sp500: S & P 500 data.
In m-clark/noiris: Data sets

Description Usage Format Details Source Examples

Daily stock data for the S & P 500 for a 10 year period.

sp500

The nested main data frame sp500 has 505 rows and 10 variables:

ticker: Company symbol
company: Company name
sector: Global Industry Classification Standard
sub_industry: Global Industry Classification Standard
address: City, State
date_added
CIK: A Central Index Key or CIK number is a number given to an individual, company, or foreign government by the United States Securities and Exchange Commission. The number is used to identify its filings in several online databases, including EDGAR.
year_founded: Year company was founded.
pricing_data: A list column. See details.

This is basic stock stock data for the current S & P 500 listing (see Wikipedia link). The time frame is a five year interval before and after the nadir of the Great Recession (2009-03-03). The final column is a list column where each cell is a data frame with over a million rows and the following columns:

price_open
price_high
price_low
price_close
volume
price_adjusted
ref_date
ret_adjusted_prices
ret_closing_prices

The data is unbalanced, as some of the current companies will have very little information during that time period. Also there is otherwise 'missing' data.

Publicly available data obtained via BatchGetSymbols package. Wikipedia List of S & P 500 companies.