Baselight

Intraday Stock Data (1 Min) - S&P 500 - 2008-21

12 years of 1 minute bars for data science / machine learning

@kaggle.gratefuldata_intraday_stock_data_1_min_sp_500_200821

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About this Dataset

Intraday Stock Data (1 Min) - S&P 500 - 2008-21

Context

Granular stock bar data for research is difficult to find and expensive to buy. I've compiled this library from a variety of sources and am making it available for free.

Content

One compressed CSV file with 9 columns and 2.07 million rows worth of 1 minute SPY bars. Columns included are date, open, close, high, low, volume, barCount, and average as well as an index added by Kaggle.

Tables

N 1 Min Spy 2008–2021

@kaggle.gratefuldata_intraday_stock_data_1_min_sp_500_200821.n_1_min_spy_2008_2021
  • 49.71 MB
  • 2070834 rows
  • 9 columns
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CREATE TABLE n_1_min_spy_2008_2021 (
  "unnamed_0" BIGINT,
  "date" VARCHAR,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "volume" BIGINT,
  "barcount" BIGINT,
  "average" DOUBLE
);

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