Overview

This dataset aims to provide a comprehensive collection of stock market data for financial analysis, research, and education. Created to fill the gap of hard-to-find large-scale stock market information, this dataset is designed for use by academics, researchers, data scientists, financial analysts, and anyone interested in stock market analysis.

Features

Data Coverage

• Stocks: The Dataset contains information on 425 companies from various exchanges such as the NYSE, NASDAQ, and others.
• Time Period: The Dataset spans from January 2019 to September 2023.
• Frequency: Data points were collected daily.

Data Points

Stock Data

1. Instrument is the RIC of the company
2. Date of observation
3. High and Low price of the day
4. Open and Close price of the day
5. Volume of the stock on that day

Sector Data

1. Instrument is the RIC of the company
2. Company Common Name of the company
3. Economic Sector Name of the company
4. Business Sector Name of the company
5. Industry Name of the company
6. Activity Name of the company
7. Economic and Business Sector Code of the company