CSI500/meta.json

{
    "name": "CSI500",
    "source": "https://www.csindex.com.cn/#/indices/family/detail?indexCode=000500",
    "desp": "This dataset contains multivariate daily data of stocks from the Chinese stock market that are constituents of the CSI 300 indices.",
    "domain": "Finance",
    "license": "Unknown",
    "targets": [
        "close"
    ],
    "covariates": [
        "open",
        "high",
        "low",
        "volume",
        "adj_factor"
    ],
    "timestamp": "datetime",
    "freq": [
        "min"
    ],
    "num_series": 500,
    "num_timesteps": 91957680,
    "num_datapoints": 643703760,
    "split": "train",
    "quality": "high",
    "timestamp_as_covariate": true
}