Dataset: Stock-NewsEventsSentiment (SNES) 1.0

About this Dataset

Stock-NewsEventsSentiment (SNES) 1.0

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.

Tables

Data

@kaggle.parsabg_stocknewseventssentiment_snes_10.data

6.91 MB
217811 rows
27 columns


CREATE TABLE data (
  "date" TIMESTAMP,
  "open" DOUBLE,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "adj_close" DOUBLE,
  "volume" DOUBLE,
  "symbol" VARCHAR,
  "security" VARCHAR,
  "gics_sector" VARCHAR,
  "gics_sub_industry" VARCHAR,
  "news_all_news_volume" DOUBLE,
  "news_volume" DOUBLE,
  "news_positive_sentiment" DOUBLE,
  "news_negative_sentiment" DOUBLE,
  "news_new_products" DOUBLE,
  "news_layoffs" DOUBLE,
  "news_analyst_comments" DOUBLE,
  "news_stocks" DOUBLE,
  "news_dividends" DOUBLE,
  "news_corporate_earnings" DOUBLE,
  "news_mergers_acquisitions" DOUBLE,
  "news_store_openings" DOUBLE,
  "news_product_recalls" DOUBLE,
  "news_adverse_events" DOUBLE,
  "news_personnel_changes" DOUBLE,
  "news_stock_rumors" DOUBLE
);

Sp500wiki

@kaggle.parsabg_stocknewseventssentiment_snes_10.sp500wiki

38.76 KB
524 rows
11 columns


CREATE TABLE sp500wiki (
  "unnamed_0" BIGINT,
  "symbol" VARCHAR,
  "security" VARCHAR,
  "sec_filings" VARCHAR,
  "gics_sector" VARCHAR,
  "gics_sub_industry" VARCHAR,
  "headquarters_location" VARCHAR,
  "date_first_added" VARCHAR,
  "cik" BIGINT,
  "founded" VARCHAR,
  "wikidata_id" VARCHAR
);