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

370.04 KB
9923 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

37.83 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

526.08 KB
15344 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

316.87 KB
7486 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

148.16 KB
3148 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

204.83 KB
4661 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

271.16 KB
6122 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

328.82 KB
8920 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

61.01 KB
1168 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

304.85 KB
8951 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

118.8 KB
2384 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

212.1 KB
4506 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

16.14 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

213.55 KB
4366 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

94.72 KB
2071 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

372.13 KB
10779 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

275.02 KB
6332 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

161.54 KB
3259 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

412.26 KB
10264 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

390.96 KB
10779 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

434.39 KB
12516 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

425.96 KB
12565 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

381.55 KB
10779 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

396.62 KB
10779 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

251.25 KB
5040 rows
7 columns


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