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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 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

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