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7.94
8.14
0
yfinance
2024-07-21T17:59:30.306213
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000.SG
8.16
8.32
8.16
8.32
0
yfinance
2024-07-21T17:59:30.306253
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000.SG
8.31
8.75
8.31
8.66
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yfinance
2024-07-21T17:59:30.306290
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000.SG
8.72
8.87
8.53
8.8
0
yfinance
2024-07-21T17:59:30.306330
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000.SG
8.83
9.01
8.68
8.84
220
yfinance
2024-07-21T17:59:30.306379
2022-08-01T08:00:00+02:00
000.SG
8.7
8.73
8.64
8.66
0
yfinance
2024-07-21T17:59:30.307428
2022-08-02T08:00:00+02:00
000.SG
9.05
9.1
8.81
9.1
1,200
yfinance
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000.SG
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8.97
8.88
8.92
0
yfinance
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000.SG
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8.91
8.62
8.77
0
yfinance
2024-07-21T17:59:30.307552
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000.SG
8.79
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8.79
9.01
0
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9.3
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9.41
9.41
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000.SG
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000.SG
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10.2
10.4
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000.SG
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10.5
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000.SG
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000.SG
10.44
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10.06
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10.2
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000.SG
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yfinance
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000.SG
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9.99
200
yfinance
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000.SG
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9.99
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000.SG
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9.54
9.63
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yfinance
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000.SG
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9.38
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yfinance
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000.SG
9.44
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8.79
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yfinance
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000.SG
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8.84
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yfinance
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000.SG
8.96
8.96
8.96
8.96
0
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000.SG
9.01
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yfinance
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000.SG
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8.72
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yfinance
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000.SG
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yfinance
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000.SG
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000.SG
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yfinance
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000.SG
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9.01
9.01
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000.SG
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9.2
9.2
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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000.SG
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yfinance
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000.SG
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8.62
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yfinance
2024-07-21T17:59:30.308744
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000.SG
8.41
8.41
8.41
8.41
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yfinance
2024-07-21T17:59:30.308773
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000.SG
8.33
8.33
8.33
8.33
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yfinance
2024-07-21T17:59:30.308803
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000.SG
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8.31
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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8.24
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yfinance
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000.SG
8.2
8.2
8.07
8.07
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yfinance
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000.SG
7.89
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7.8
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yfinance
2024-07-21T17:59:30.309017
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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000.SG
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7.4
7.4
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000.SG
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000.SG
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yfinance
2024-07-21T17:59:30.309282
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000.SG
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yfinance
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yfinance
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yfinance
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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000.SG
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yfinance
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yfinance
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000.SG
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000.SG
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yfinance
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BigStock

This dataset contains historical data stock data spanning a period of 720+ days, at one-hour intervals. All values are in USD. It includes full candlestick data (open, close, low, high) as well as volume data. The data (not scraping/processing code) is licensed under GPL v3.

Other Datasets

A sample dataset (<20MB) for a subset of popular stocks is available as well. I may also release a multivariate forecasting model trained on the data, likely based on Tiny Time Mixers or a novel architecture I have been evaluating.

Uses

The data is usable for the following cluster of tasks:

  • Time series forecasting
  • Financial modeling
  • Reinforcement Learning

Limitations

While its breadth is very large, the data is comparatively very short-term (~2yrs). Controlling for biases in economic data is inherently a difficult problem, because we only have one market to sample from. Therefore, models trained on this data may be biased towards recent market trends.

This dataset may have missing, incorrect, or unreliable data. You are encouraged to validate it before use.

Dataset Creation

The source data in this sample was provided purely from the Yahoo Finance website. Data was collected using the yfinance library.

The collection and processing was done on hardware owned and operated entirely by me.

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