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Dataset Information
This dataset includes minute bar price data for various stocks, starting in 2010. It merges two sources at the (symbol, datetime) grain: the Massive US stocks SIP minute aggregates (historical backbone) and the AlphaVantage 1-minute feed (recent, split/dividend adjusted, which takes precedence on overlapping bars).
Instruments Included
- 10000+ US Stocks
Dataset Columns
symbol: The symbol of the stock.datetime: The date and time of the bar, in US/Eastern time (extended hours included).adj_open: The opening price of the stock over the minute.adj_high: The highest price of the stock over the minute.adj_low: The lowest price of the stock over the minute.adj_close: The closing price of the stock over the minute.volume: The volume of the stock over the minute.
Data Splits
The data is split into a training set.
Dataset Maintenance
The dataset is updated on a monthly basis by Papers With Backtest.
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