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

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.