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feat(dataset): add S&P 500 Index SPX (🇺🇸): +173 new symbols

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  1. .gitignore +1 -0
  2. README.md +146 -52
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.gitignore CHANGED
@@ -18,6 +18,7 @@
18
  *.tmp
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  *.bak
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  *.cmd
 
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  *config.yml
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  validated_symbols.txt
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  .DS_Store
 
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  *.tmp
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  *.bak
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  *.cmd
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+ thumbs.db
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  *config.yml
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  validated_symbols.txt
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  .DS_Store
README.md CHANGED
@@ -1,10 +1,53 @@
1
  ---
 
 
2
  license: other
3
- license_name: license
4
- license_link: LICENSE
 
 
5
  tags:
6
- - finance
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
7
  ---
 
8
  # 🗃️ TroveLedger — Financial Time Series Dataset
9
 
10
  ![TroveLedger Banner](media/Banner-TroveLedger.jpg)
@@ -12,43 +55,42 @@ tags:
12
  **A growing ledger of accumulated market history.**
13
 
14
  ---
15
- > ### 🔔 **Latest Dataset Update**
16
- >
17
- > **Date:** 2025-12-18
18
- > **New addition:** 🇭🇰 **Hang Seng Index (HSI)**
19
  >
20
- > Today, symbols from the **Hang Seng Index (HSI)** were added to TroveLedger.
21
  >
22
- > The HSI represents **82 of the largest and most liquid companies listed in Hong Kong**, spanning finance, technology, energy, consumer sectors, and mainland China heavyweights with global relevance.
23
- >
24
- > This update introduces **82 entirely new symbols** — none of which were present in the previous preliminary dataset — all fully validated via *yfinance*.
25
  >
26
  > 📊 Data coverage highlights:
27
  >
28
- > • Minute-level data available for **30+ trading days**
29
- > • Hourly data extending back **~13 months**
30
- > • Continuous histories with no artificial gaps introduced
31
  >
32
  > 📈 What this means:
33
  >
34
- > • TroveLedger now meaningfully expands into **Asian markets**
35
- > • Direct exposure to China-linked equities via Hong Kong listings
36
- > • A major step toward truly global index-level coverage
37
  >
38
  >🔜 What’s next:
39
- > Further international indices will follow, continuing the gradual expansion across regions, exchanges, and market structures.
40
 
41
  <details>
42
  <summary>
43
  Click to expand
44
  </summary>
45
- <img src="media/HSI.jpg"/>
46
  </details>
47
 
48
  > ### Recent Index Additions
49
  >
50
  > | Date | Index | Region | Symbols | Notes |
51
  > |------------|-----------------|--------|---------|-------|
 
52
  > | 2025-12-18 | Hang Seng Index | 🇭🇰 Asia | 82 | All-new symbols, full minute & hourly coverage |
53
  > | 2025-12-18 | EURO STOXX 50 | 🇪🇺 Europe | 50 | Extended existing European coverage |
54
 
@@ -62,7 +104,10 @@ The dataset provides OHLC and volume data at multiple time resolutions and is de
62
 
63
  Unlike many freely available data sources, TroveLedger emphasizes **continuity over time**, especially for minute-level data.
64
 
65
- ---
 
 
 
66
 
67
  ## 🔑 What makes TroveLedger different
68
 
@@ -84,25 +129,58 @@ TroveLedger takes a different approach:
84
 
85
  This accumulated depth forms a substantially more reliable foundation for intraday research and model training.
86
 
87
- ---
 
 
 
 
 
 
 
88
 
89
- ## 📦 Dataset Contents
90
 
91
- For each instrument, the dataset will contain:
92
 
93
- * **Daily OHLC + volume**
94
- * **Hourly OHLC + volume**
95
- * **Minute OHLC + volume**
96
 
97
- All data is stored in **Parquet format** for efficient processing.
98
 
99
- ```
100
- /data/{category}/{symbol}/{symbol}.days.{state}.parquet
101
- /data/{category}/{symbol}/{symbol}.hours.{state}.parquet
102
- /data/{category}/{symbol}/{symbol}.minutes.{state}.parquet
103
- ```
104
 
105
- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
106
 
107
  ## 🔄 Update Philosophy
108
 
@@ -122,8 +200,6 @@ These datasets are guaranteed to be **no older than one week**.
122
  For most training scenarios, this is fully sufficient.
123
  When models are deployed in real-world environments, current market data is typically provided directly by the target trading platform.
124
 
