Name: S&P 500 Daily Data (1927-12-30 To 2021-09-19)
Creator: Kaggle
License: https://creativecommons.org/publicdomain/zero/1.0/

About this Dataset

S&P 500 Daily Data (1927-12-30 To 2021-09-19)

What is the data?

Used data from Yahoo Finance to get daily data for Opening & Closing Price, Highest & Lowest Prices, Volume of the S&P 500 index.

How was the dataset compiled?

Code: Github
Used the yfinance library (github) to import data from yahoo finance directly. Some processing of data was done.

Quality of data

All but a few open prices were missing between 1962-01-01 and 1982-04-10. For these, it was assumed that open price is equal to closing price of previous trading day.

Volume figures until 1949-12-13 are not available.

Some earlier years have less than expected calendar dates

Year with less than expected trading days	Number of Trading Days Recorded
1927	1
1928	195
1929	199
1930	155
1931	183
1932	169
1933	136
1934	91
1935	83
1936	107
1937	83
1938	57
1939	27
1940	8
1941	6
1942	16
1943	7
1944	6
1945	42
1946	48
1947	18
1948	16
1949	1
1968	226

Added columns for:

 1. percentage Gain/Loss (calculated by taking the percentage difference between closing prices of 2 consecutive trading days)
 2. price variation percentage: (High-Low)/Closing

Tables

Spx 500 Data

@kaggle.myungchankim_sp_500_daily_data_19281230_to_20210919.spx_500_data

947.02 kB
19,685 rows
9 columns

CREATE TABLE spx_500_data (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" BIGINT,
  "n__gain_loss_close" DOUBLE  -- % Gain/Loss (Close),
  "n__price_variation" DOUBLE  -- % Price Variation
);