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.

Downloads last month
525
Edit dataset card
Evaluate models HF Leaderboard