125
- ---
126
-
127
  ## 📈 Scope & Growth
128
 
129
  TroveLedger started with a curated universe of approximately 500 equities inherited from earlier *Preliminary* datasets.
@@ -136,9 +212,10 @@ Going forward:
136
 
137
  This gradual approach allows issues to be detected early and handled without disrupting existing data.
138
 
139
- ---
140
 
141
- ## 🎯 Intended Use
 
142
 
143
  TroveLedger is suitable for:
144
 
@@ -148,9 +225,12 @@ TroveLedger is suitable for:
148
  * backtesting strategies requiring dense intraday history
149
  * exploratory quantitative analysis
150
 
151
- ---
152
 
153
- ## ⚠️ Notes on Data Sources
 
 
 
154
 
155
  Data is derived from publicly accessible market data sources (e.g. via yfinance).
156
 
@@ -158,17 +238,7 @@ While care is taken to ensure consistency and continuity, this dataset is provid
158
 
159
  Users are responsible for verifying suitability for their specific use cases and for complying with the terms of the original data providers.
160
 
161
- ---
162
-
163
- ## 💬 Community & Feedback
164
-
165
- Questions, observations, and constructive feedback are welcome via the **Community** tab.
166
-
167
- TroveLedger is intended to evolve over time — thoughtful input helps steer that evolution in a useful direction.
168
-
169
- ---
170
-
171
- ## License & Usage
172
 
173
  This dataset is provided **solely for non-commercial research and educational purposes**.
174
 
@@ -180,9 +250,33 @@ See the [`LICENSE`](./LICENSE) file for full details.
180
 
181
  NO WARRANTY IS PROVIDED. Use at your own risk.
182
 
183
- ---
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
184
 
185
- ## 🔚 Final note (subtle personality, optional)
186
 
187
  TroveLedger is not built to chase yesterday’s tick.
188
  It is built to **remember**.
 
1
  ---
2
+ language:
3
+ - en
4
  license: other
5
+ pretty_name: TroveLedger Financial Time Series Dataset
6
+ task_categories:
7
+ - time-series-forecasting
8
+ - tabular-regression
9
  tags:
10
+ - finance
11
+ - financial
12
+ - stock-market
13
+ - OHLC
14
+ - time-series
15
+ - trading
16
+ - equities
17
+ - indices
18
+ - historical-data
19
+ dataset_info:
20
+ features:
21
+ - name: symbol
22
+ dtype: string
23
+ - name: time
24
+ dtype: int64
25
+ - name: open
26
+ dtype: float64
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+ - name: high
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+ dtype: float64
29
+ - name: low
30
+ dtype: float64
31
+ - name: close
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+ dtype: float64
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+ - name: volume
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+ dtype: int64
35
+ splits:
36
+ - name: daily
37
+ num_examples: null
38
+ - name: hourly
39
+ num_examples: null
40
+ - name: minute
41
+ num_examples: null
42
+ size_categories:
43
+ - n<1K
44
+ - 1K<n<10K
45
+ - 10K<n<100K
46
+ - 100K<n<1M
47
+ - 1M<n<10M
48
+ - 10M<n<100M
49
  ---
50
+
51
  # 🗃️ TroveLedger — Financial Time Series Dataset
52
 
53
  ![TroveLedger Banner](media/Banner-TroveLedger.jpg)
 
55
  **A growing ledger of accumulated market history.**
56
 
57
  ---
58
+ ### 🔔 **Latest Dataset Update**
59
+
60
+ > **Date:** 2025-12-19
61
+ > **New addition:** 🇺🇸 **S&P 500 Index (SPX)**
62
  >
63
+ > Today, the S&P 500 Index was integrated as a dedicated category, consolidating the full US large-cap universe and adding 173 previously missing symbols.
64
  >
65
+ > The S&P 500 represents **503 large-cap US companies** across all major sectors, serving as the premier benchmark for the US equity market.
 
