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

F

@kaggle.artemburenok_sp_500_stock_prices.f

438.63 kB
12,745 rows
7 columns

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

Fang

@kaggle.artemburenok_sp_500_stock_prices.fang

130.76 kB
2,559 rows
7 columns

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

Fast

@kaggle.artemburenok_sp_500_stock_prices.fast

354.81 kB
8,901 rows
7 columns

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

Fbhs

@kaggle.artemburenok_sp_500_stock_prices.fbhs

137.32 kB
2,830 rows
7 columns

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

Fcx

@kaggle.artemburenok_sp_500_stock_prices.fcx

288.84 kB
6,908 rows
7 columns

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

Fds

@kaggle.artemburenok_sp_500_stock_prices.fds

306.13 kB
6,661 rows
7 columns

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

Fdx

@kaggle.artemburenok_sp_500_stock_prices.fdx

430.6 kB
11,267 rows
7 columns

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

Fe

@kaggle.artemburenok_sp_500_stock_prices.fe

244.3 kB
6,315 rows
7 columns

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

Ffiv

@kaggle.artemburenok_sp_500_stock_prices.ffiv

283.65 kB
5,922 rows
7 columns

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

Fis

@kaggle.artemburenok_sp_500_stock_prices.fis

247.94 kB
5,406 rows
7 columns

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

Fisv

@kaggle.artemburenok_sp_500_stock_prices.fisv

363.67 kB
9,129 rows
7 columns

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

Fitb

@kaggle.artemburenok_sp_500_stock_prices.fitb

394.3 kB
10,779 rows
7 columns

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

Flt

@kaggle.artemburenok_sp_500_stock_prices.flt

152.06 kB
3,020 rows
7 columns

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

Fmc

@kaggle.artemburenok_sp_500_stock_prices.fmc

407.73 kB
10,779 rows
7 columns

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

Fox

@kaggle.artemburenok_sp_500_stock_prices.fox

47.08 kB
948 rows
7 columns

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

Foxa

@kaggle.artemburenok_sp_500_stock_prices.foxa

47.9 kB
949 rows
7 columns

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

Frc

@kaggle.artemburenok_sp_500_stock_prices.frc

149.42 kB
3,024 rows
7 columns

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

Frt

@kaggle.artemburenok_sp_500_stock_prices.frt

403.47 kB
12,515 rows
7 columns

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

Ftnt

@kaggle.artemburenok_sp_500_stock_prices.ftnt

160.97 kB
3,290 rows
7 columns

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

Ftv

@kaggle.artemburenok_sp_500_stock_prices.ftv

83.81 kB
1,624 rows
7 columns

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

Gd

@kaggle.artemburenok_sp_500_stock_prices.gd

528.16 kB
15,344 rows
7 columns

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

Ge

@kaggle.artemburenok_sp_500_stock_prices.ge

546.38 kB
15,344 rows
7 columns

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

Gen

@kaggle.artemburenok_sp_500_stock_prices.gen

291.88 kB
8,435 rows
7 columns

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

Gild

@kaggle.artemburenok_sp_500_stock_prices.gild

333.92 kB
7,783 rows
7 columns

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

Gis

@kaggle.artemburenok_sp_500_stock_prices.gis

409.38 kB
10,779 rows
7 columns

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