_500_stock_prices.cinf

400.34 kB
10,779 rows
7 columns

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

Cl

@kaggle.artemburenok_sp_500_stock_prices.cl

444.82 kB
12,516 rows
7 columns

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

Clx

@kaggle.artemburenok_sp_500_stock_prices.clx

436.19 kB
12,565 rows
7 columns

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

Cma

@kaggle.artemburenok_sp_500_stock_prices.cma

390.71 kB
10,779 rows
7 columns

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

Cmcsa

@kaggle.artemburenok_sp_500_stock_prices.cmcsa

406.14 kB
10,779 rows
7 columns

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

Cme

@kaggle.artemburenok_sp_500_stock_prices.cme

257.28 kB
5,040 rows
7 columns

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