 
66
  >
67
  > 📊 Data coverage highlights:
68
  >
69
+ > • Minute-level data for recent periods
70
+ > • Hourly and daily extending back years
71
+ > • Seamless integration with existing US equities for full coverage
72
  >
73
  > 📈 What this means:
74
  >
75
+ > • TroveLedger now offers the ultimate US benchmark dataset
76
+ > • Ideal for training robust trading bots on diversified large-cap data
77
+ > • A key consolidation step toward global expansion
78
  >
79
  >🔜 What’s next:
80
+ > Further international indices will follow, continuing the gradual expansion across regions, exchanges, and market structures. Community suggestions what to prioritize first are welcome.
81
 
82
  <details>
83
  <summary>
84
  Click to expand
85
  </summary>
86
+ <img src="media/SPX.jpg"/>
87
  </details>
88
 
89
  > ### Recent Index Additions
90
  >
91
  > | Date | Index | Region | Symbols | Notes |
92
  > |------------|-----------------|--------|---------|-------|
93
+ > | 2025-12-19 | S&P 500 | 🇺🇸 US | 503 | +173 new symbols; full US benchmark coverage |
94
  > | 2025-12-18 | Hang Seng Index | 🇭🇰 Asia | 82 | All-new symbols, full minute & hourly coverage |
95
  > | 2025-12-18 | EURO STOXX 50 | 🇪🇺 Europe | 50 | Extended existing European coverage |
96
 
 
104
 
105
  Unlike many freely available data sources, TroveLedger emphasizes **continuity over time**, especially for minute-level data.
106
 
107
+ ### Scale & Granularity
108
+ - Total: Over 32 million rows across all symbols and resolutions (growing rapidly)
109
+ - Per symbol: Varies significantly – from <1,000 rows (young stocks, daily) to >500,000 rows (established stocks, minute-resolution)
110
+ - Ideal for both focused single-symbol training and large-scale multi-market models
111
 
112
  ## 🔑 What makes TroveLedger different
113
 
 
129
 
130
  This accumulated depth forms a substantially more reliable foundation for intraday research and model training.
131
 
132
+ > 🧱 **Data Integrity Philosophy**
133
+ >
134
+ > TroveLedger prioritizes *continuity over frequency*.
135
+ > The primary goal is not to fetch data as often as possible, but to ensure that once a time series starts, it remains **gap-free**.
136
+ >
137
+ > Minute-level data is accumulated incrementally over time, creating long, uninterrupted histories that are not obtainable from fresh API queries alone.
138
+ >
139
+ > This makes the dataset particularly suitable for model training, backtesting, and regime analysis.
140
 
 
141
 
142
+ ## 📦 Dataset Structure
143
 
144
+ The dataset is organized as follows:
 
 
145
 
146
+ - **/data/{category}/{symbol}/{symbol}.{interval}.valid.parquet**
147
 
148
+ Where:
149
+ - `{category}`: e.g., `equities/us`, `indices/sp500`, `indices/eurostoxx50` (growing with new indices)
150
+ - `{symbol}`: Stock ticker (e.g., AAPL, BMW.DE)
151
+ - `{interval}`: One of `days` (daily), `hours` (hourly), or `minutes` (1-minute)
 
152
 
153
+ The `.valid` suffix indicates that these files have passed quality checks and are ready for use. Only these cleaned, validated files are included in the dataset – temporary or intermediate files from the pipeline are excluded.
154
+
155
+ **Tip for users**: The `.valid` part is intentionally kept as a flexible "state" marker. You can easily rename or copy files to add your own states (e.g., `.train.parquet` or `.test.parquet`) for train/validation/test splits in your ML workflows. This pattern makes it simple to organize experiments without changing the core data.
156
+
157
+ ### Data Instances
158
+
159
+ Here's an example row from a typical daily Parquet file (e.g., for AAPL.days.valid.parquet):
160
+
161
+ | symbol | time | open | high | low | close | volume |
162
+ |--------|------------|--------|--------|--------|--------|-----------|
163
+ | AAPL | 1704067200 | 192.28 | 192.69 | 191.73 | 192.53 | 42672100 |
164
+
165
+ - `time` is a Unix timestamp (e.g., 1704067200 = January 1, 2024, 00:00 UTC).
166
+ - All prices are in the symbol's native currency (e.g., USD for US equities).
167
+
168
+ ### Dataset Creation
169
+
170
+ ### Curation Rationale
171
+ TroveLedger was created to provide a reliable, expanding source of historical OHLCV data for AI-driven trading research, addressing gaps in continuity and international coverage.
172
+
173
+ ### Source Data
174
+ All data is sourced from Yahoo Finance via the `yfinance` Python library. Index components are automatically extracted from Wikipedia pages using a custom API-based pipeline for sustainability.
175
+
176
+ ### Data Collection and Processing
177
+ - Symbols are selected from major indices (e.g., S&P 500, EURO STOXX 50) and equities.
178
+ - Data is fetched at daily, hourly, and 1-minute resolutions, validated for completeness, and stored in Parquet format for efficiency.
179
+ - Quality checks remove gaps or anomalies; only ".valid" files are included.
180
+ - Updates occur periodically to extend histories and add new indices based on community input.
181
+
182
+ ### Who are the source data producers?
183
+ Yahoo Finance (public market data). No personal data is included.
184
 
