symbol
string
| datetime
unknown
| open
float64
| high
float64
| low
float64
| close
float64
| volume
float64
|
|---|---|---|---|---|---|---|
"A" | "2023-05-26T15:30:00" | 120.07 | 120.195 | 119.830002 | 120.195 | 23,427 |
"A" | "2023-05-26T15:31:00" | 120.349998 | 120.720001 | 120.190002 | 120.720001 | 2,715 |
"A" | "2023-05-26T15:32:00" | 120.480003 | 120.480003 | 120.084999 | 120.084999 | 2,683 |
"A" | "2023-05-26T15:33:00" | 120.199997 | 120.449997 | 120.160004 | 120.18 | 3,832 |
"A" | "2023-05-26T15:34:00" | 120.239998 | 120.309998 | 120.239998 | 120.309998 | 359 |
"A" | "2023-05-26T15:35:00" | 120.169998 | 120.285004 | 120.139999 | 120.285004 | 2,368 |
"A" | "2023-05-26T15:36:00" | 120.18 | 120.440002 | 120.169998 | 120.269997 | 4,784 |
"A" | "2023-05-26T15:37:00" | 120.349998 | 120.349998 | 120.18 | 120.269997 | 898 |
"A" | "2023-05-26T15:38:00" | 120.230003 | 120.300003 | 120.190002 | 120.264999 | 1,502 |
"A" | "2023-05-26T15:39:00" | 120.25 | 120.25 | 120.040001 | 120.144997 | 6,847 |
"A" | "2023-05-26T15:40:00" | 120.160004 | 120.269997 | 120.160004 | 120.220001 | 4,116 |
"A" | "2023-05-26T15:41:00" | 120.18 | 120.5 | 120.18 | 120.385002 | 8,748 |
"A" | "2023-05-26T15:42:00" | 120.330002 | 120.330002 | 120.110001 | 120.150002 | 4,513 |
"A" | "2023-05-26T15:43:00" | 120.082703 | 120.18 | 120.072701 | 120.135002 | 2,710 |
"A" | "2023-05-26T15:44:00" | 120.135002 | 120.260002 | 120.080002 | 120.190002 | 4,172 |
"A" | "2023-05-26T15:45:00" | 120.209999 | 120.347702 | 120.209999 | 120.309998 | 7,139 |
"A" | "2023-05-26T15:46:00" | 120.349998 | 120.400002 | 120.300003 | 120.400002 | 1,747 |
"A" | "2023-05-26T15:47:00" | 120.370003 | 120.484398 | 120.150002 | 120.160004 | 10,317 |
"A" | "2023-05-26T15:48:00" | 120.25 | 120.25 | 119.849998 | 119.849998 | 3,019 |
"A" | "2023-05-26T15:49:00" | 119.779999 | 119.790001 | 119.519997 | 119.574997 | 2,390 |
"A" | "2023-05-26T15:50:00" | 119.650002 | 119.690002 | 119.489998 | 119.589996 | 5,399 |
"A" | "2023-05-26T15:51:00" | null | null | null | null | null |
"A" | "2023-05-26T15:52:00" | 119.650002 | 119.669998 | 119.599998 | 119.599998 | 910 |
"A" | "2023-05-26T15:53:00" | null | null | null | null | null |
"A" | "2023-05-26T15:54:00" | 119.540001 | 119.540001 | 119.32 | 119.330002 | 9,838 |
"A" | "2023-05-26T15:55:00" | 119.349998 | 119.43 | 119.349998 | 119.43 | 2,468 |
"A" | "2023-05-26T15:56:00" | 119.389999 | 119.389999 | 119.32 | 119.32 | 3,268 |
"A" | "2023-05-26T15:57:00" | 119.389999 | 119.440002 | 119.370003 | 119.389999 | 2,049 |
"A" | "2023-05-26T15:58:00" | 119.440002 | 119.440002 | 119.190002 | 119.281898 | 17,699 |
"A" | "2023-05-26T15:59:00" | 119.059998 | 119.32 | 119.059998 | 119.32 | 3,604 |
"A" | "2023-05-26T16:00:00" | 119.190002 | 119.445 | 119.190002 | 119.445 | 3,175 |
"A" | "2023-05-26T16:01:00" | 119.330002 | 119.389999 | 119.269997 | 119.269997 | 3,268 |
"A" | "2023-05-26T16:02:00" | 119.260002 | 119.269997 | 119.040001 | 119.160004 | 5,316 |
"A" | "2023-05-26T16:03:00" | 119.199997 | 119.199997 | 119.014999 | 119.065002 | 2,898 |
"A" | "2023-05-26T16:04:00" | 119.050003 | 119.184998 | 119.029999 | 119.139999 | 3,190 |
"A" | "2023-05-26T16:05:00" | 119.239998 | 119.279999 | 119.169998 | 119.279999 | 2,668 |
"A" | "2023-05-26T16:06:00" | 119.239998 | 119.239998 | 119.010002 | 119.019997 | 3,183 |
"A" | "2023-05-26T16:07:00" | 119.035004 | 119.080002 | 118.910004 | 118.990501 | 4,891 |
"A" | "2023-05-26T16:08:00" | 118.949997 | 119.089996 | 118.949997 | 119.019997 | 12,796 |
"A" | "2023-05-26T16:09:00" | 118.985001 | 119.300003 | 118.940002 | 119.300003 | 39,593 |
