Datasets:

nomnomshark41
/

stocknet-dataset

stock_symbol string	company_name string	sector string	date timestamp[ns]	movement_percent float64	open float64	high float64	low float64	close float64	volume float64	tweets list	label int64
CSCO	Cisco Systems Inc.	Technology	2012-09-05T00:00:00	-0.005263	0.172672	0.180078	0.164648	-0.085274	30,580,300	[]	0
BCH	Banco de Chile	Financial	2012-09-05T00:00:00	-0.000599	0.259744	0.268201	0.253702	-0.037166	17,300	[]	0
BBL	BHP Billiton plc	Basic Matierials	2012-09-05T00:00:00	-0.002466	0.207716	0.211765	0.196847	-0.115692	724,900	[]	0
VZ	Verizon Communications Inc.	Technology	2012-09-05T00:00:00	0.002288	0.250715	0.267914	0.250428	0.079815	14,183,800	[]	1
PEP	Pepsico Inc.	Consumer Goods	2012-09-05T00:00:00	-0.005588	0.151444	0.15529	0.143591	-0.348667	5,277,300	[]	0
PICO	PICO Holdings Inc.	Conglomerates	2012-09-05T00:00:00	0.001815	0.004537	0.013158	-0.005445	0.039999	65,000	[]	1
BA	The Boeing Company	Industrial Goods	2012-09-05T00:00:00	0.014816	0.146299	0.157059	0.141964	0.922566	4,946,900	[]	1
SPLP	Steel Partners Holdings	Conglomerates	2012-09-05T00:00:00	0.000911	0.009734	0.010654	0.006975	0.009904	22,600	[]	1
HD	The Home Depot	Services	2012-09-05T00:00:00	-0.004402	0.114402	0.121248	0.102665	-0.225048	6,068,500	[]	0
UN	Unilever N.V.	Consumer Goods	2012-09-05T00:00:00	0.000573	0.189299	0.189299	0.178819	0.016943	1,213,200	[]	1
HON	Honeywell International Inc.	Industrial Goods	2012-09-05T00:00:00	-0.002608	0.110907	0.116703	0.10569	-0.13427	2,294,200	[]	0
TSM	Taiwan Semiconductor Manufacturing Company Limited	Technology	2012-09-05T00:00:00	-0.013908	0.152908	0.159371	0.143213	-0.172147	9,397,900	[]	0
REX	REX American Resources	Conglomerates	2012-09-05T00:00:00	-0.003386	0.002257	0.032731	-0.007336	-0.059999	34,500	[]	0
SLB	Schlumberger Limited	Basic Matierials	2012-09-05T00:00:00	-0.00238	0.119246	0.131487	0.109045	-0.151672	6,499,000	[]	0
DIS	The Walt Disney	Services	2012-09-05T00:00:00	0.022755	0.087928	0.111795	0.086843	1.048713	16,689,300	[]	1
SNY	Sanofi	Healthcare	2012-09-05T00:00:00	0.004904	0.203633	0.20685	0.196323	0.167705	1,477,400	[]	1
UTX	United Technologies Corporation	Industrial Goods	2012-09-05T00:00:00	-0.004085	0.124671	0.124671	0.112752	-0.284439	5,563,500	[]	0
UL	Unilever PLC	Consumer Goods	2012-09-05T00:00:00	0.000834	0.186298	0.186298	0.176159	0.025498	1,016,500	[]	1
MMM	3M Company	Industrial Goods	2012-09-05T00:00:00	0.000764	0.134336	0.135199	0.12434	0.061874	2,985,500	[]	1
CODI	Compass Diversified Holdings	Conglomerates	2012-09-05T00:00:00	-0.00882	0.51418	0.526557	0.500771	-0.085507	80,400	[]	0
XOM	Exxon Mobil Corporation	Basic Matierials	2012-09-05T00:00:00	0.002411	0.176215	0.177962	0.170033	0.179367	10,113,100	[]	1
TM	Toyota Motor Corporation	Consumer Goods	2012-09-05T00:00:00	-0.003683	0.118903	0.125924	0.117757	-0.257073	467,800	[]	0
AMZN	Amazon.com Inc.	Services	2012-09-05T00:00:00	-0.006697	-0.001089	0.002945	-0.010408	-1.660004	2,652,600	[]	0
C	Citigroup Inc.	Financial	2012-09-05T00:00:00	0.002357	0.025186	0.032085	0.021047	0.068329	18,163,900	[]	1
BAC	Bank of America	Financial	2012-09-05T00:00:00	-0.005006	0.051628	0.055577	0.043731	-0.038037	55,769,500	[]	0
HSBC	HSBC Holdings plc	Financial	2012-09-05T00:00:00	-0.00554	0.312544	0.31773	0.307054	-0.181625	1,502,700	[]	0
