
This is a four part dataset on US listed Equities & ETFs. The first three parts are focused on all listed (includng those that are delisted) US Equities & ETFs. 
This includes, S&P500 companies, Nasdaq 100 and Russell 2000 companies. It also includes data on ETF's (Amex, Arca)


The dataset which goes back to 2006 is custom cleaned and normalized for VWAP prices along with BBG identifiers. Anyone who has worked with quote data knows it can 
be messy & all over of the place. This dataset aims to address that. While it is a couple of levels below perfect (eg; does not have bid/ask spreads for eg). 
It should be useful for quantitative researchers, academics, traders and investors. 


Using this dataset with financial news data, and quant indicators (refer to another dataset 'quantml') will allow you to create embeddings which can 
then be used to create templates of price movements, LLMs or other quant indicator based trading frameworks. 


Hope you find this dataset useful :) Licensed as GPL. 


Courtesy: Seabiscuit ML, Vultr (for processing), AWS (for data warehousing). Bloomberg (for ticker codes)
license:gpl region:us
{"license": "gpl"}
TAGS
#license-gpl #region-us 


This is a four part dataset on US listed Equities & ETFs. The first three parts are focused on all listed (includng those that are delisted) US Equities & ETFs. 
This includes, S&P500 companies, Nasdaq 100 and Russell 2000 companies. It also includes data on ETF's (Amex, Arca)


The dataset which goes back to 2006 is custom cleaned and normalized for VWAP prices along with BBG identifiers. Anyone who has worked with quote data knows it can 
be messy & all over of the place. This dataset aims to address that. While it is a couple of levels below perfect (eg; does not have bid/ask spreads for eg). 
It should be useful for quantitative researchers, academics, traders and investors. 


Using this dataset with financial news data, and quant indicators (refer to another dataset 'quantml') will allow you to create embeddings which can 
then be used to create templates of price movements, LLMs or other quant indicator based trading frameworks. 


Hope you find this dataset useful :) Licensed as GPL. 


Courtesy: Seabiscuit ML, Vultr (for processing), AWS (for data warehousing). Bloomberg (for ticker codes)
TAGS
#license-gpl #region-us 

passage: TAGS
#license-gpl #region-us 
