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

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Dataset Structure

Data Instances

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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

The data was sourced from the web and normalized.

Annotations

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Personal and Sensitive Information

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Considerations for Using the Data

Social Impact of Dataset

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Discussion of Biases

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Other Known Limitations

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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.