Stock-NewsEventsSentiment (SNES) 1.0  is a dataset consisting of market and news time series data for S&P 500 companies over a period of 21 months (October 2020 to July 2022). The dataset contains the following parameters for each company (daily ticks):

• Market data: Stock price and trade volumes
• News data (volume of articles):
  -- Sentiment (positive/negative)
  -- New Products
  -- Layoffs
  -- Analyst Comments
  -- Stocks
  -- Dividends
  -- Corporate Earnings
  -- Mergers & Acquisitions
  -- Store Openings
  -- Product Recalls
  -- Adverse Events
  -- Personnel Changes
  -- Stock Rumours

Resources:

• Read more about SNES 1.0 here
• Check out Aylien's News API - the main API behind this dataset.
• See the code used for compiling the dataset here.