Dark Mode
Daily US Financial Market Benchmarks
Stock & Market Data
Tags and Keywords
Trusted By
"No reviews yet"
Free
About
This data product offers a detailed look at the daily Open, High, Low, Close, and Volume (OHLCV) data for some of the U.S.'s most actively followed financial indicators: the S&P 500 and NASDAQ 100 indices, alongside the SPY and QQQ Exchange Traded Funds (ETFs). It is updated every trading day to serve as a vital resource for quantitative researchers, traders, and finance enthusiasts. Foundational data points include the percentage change between trading days, capturing immediate market shifts, and a rolling 20-day average volume metric used to gauge trading liquidity and market interest over approximately a month. Furthermore, the adjusted close price is included, which factors in corporate actions like dividends and splits, providing a true reflection of asset value over time.
Columns
- date: The specific trading day recorded in YYYY-MM-DD format. The date range for the current sample file extends from 25 September 1985 to 15 April 2024.
- open: The opening price for the NASDAQ 100 index on the trading day (Minimum recorded value is 107, Maximum is approximately 18.4k).
- high: The highest recorded price point reached during that trading day (Maximum recorded value is approximately 18.5k).
- low: The lowest recorded price point reached during that trading day (Minimum recorded value is 107).
- close: The final closing price for the NASDAQ 100 index.
- volume: The total volume traded for the NASDAQ 100 on the specific day (Mean volume is 1.69 billion; Maximum is 11.6 billion).
- change_percent: The day-to-day percentage change in the closing price. This figure ranges from a minimum of -15.1% to a maximum of 18.8%.
- avg_vol_20d: The calculated average trading volume over the preceding 20 trading days (Mean is 1.69 billion; Maximum is 8.05 billion).
Distribution
The data is delivered with a daily expected update frequency. The current structure provides daily OHLCV information along with calculated metrics. The sample file (NASDAQ_100.csv) contains eight distinct columns. The time series spans nearly 40 years, containing 9716 valid records for most columns. The NASDAQ_100.csv file size is 715.15 kB.
Usage
This product is invaluable for foundational financial analysis and modeling. It is optimally used for backtesting trading strategies utilizing the daily OHLCV metrics. Users can specifically employ the Change % column for measuring market volatility and momentum. The 20 Day Average Volume metric is crucial for assessing liquidity trends. Additionally, the adjusted close data supports accurate long-term historical comparisons and valuation studies.
Coverage
Geographic and Market Scope: The data focuses on major U.S. financial indices and corresponding tracking funds, specifically the S&P 500, NASDAQ 100, SPY, and QQQ.
Time Range: The historical data available spans from September 1985 up to April 2024.
Data Notes: For users primarily focused on the QQQ ETF, a separate data file providing specific split-adjusted values is available, ensuring accuracy when accounting for its history of stock splits.
License
Attribution-NonCommercial 4.0 International (CC BY-NC 4.0)
Who Can Use It
Researchers: Those building quantitative models or performing event studies requiring granular daily price movements.
Traders: Individuals or firms who rely on technical analysis and volume metrics to formulate short-term trading decisions.
Finance Enthusiasts: Anyone seeking detailed, regularly updated performance metrics for key financial benchmarks.
Dataset Name Suggestions
- Daily US Financial Market Benchmarks
- S&P 500 and NASDAQ 100 Daily Trading Data
- US Index and ETF OHLCV Metrics
Attributes
Original Data Source: Daily US Financial Market Benchmarks
QUALITYLoading...