task_categories:tabular-regression language:en license:mit region:us
---
language:
- en
license: mit
task_categories:
- tabular-regression
dataset_info:
  features:
  - name: symbol
    dtype: string
  - name: datetime
    dtype: timestamp[ns]
  - name: open
    dtype: float64
  - name: high
    dtype: float64
  - name: low
    dtype: float64
  - name: close
    dtype: float64
  - name: volume
    dtype: float64
  splits:
  - name: train
    num_bytes: 183580739
    num_examples: 3284461
  download_size: 83792359
  dataset_size: 183580739
configs:
- config_name: default
  data_files:
  - split: train
    path: data/train-*
---
# Dataset Card for "timeseries-1mn-sp500"

## Table of Contents
- [Table of Contents](#table-of-contents)
- [Dataset Description](#dataset-description)
  - [Dataset Summary](#dataset-summary)
  - [Supported Tasks and Leaderboards](#supported-tasks-and-leaderboards)
  - [Languages](#languages)
- [Dataset Structure](#dataset-structure)
  - [Data Instances](#data-instances)
  - [Data Fields](#data-fields)
  - [Data Splits](#data-splits)
- [Dataset Creation](#dataset-creation)
  - [Curation Rationale](#curation-rationale)
  - [Source Data](#source-data)
  - [Annotations](#annotations)
  - [Personal and Sensitive Information](#personal-and-sensitive-information)
- [Considerations for Using the Data](#considerations-for-using-the-data)
  - [Social Impact of Dataset](#social-impact-of-dataset)
  - [Discussion of Biases](#discussion-of-biases)
  - [Other Known Limitations](#other-known-limitations)
- [Additional Information](#additional-information)
  - [Dataset Curators](#dataset-curators)
  - [Licensing Information](#licensing-information)
  - [Citation Information](#citation-information)
  - [Contributions](#contributions)

## Dataset Description

- **Homepage:** https://edarchimbaud.substack.com
- **Repository:** https://github.com/edarchimbaud
- **Point of Contact:** contact@edarchimbaud.com

### Dataset Summary

The "timeseries-1mn-sp500" dataset provides one-minute time-series data for the S&P 500 index constituents.

### Supported Tasks and Leaderboards

This dataset is suitable for tasks such as time-series forecasting, volatility prediction, and high-frequency trading strategy development.

### Languages

[N/A]

## Dataset Structure

### Data Instances

[N/A]

### Data Fields

- symbol (string): The ticker symbol or abbreviation used to identify the company.
- datetime (timestamp): The date and time of the stock quote, in nanoseconds.
- open (float64): The opening price of the stock at the given datetime.
- high (float64): The highest price of the stock during the given minute.
- low (float64): The lowest price of the stock during the given minute.
- close (float64): The closing price of the stock at the given datetime.
- volume (float64): The volume of the stock traded during the given minute.

### Data Splits

[N/A]

## Dataset Creation

### Curation Rationale

The "timeseries-1mn-sp500" dataset was created to support high-frequency trading algorithms and time-series forecasting models.

### Source Data

#### Initial Data Collection and Normalization

The data was sourced from the web and normalized.

### Annotations

#### Annotation process

[N/A]

#### Who are the annotators?

[N/A]

### Personal and Sensitive Information

[N/A]

## Considerations for Using the Data

### Social Impact of Dataset

[N/A]

### Discussion of Biases

[N/A]

### Other Known Limitations

[N/A]

## Additional Information

### Dataset Curators

The timeseries-1mn-sp500 dataset was collected by https://edarchimbaud.substack.com.

### Licensing Information

The timeseries-1mn-sp500 dataset is licensed under the MIT License.

### Citation Information

> https://edarchimbaud.substack.com, timeseries-daily-sp500 dataset, GitHub repository, https://github.com/edarchimbaud

### Contributions

Thanks to [@edarchimbaud](https://github.com/edarchimbaud) for adding this dataset.