S&P 500 Daily Data (1927-12-30 To 2021-09-19)
S&P 500 Index Data, maximum time frame
@kaggle.myungchankim_sp_500_daily_data_19281230_to_20210919
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