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Four Years of US Stock Prices
Stock & Market Data
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About
Historical stock market data detailing the daily trading activity for companies currently listed in the S&P 500 index. This resource covers four years of trading days, offering records that include opening, closing, high, and low prices, alongside total trading volume. This information provides a fundamental time series resource for financial researchers and quantitative analysts studying market behaviour and equity performance.
Columns
- symbol: The ticker name used to identify the specific stock. The dataset contains records for over 500 distinct entities.
- date: The calendar date of the trading session. The dates range from the beginning of 2014 through to the end of 2017.
- open: The price at which the stock began trading at the start of the day.
- high: The maximum price achieved by the stock during the day's trading session.
- low: The minimum price recorded for the stock during the day's trading session.
- close: The final recorded price of the stock at the conclusion of the day's trading.
- volume: The aggregate number of shares traded for that ticker symbol on that specific date.
Distribution
The data is typically structured in a file format suitable for platform listing, such as CSV. The file contains 7 data fields and consists of nearly half a million valid records. The total size of the file is approximately 24.21 megabytes. Each record represents the activity of a single trading day. This is historical data and is not subject to future updates.
Usage
This data set supports in-depth financial and quantitative analysis. Ideal applications include determining historical stock volatility, finding peak trading volume dates, analysing intra-week trading patterns (such as which day tends to see the highest volume), and back-testing investment strategies to evaluate potential returns over the specified four-year period.
Coverage
The geographic and demographic scope covers companies included in the S&P 500 index. The temporal coverage is specific, spanning from 2nd January 2014 up to 29th December 2017. The records reflect daily market data within this defined window. Minor instances of missing data are noted in the price columns (open, high, low), but the majority of records are valid.
License
CC0: Public Domain
Who Can Use It
- Financial Modellers: Individuals creating models to predict future price movements or volatility across the index.
- Academic Researchers: For studying market efficiency, event analysis, or long-term investment characteristics of major US equities.
- Data Science Enthusiasts: For practicing data manipulation, visualisation, and applying time series forecasting techniques.
Dataset Name Suggestions
- Historical S&P 500 Daily Stock Metrics (2014-2017)
- S&P 500 Equity Trading Data 2014-2017
- Four Years of US Stock Prices
- Daily S&P 500 Ticker History
Attributes
Original Data Source: Four Years of US Stock Prices
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