About
This data comes from Yahoo finance on the top US stock indexes, Treasury Bill Yield indexes, and individual stocks in the S&P 500, retrieved with the tidyquant package.
Data
indexes.csv
Download indexes.csv
variable
description
symbol
Stock symbol
date
Trading day
open
Price of the stock at market open (dollars)
high
Highest traded price of the stock on the date (dollars)
low
Lowest traded price of the stock on the date (dollars)
close
Price of the stock at market close (dollars)
volume
Number of shares traded on the date
adjusted
Closing price adjusted to reflect any corporate actions, such as a stock split or dividend.
sp500.csv
Download sp500.csv
variable
description
symbol
Stock symbol
date
Trading day
event
Variable indicating whether the reported price is opening, highest, lowest, closest, or adjusted price
price
Traded price of the stock on the date (dollars)
sectors.csv
Download sectors.csv
variable
description
symbol
Stock symbol
company
Company name
identifier
Company's identifier number
sedol
Stock Exchange Daily Official List identifier
low
Lowest traded price of the stock on the date (dollars)
sector
Industry sector
shares_held
Shares held by the DJIA