| | --- |
| | license: mit |
| | tags: |
| | - stocks |
| | size_categories: |
| | - 100M<n<1B |
| | --- |
| | |
| | ## Dataset Details |
| |
|
| | Stock bars down to the 1 minute level from various stocks and ETFs. Data goes back to 2016. |
| |
|
| | Schema (when in a [polars](https://docs.pola.rs/) DataFrame): |
| | ``` |
| | 'open': Float64, |
| | 'high': Float64, |
| | 'low': Float64, |
| | 'close': Float64, |
| | 'trade_count': UInt32, |
| | 'volume': UInt32, |
| | 'vol_weighted_avg_price': Float64, |
| | 'timestamp': Datetime(time_unit='ms', time_zone='UTC'), |
| | 'ticker': Categorical, |
| | 'name': Categorical |
| | ``` |
| |
|
| |
|
| | ### Source Data |
| |
|
| | Data was scraped from the alpaca.markets [Historical Bars API](https://docs.alpaca.markets/reference/stockbars) |