KO	The Coca-Cola Company	Consumer Goods	2012-09-05T00:00:00	0.00617	0.168018	0.176146	0.160202	0.197346	20,839,200	[]	1
PG	The Procter & Gamble	Consumer Goods	2012-09-05T00:00:00	-0.001632	0.167616	0.173349	0.167616	-0.093937	7,741,100	[]	0
INTC	Intel Corporation	Technology	2012-09-05T00:00:00	-0.001229	0.178065	0.196412	0.167926	-0.025448	38,595,800	[]	0
WFC	Wells Fargo & Co.	Financial	2012-09-05T00:00:00	-0.001479	0.153984	0.159781	0.150574	-0.043381	16,121,100	[]	0
MA	Mastercard Incorporated	Financial	2012-09-05T00:00:00	-0.005372	0.030517	0.034114	0.021815	-0.221016	5,526,000	[]	0
WMT	Wal-Mart Stores Inc.	Services	2012-09-05T00:00:00	0.000544	0.145235	0.146631	0.137638	0.035095	7,964,100	[]	1
PM	Philip Morris International	Consumer Goods	2012-09-05T00:00:00	-0.006025	0.228016	0.232955	0.220883	-0.439186	3,766,600	[]	0
JPM	JPMorgan Chase & Co.	Financial	2012-09-05T00:00:00	0.002702	0.145626	0.152114	0.1413	0.087464	13,537,500	[]	1
GE	General Electric Company	Industrial Goods	2012-09-05T00:00:00	0.006826	0.180916	0.193558	0.178617	0.118784	33,033,500	[]	1
BRK-A	Berkshire Hathaway Inc.	Financial	2012-09-05T00:00:00	0.011807	0.000285	0.013629	0.000285	1,491	68,700	[]	1
AAPL	Apple Inc.	Consumer Goods	2012-09-05T00:00:00	-0.007022	0.107768	0.109047	0.097979	-0.611802	84,093,800	[]	0
CMCSA	Comcast Corporation	Services	2012-09-05T00:00:00	0.005369	0.088066	0.096838	0.085792	0.08262	25,761,000	[]	1
CELG	Celgene Corporation	Healthcare	2012-09-05T00:00:00	-0.015402	-0.003053	-0.000971	-0.019564	-0.555	4,681,800	[]	0
BSAC	Banco Santander-Chile	Financial	2012-09-05T00:00:00	0.001361	0.25744	0.267053	0.252633	0.030491	225,900	[]	1
V	Visa Inc.	Financial	2012-09-05T00:00:00	-0.007081	0.106028	0.10723	0.089634	-0.206234	12,698,800	[]	0
LMT	Lockheed Martin Corporation	Industrial Goods	2012-09-05T00:00:00	0.011046	0.177417	0.192258	0.176115	0.848472	1,401,900	[]	1
RDS-B	Royal Dutch Shell	Basic Matierials	2012-09-05T00:00:00	-0.004455	0.346071	0.346633	0.338391	-0.237831	317,800	[]	0
ABB	ABB Ltd	Industrial Goods	2012-09-05T00:00:00	0.00464	0.190095	0.201844	0.185949	0.067143	3,186,600	[]	1
PTR	PetroChina Company Limited	Basic Matierials	2012-09-05T00:00:00	-0.006363	0.136669	0.136669	0.120869	-0.660546	162,600	[]	0
NGG	National Grid plc	Utilities	2012-09-05T00:00:00	0.00529	0.273608	0.275691	0.269441	0.249485	283,100	[]	1
GOOG	Alphabet Inc.	Technology	2012-09-05T00:00:00	-0.00047	-0.001527	0.008017	-0.00279	-0.159393	3,429,100	[]	0
TOT	TOTAL S.A.	Basic Matierials	2012-09-05T00:00:00	-0.003021	0.318138	0.323996	0.310149	-0.113464	3,099,400	[]	0
UNH	UnitedHealth Group Incorporated	Healthcare	2012-09-05T00:00:00	-0.005132	0.08842	0.092198	0.077286	-0.258106	4,166,100	[]	0
SO	The Southern Company	Utilities	2012-09-05T00:00:00	-0.002199	0.262352	0.263183	0.25543	-0.07943	2,713,000	[]	0
D	Dominion Energy Inc.	Utilities	2012-09-05T00:00:00	-0.000191	0.20814	0.212502	0.203089	-0.008301	1,524,000	[]	0
PCLN	The Priceline Group	Services	2012-09-05T00:00:00	-0.002865	0.001022	0.008092	-0.004088	-1.710022	480,800	[]	0
T	AT&T Inc.	Technology	2012-09-05T00:00:00	0.00326	0.290911	0.299335	0.288104	0.092886	22,805,800	[]	1
MSFT	Microsoft Corporation	Technology	2012-09-05T00:00:00	0	0.139286	0.150973	0.138909	0	33,650,000	[]	0