"A" | "2023-05-26T16:10:00" | 119.279999 | 119.279999 | 119.114998 | 119.220001 | 14,998 |
"A" | "2023-05-26T16:11:00" | 119.209999 | 119.209999 | 118.815002 | 118.815002 | 5,655 |
"A" | "2023-05-26T16:12:00" | 118.849998 | 118.849998 | 118.794998 | 118.794998 | 1,816 |
"A" | "2023-05-26T16:13:00" | 118.809998 | 118.900002 | 118.769997 | 118.794998 | 5,643 |
"A" | "2023-05-26T16:14:00" | 118.730003 | 118.730003 | 118.610001 | 118.650002 | 4,190 |
"A" | "2023-05-26T16:15:00" | 118.559998 | 118.635002 | 118.510002 | 118.635002 | 5,488 |
"A" | "2023-05-26T16:16:00" | 118.599998 | 118.599998 | 118.379997 | 118.559998 | 15,504 |
"A" | "2023-05-26T16:17:00" | 118.529999 | 118.589897 | 118.489998 | 118.5 | 3,018 |
"A" | "2023-05-26T16:18:00" | 118.510002 | 118.660004 | 118.43 | 118.559998 | 6,357 |
"A" | "2023-05-26T16:19:00" | 118.629997 | 118.629997 | 118.510002 | 118.599998 | 4,425 |
"A" | "2023-05-26T16:20:00" | 118.559998 | 118.57 | 118.470001 | 118.519997 | 3,397 |
"A" | "2023-05-26T16:21:00" | 118.480003 | 118.529999 | 118.474998 | 118.524597 | 1,750 |
"A" | "2023-05-26T16:22:00" | 118.559998 | 118.599998 | 118.525002 | 118.599998 | 3,128 |
"A" | "2023-05-26T16:23:00" | 118.669998 | 118.839996 | 118.669998 | 118.779999 | 2,722 |
"A" | "2023-05-26T16:24:00" | 118.849998 | 119.07 | 118.849998 | 119.07 | 2,583 |
"A" | "2023-05-26T16:25:00" | 119.080002 | 119.095001 | 118.949997 | 118.989998 | 7,503 |
"A" | "2023-05-26T16:26:00" | null | null | null | null | null |
"A" | "2023-05-26T16:27:00" | 119.040001 | 119.040001 | 119.040001 | 119.040001 | 5,602 |
"A" | "2023-05-26T16:28:00" | 119.010002 | 119.110001 | 118.959999 | 119.089996 | 13,135 |
"A" | "2023-05-26T16:29:00" | 119.019997 | 119.309998 | 119.019997 | 119.309998 | 11,272 |
"A" | "2023-05-26T16:30:00" | 119.360001 | 119.480003 | 119.270798 | 119.474998 | 28,880 |
"A" | "2023-05-26T16:31:00" | 119.510002 | 119.540001 | 119.220001 | 119.43 | 27,871 |
"A" | "2023-05-26T16:32:00" | 119.43 | 119.43 | 119.410004 | 119.410004 | 997 |
"A" | "2023-05-26T16:33:00" | 119.434998 | 119.434998 | 119.290001 | 119.290001 | 2,957 |
"A" | "2023-05-26T16:34:00" | 119.360001 | 119.360001 | 119.120003 | 119.129997 | 3,647 |
"A" | "2023-05-26T16:35:00" | 119.169998 | 119.375 | 119.129997 | 119.375 | 4,037 |
"A" | "2023-05-26T16:36:00" | 119.394997 | 119.425003 | 119.290001 | 119.425003 | 37,223 |
"A" | "2023-05-26T16:37:00" | 119.510002 | 119.639999 | 119.449997 | 119.639999 | 31,395 |
"A" | "2023-05-26T16:38:00" | 119.580002 | 119.620003 | 119.550003 | 119.620003 | 3,970 |
"A" | "2023-05-26T16:39:00" | 119.610001 | 119.639999 | 119.519997 | 119.544998 | 6,688 |
"A" | "2023-05-26T16:40:00" | 119.514999 | 119.599998 | 119.470001 | 119.510002 | 14,308 |
"A" | "2023-05-26T16:41:00" | 119.529999 | 119.75 | 119.511002 | 119.620003 | 29,437 |
"A" | "2023-05-26T16:42:00" | 119.669998 | 119.790001 | 119.519997 | 119.665001 | 30,631 |
"A" | "2023-05-26T16:43:00" | 119.720001 | 119.720001 | 119.540001 | 119.605003 | 2,498 |
"A" | "2023-05-26T16:44:00" | 119.529999 | 119.540001 | 119.480003 | 119.480003 | 1,361 |
"A" | "2023-05-26T16:45:00" | 119.4356 | 119.495003 | 119.43 | 119.440002 | 2,073 |
"A" | "2023-05-26T16:46:00" | 119.415001 | 119.459999 | 119.32 | 119.394997 | 4,244 |
"A" | "2023-05-26T16:47:00" | 119.400002 | 119.410004 | 119.400002 | 119.410004 | 3,128 |
"A" | "2023-05-26T16:48:00" | 119.410004 | 119.510002 | 119.410004 | 119.480003 | 7,288 |
"A" | "2023-05-26T16:49:00" | 119.480003 | 119.544998 | 119.449997 | 119.489998 | 6,861 |