185
  ## 🔄 Update Philosophy
186
 
 
200
  For most training scenarios, this is fully sufficient.
201
  When models are deployed in real-world environments, current market data is typically provided directly by the target trading platform.
202
 
 
 
203
  ## 📈 Scope & Growth
204
 
205
  TroveLedger started with a curated universe of approximately 500 equities inherited from earlier *Preliminary* datasets.
 
212
 
213
  This gradual approach allows issues to be detected early and handled without disrupting existing data.
214
 
215
+ ## 🎯 Intended Uses
216
 
217
+ - **Primary Use**: Training and evaluating machine learning models for trading strategies and autonomous AI bots.
218
+ - **Other Uses**: Time series analysis, financial research, educational projects, and community-driven extensions.
219
 
220
  TroveLedger is suitable for:
221
 
 
225
  * backtesting strategies requiring dense intraday history
226
  * exploratory quantitative analysis
227
 
228
+ ## ⚠️ Limitations & Notes on Data Sources
229
 
230
+ - **Data Freshness**: Data is typically a few days old, not real-time.
231
+ - **Coverage**: Not all symbols may have complete historical data, especially for minute-resolution or newly added indices.
232
+ - **Growth Phase**: The dataset is actively expanding; check for updates on new indices and symbols.
233
+ - **Not financial advice**: This dataset is for research and educational purposes only. Past performance is no guarantee of future results.
234
 
235
  Data is derived from publicly accessible market data sources (e.g. via yfinance).
236
 
 
238
 
239
  Users are responsible for verifying suitability for their specific use cases and for complying with the terms of the original data providers.
240
 
241
+ ## 📜 License & Usage
 
 
 
 
 
 
 
 
 
 
242
 
243
  This dataset is provided **solely for non-commercial research and educational purposes**.
244
 
 
250
 
251
  NO WARRANTY IS PROVIDED. Use at your own risk.
252
 
253
+ ## 💬 Feedback, Suggestions & Community Support
254
+
255
+ TroveLedger is a growing, community-driven project providing high-quality OHLCV data for training AI models on financial markets and trading strategies. Your input makes it better!
256
+
257
+ - **What are you building?** I'd love to hear how you're using TroveLedger! Share your projects, trading bot ideas, ML models, or research directions – it motivates me to keep expanding and might inspire others.
258
+ - **Desired indices**: Which major indices are you waiting for most? I'll prioritize based on demand and feasibility.
259
+ - **Helping expand indices**: The pipeline uses the Wikipedia API to automatically extract components. It works best with a structured table containing both company names and clean, yfinance-compatible ticker symbols.
260
+ - Simply share the Wikipedia page URL (any language) for your desired index.
261
+ - If the table needs tweaks (e.g., missing or unclear ticker column, prefixes in symbols), improving it on Wikipedia is the most sustainable way – the global community then keeps it updated long-term!
262
+ - Once ready, post the link here, and I'll integrate it quickly.
263
+
264
+ Interested in a deeper dive into the exact table format and config options my pipeline supports (with examples like zero-padding, suffixes, or language overrides)? Let me know – if there's demand, I'll create a dedicated guide soon!
265
+
266
+ Join the discussion in [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/TroveLedger/discussions).
267
+
268
+ ## 🔖 Citation
269
+
270
+ If you use TroveLedger in your work, please cite it as:
271
+
272
+ @dataset{Traders-Lab_TroveLedger_2025,
273
+ author = {Traders-Lab},
274
+ title = {TroveLedger Financial Time Series Dataset},
275
+ year = {2025},
276
+ url = {https://huggingface.co/datasets/Traders-Lab/TroveLedger}
277
+ }
278
 
279
+ ## 🔚 Final note
280
 
281
  TroveLedger is not built to chase yesterday’s tick.
282
  It is built to **remember**.
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