Augmented Chinese Stock Data W/ FRs & Fundamentals

stock data + Financial ratios + some fundamental data all at daily frequency

@kaggle.franciscofeng_augmented_china_stock_data_with_fundamentals

Table List

2 tables(521.53 MB)

Stock Data

@kaggle.franciscofeng_augmented_china_stock_data_with_fundamentals.stock_data

521.43 MB
10129344 rows
18 columns

date Date	ticker Ticker	open Open	high High	low Low	close Close	volume Volume	outstanding_share Outstanding Share	turnover Turnover	pe Pe	pe_ttm Pe Ttm	pb Pb	ps Ps	ps_ttm Ps Ttm	dv_ratio Dv Ratio	dv_ttm Dv Ttm	total_mv Total Mv	qfq_factor Qfq Factor
Tue Jan 04 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.77	0.77	0.75	0.76	3808939	900000000	0.0042321544444444	17.199	14.4219	2.0777	3.1439	2.2097	6.9549	6.9549	2693520	8.8952539745883
Wed Jan 05 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.76	0.76	0.74	0.75	5225244	900000000	0.0058058266666666	16.924	14.1913	2.0445	3.0937	2.1744	7.0679	7.0679	2650455	8.8952539745883
Thu Jan 06 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.75	0.75	0.73	0.74	4298099	900000000	0.0047756655555555	16.6991	14.0026	2.0173	3.0525	2.1455	7.1632	7.1632	2615220	8.8952539745883
Fri Jan 07 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.74	0.75	0.73	0.74	4362864	900000000	0.0048476266666666	16.7491	14.0446	2.0233	3.0617	2.1519	7.1418	7.1418	2623050	8.8952539745883
Mon Jan 10 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.75	0.77	0.74	0.77	7115260	900000000	0.0079058444444444	17.324	14.0575	2.0082	3.1668	2.2258	6.9048	6.9048	2713095	8.8952539745883
Tue Jan 11 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.77	0.78	0.76	0.77	6895175	900000000	0.0076613055555555	17.524	14.2198	2.0314	3.2033	2.2515	6.826	6.826	2744415	8.8952539745883
Wed Jan 12 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.78	0.78	0.76	0.77	2797449	900000000	0.0031082766666666	17.424	14.1386	2.0198	3.1851	2.2386	6.8651	6.8651	2728755	8.8952539745883
Thu Jan 13 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.77	0.78	0.77	0.77	1284827	900000000	0.0014275855555555	17.399	14.1183	2.0169	3.1805	2.2354	6.875	6.875	2724840	8.8952539745883
Fri Jan 14 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.77	0.78	0.76	0.76	1731048	900000000	0.0019233866666666	17.299	14.0372	2.0053	3.1622	2.2225	6.9147	6.9147	2709180	8.8952539745883
Mon Jan 17 2005 00:00:00 GMT+0000 (Coordinated Universal Time)	sh600000	0.76	0.76	0.75	0.75	2620773	900000000	0.00291197	16.999	13.7938	1.9705	3.1074	2.184	7.0368	7.0368	2662200	8.8952539745883


CREATE TABLE stock_data (
  "date" TIMESTAMP,
  "ticker" VARCHAR,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" DOUBLE,
  "outstanding_share" DOUBLE,
  "turnover" DOUBLE,
  "pe" DOUBLE,
  "pe_ttm" DOUBLE,
  "pb" DOUBLE,
  "ps" DOUBLE,
  "ps_ttm" DOUBLE,
  "dv_ratio" DOUBLE,
  "dv_ttm" DOUBLE,
  "total_mv" DOUBLE,
  "qfq_factor" DOUBLE
);