"A" | "2023-05-26T16:50:00" | 119.489998 | 119.5 | 119.309998 | 119.322502 | 8,239 |
"A" | "2023-05-26T16:51:00" | 119.330002 | 119.440002 | 119.330002 | 119.375 | 15,707 |
"A" | "2023-05-26T16:52:00" | 119.43 | 119.525002 | 119.389999 | 119.525002 | 6,689 |
"A" | "2023-05-26T16:53:00" | 119.580002 | 119.665001 | 119.580002 | 119.665001 | 3,162 |
"A" | "2023-05-26T16:54:00" | 119.610001 | 119.6213 | 119.574997 | 119.6213 | 2,576 |
"A" | "2023-05-26T16:55:00" | 119.669998 | 119.669998 | 119.669998 | 119.669998 | 792 |
"A" | "2023-05-26T16:56:00" | 119.699997 | 119.720001 | 119.640099 | 119.68 | 2,861 |
"A" | "2023-05-26T16:57:00" | 119.650002 | 119.660004 | 119.57 | 119.614998 | 2,194 |
"A" | "2023-05-26T16:58:00" | 119.645599 | 119.645599 | 119.614998 | 119.614998 | 1,886 |
"A" | "2023-05-26T16:59:00" | 119.639999 | 119.800003 | 119.620003 | 119.800003 | 3,624 |
"A" | "2023-05-26T17:00:00" | 119.794998 | 119.830002 | 119.769997 | 119.830002 | 3,081 |
"A" | "2023-05-26T17:01:00" | null | null | null | null | null |
"A" | "2023-05-26T17:02:00" | null | null | null | null | null |
"A" | "2023-05-26T17:03:00" | 119.970001 | 119.970001 | 119.970001 | 119.970001 | 6,181 |
"A" | "2023-05-26T17:04:00" | 120 | 120 | 119.790001 | 119.815002 | 8,215 |
"A" | "2023-05-26T17:05:00" | 119.790001 | 119.790001 | 119.734703 | 119.734703 | 1,007 |
"A" | "2023-05-26T17:06:00" | 119.775002 | 119.775002 | 119.599998 | 119.68 | 4,855 |
"A" | "2023-05-26T17:07:00" | 119.690002 | 119.730003 | 119.690002 | 119.730003 | 1,995 |
"A" | "2023-05-26T17:08:00" | 119.745003 | 119.779999 | 119.745003 | 119.745003 | 574 |
"A" | "2023-05-26T17:09:00" | 119.705002 | 119.720001 | 119.629997 | 119.720001 | 4,861 |
Dataset Card for "timeseries-1mn-sp500"
Dataset Summary
The "timeseries-1mn-sp500" dataset provides one-minute time-series data for the S&P 500 index constituents.
Supported Tasks and Leaderboards
This dataset is suitable for tasks such as time-series forecasting, volatility prediction, and high-frequency trading strategy development.
Languages
[N/A]
Dataset Structure
Data Instances
[N/A]
Data Fields
- symbol (string): The ticker symbol or abbreviation used to identify the company.
- datetime (timestamp): The date and time of the stock quote, in nanoseconds.
- open (float64): The opening price of the stock at the given datetime.
- high (float64): The highest price of the stock during the given minute.
- low (float64): The lowest price of the stock during the given minute.
- close (float64): The closing price of the stock at the given datetime.
- volume (float64): The volume of the stock traded during the given minute.
Data Splits
[N/A]
Dataset Creation
Curation Rationale
The "timeseries-1mn-sp500" dataset was created to support high-frequency trading algorithms and time-series forecasting models.
Source Data
Initial Data Collection and Normalization
The data was sourced from the web and normalized.
Annotations
Annotation process
[N/A]
Who are the annotators?
[N/A]
Personal and Sensitive Information
[N/A]
Considerations for Using the Data
Social Impact of Dataset
[N/A]
Discussion of Biases
[N/A]
Other Known Limitations
[N/A]
Additional Information
Dataset Curators
The timeseries-1mn-sp500 dataset was collected by https://edarchimbaud.substack.com.
Licensing Information
The timeseries-1mn-sp500 dataset is licensed under the MIT License.
Citation Information
https://edarchimbaud.substack.com, timeseries-daily-sp500 dataset, GitHub repository, https://github.com/edarchimbaud
Contributions
Thanks to @edarchimbaud for adding this dataset.
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