MRK	Merck & Co.	Healthcare	2012-09-05T00:00:00	0.004393	0.18317	0.186987	0.174716	0.161106	8,334,800	[]	1
FB	Facebook Inc.	Technology	2012-09-05T00:00:00	0.047941	0.030457	0.05753	0.025381	0.85	60,781,800	[]	1
DUK	Duke Energy Corporation	Utilities	2012-09-05T00:00:00	-0.005246	0.240597	0.24347	0.23351	-0.273887	2,973,900	[]	0
CVX	Chevron Corporation	Basic Matierials	2012-09-05T00:00:00	-0.004046	0.217708	0.219126	0.206687	-0.370827	4,441,200	[]	0
NEE	NextEra Energy Inc.	Utilities	2012-09-05T00:00:00	-0.000595	0.166672	0.170837	0.165109	-0.034302	1,371,800	[]	0
AMGN	Amgen Inc.	Healthcare	2012-09-05T00:00:00	-0.002965	0.115227	0.119853	0.109676	-0.224319	4,264,200	[]	0
AEP	American Electric Power Inc.	Utilities	2012-09-05T00:00:00	-0.004404	0.215513	0.215513	0.203456	-0.157074	1,588,400	[]	0
SNP	China Petroleum & Corporation	Basic Matierials	2012-09-05T00:00:00	-0.012104	0.208793	0.211235	0.200384	-0.686435	134,000	[]	0
NVS	Novartis AG	Healthcare	2012-09-05T00:00:00	0.009739	0.202064	0.20653	0.195772	0.479771	1,729,200	[]	1
MDT	Medtronic plc	Healthcare	2012-09-05T00:00:00	-0.008736	0.109188	0.111608	0.09494	-0.324967	4,906,200	[]	0
MO	Altria Group Inc.	Consumer Goods	2012-09-05T00:00:00	-0.004361	0.241757	0.248265	0.237058	-0.120623	9,460,900	[]	0
IEP	Icahn Enterprises L.P.	Conglomerates	2012-09-05T00:00:00	0.008774	0.464645	0.475575	0.440963	0.239407	1,800	[]	1
MCD	McDonald's Corporation	Services	2012-09-05T00:00:00	0.000112	0.175346	0.177451	0.169423	0.008544	3,597,800	[]	1
PPL	PPL Corporation	Utilities	2012-09-05T00:00:00	0.001013	0.259676	0.264343	0.251615	0.022242	6,460,300	[]	1
CAT	Caterpillar Inc.	Industrial Goods	2012-09-05T00:00:00	0.001089	0.171892	0.178702	0.160258	0.076759	6,234,700	[]	1
ORCL	Oracle Corporation	Technology	2012-09-05T00:00:00	0.015838	0.073474	0.089076	0.072117	0.466961	22,994,600	[]	1
JNJ	Johnson & Johnson	Healthcare	2012-09-05T00:00:00	0.000149	0.156465	0.163838	0.15132	0.008679	9,266,000	[]	1
BHP	BHP Billiton Limited	Basic Matierials	2012-09-05T00:00:00	-0.005483	0.184829	0.188371	0.174575	-0.294113	1,914,300	[]	0
SRE	Sempra Energy	Utilities	2012-09-05T00:00:00	-0.005897	0.16067	0.162418	0.145635	-0.33733	1,571,600	[]	0
GD	General Dynamics Corporation	Industrial Goods	2012-09-05T00:00:00	0.002011	0.123789	0.12864	0.113742	0.116082	1,483,400	[]	1
CHTR	Charter Communications Inc.	Services	2012-09-05T00:00:00	0.014011	0.003114	0.032563	-0.001687	1.080002	483,500	[]	1
PFE	Pfizer Inc.	Healthcare	2012-09-05T00:00:00	0.005887	0.198745	0.20075	0.189219	0.117418	23,626,200	[]	1
EXC	Exelon Corporation	Utilities	2012-09-05T00:00:00	-0.008585	0.23428	0.235301	0.216254	-0.252409	6,421,800	[]	0
CHL	China Mobile Limited	Technology	2012-09-05T00:00:00	-0.002672	0.23127	0.237624	0.227034	-0.113537	485,500	[]	0
DHR	Danaher Corporation	Industrial Goods	2012-09-05T00:00:00	-0.000945	0.026277	0.033632	0.020663	-0.03703	2,661,800	[]	0
PCG	PG&E Corporation	Utilities	2012-09-05T00:00:00	-0.010589	0.207438	0.209377	0.18971	-0.382279	2,141,700	[]	0
UPS	United Parcel Service Inc.	Services	2012-09-05T00:00:00	-0.023881	0.135946	0.140176	0.124822	-1.524147	10,182,200	[]	0
BP	BP p.l.c.	Basic Matierials	2012-09-05T00:00:00	-0.030507	0.313481	0.325811	0.308614	-0.94018	8,242,800	[]	0
BUD	Anheuser-Busch InBev SA/NV Company	Consumer Goods	2012-09-05T00:00:00	0.009594	0.175248	0.175925	0.162391	0.708908	1,463,600	[]	1
HRG	HRG Group Inc.	Conglomerates	2012-09-05T00:00:00	-0.017544	0.029715	0.035342	-0.008548	-0.155894	171,300	[]	0
MRK	Merck & Co.	Healthcare	2012-09-06T00:00:00	0.018416	0.185053	0.201614	0.184239	0.678345	9,875,400	[]	1
PG	The Procter & Gamble	Consumer Goods	2012-09-06T00:00:00	0.014118	0.177703	0.187621	0.176311	0.811317	13,200,500	[]	1
FB	Facebook Inc.	Technology	2012-09-06T00:00:00	0.020452	0.008611	0.036598	0.007535	0.379999	46,066,500	[]	1
HRG	HRG Group Inc.	Conglomerates	2012-09-06T00:00:00	-0.008929	0.032066	0.037794	0.010302	-0.077947	110,900	[]	0
GD	General Dynamics Corporation	Industrial Goods	2012-09-06T00:00:00	0.029947	0.128968	0.153691	0.12551	1.732162	1,593,900	[]	1
MCD	McDonald's Corporation	Services	2012-09-06T00:00:00	0.018077	0.17903	0.194822	0.178635	1.373627	5,925,100	[]	1
PPL	PPL Corporation	Utilities	2012-09-06T00:00:00	-0.002391	0.246533	0.246533	0.235513	-0.05254	5,406,200	[]	0
XOM	Exxon Mobil Corporation	Basic Matierials	2012-09-06T00:00:00	0.019008	0.178347	0.196581	0.177811	1.417785	15,713,500	[]	1
AEP	American Electric Power Inc.	Utilities	2012-09-06T00:00:00	0.013271	0.215257	0.227368	0.211877	0.471211	2,058,300	[]	1
TOT	TOTAL S.A.	Basic Matierials	2012-09-06T00:00:00	0.031926	0.344568	0.366203	0.343767	1.195278	3,148,800	[]	1
BP	BP p.l.c.	Basic Matierials	2012-09-06T00:00:00	0.020317	0.353473	0.38259	0.353473	0.607037	4,986,200	[]	1
JPM	JPMorgan Chase & Co.	Financial	2012-09-06T00:00:00	0.042576	0.157945	0.197693	0.155479	1.381771	41,346,800	[]	1
INTC	Intel Corporation	Technology	2012-09-06T00:00:00	0.02911	0.182898	0.213352	0.182414	0.60219	40,187,600	[]	1
PM	Philip Morris International	Consumer Goods	2012-09-06T00:00:00	0.004378	0.229801	0.243464	0.228283	0.317208	5,497,600	[]	1
RDS-B	Royal Dutch Shell	Basic Matierials	2012-09-06T00:00:00	0.024752	0.353411	0.379941	0.352283	1.315498	541,600	[]	1
CODI	Compass Diversified Holdings	Conglomerates	2012-09-06T00:00:00	0.013689	0.524531	0.544304	0.519328	0.131547	111,900	[]	1

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StockNet Dataset (Parquet Format)

This is a Parquet conversion of the original StockNet Dataset for stock movement prediction from tweets and historical stock prices.

Original Work

Paper: Stock Movement Prediction from Tweets and Historical Prices
Authors: Yumo Xu and Shay B. Cohen
Published: ACL 2018
Original Repository: https://github.com/yumoxu/stocknet-dataset
License: MIT

Citation

If you use this dataset, please cite the original paper:

@inproceedings{xu-cohen-2018-stock,
    title = "Stock Movement Prediction from Tweets and Historical Prices",
    author = "Xu, Yumo and Cohen, Shay B.",
    booktitle = "Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)",
    month = jul,
    year = "2018",
    address = "Melbourne, Australia",
    publisher = "Association for Computational Linguistics",
    url = "https://aclanthology.org/P18-1183",
    doi = "10.18653/v1/P18-1183",
    pages = "1970--1980",
}

Downloads last month: 59

Size of downloaded dataset files:

8.9 MB

Size of the auto-converted Parquet files:

8.9 MB

Number of rows:

108,501