Publish ETF dataset
Browse files- LICENSE +9 -0
- README.md +68 -0
- etf_daily_prices.parquet +3 -0
- etf_liquidity_365d.parquet +3 -0
- instrument_metadata.parquet +3 -0
- manifest.json +9 -0
LICENSE
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Custom Educational Dataset Terms
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This dataset is provided for educational and research use only.
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The files contain transformed portfolio-analysis inputs, such as cleaned ETF price tables, metadata labels, liquidity rankings, and skfolio-oriented features. They are not raw API responses and do not include API keys, account data, customer data, balances, holdings, transactions, orders, or trading instructions.
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Users may use this dataset to run associated educational notebooks and reproduce the examples. Redistribution, resale, and commercial use are not permitted without written permission from the dataset maintainer and any applicable upstream data rights holders.
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No financial advice is provided. No warranty is provided for accuracy, completeness, timeliness, or fitness for any investment purpose.
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README.md
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---
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license: other
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language:
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- en
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pretty_name: ETF Data
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tags:
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- finance
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- etf
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- portfolio-optimization
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- skfolio
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- parquet
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- education
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---
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# ETF Data
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This dataset provides cleaned, table-shaped ETF data for educational portfolio-analysis workflows, especially notebooks that teach diversification, liquidity, return transformation, correlation, drawdowns, and skfolio-based portfolio construction.
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## Independence
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This dataset is independent educational material. It is not endorsed by, sponsored by, or affiliated with any broker, ETF issuer, index provider, exchange, or data provider.
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## Access and Updates
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This dataset is currently provided free for educational and research use. While it is free, the maintainer may publish periodic updates derived from a maintained data pipeline.
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The maintainer may stop updating this free dataset at a later, unspecified date. Future updates, expanded files, or premium versions may be offered through a paid or gated distribution channel.
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Existing public files may remain available, but continued free updates are not guaranteed.
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## Files
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- `etf_daily_prices.parquet`: canonical daily ETF price and volume table.
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- `instrument_metadata.parquet`: symbol metadata and tradeability fields.
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- `etf_liquidity_365d.parquet`: 365-day average volume and dollar-volume liquidity ranking.
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- `manifest.json`: row counts and transformation summary.
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The dataset intentionally does not include raw API responses, account data, balances, holdings, transactions, orders, or API keys.
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## Intended Use
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This dataset is meant for education, research, and reproducible examples. A teaching notebook can load prices, then convert them to returns as part of the lesson:
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```python
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import pandas as pd
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from skfolio.preprocessing import prices_to_returns
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BASE = "https://huggingface.co/datasets/thecharttruth/etf-data/resolve/main"
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prices_long = pd.read_parquet(f"{BASE}/etf_daily_prices.parquet")
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prices = prices_long.pivot(index="date", columns="symbol", values="close").sort_index()
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returns = prices_to_returns(prices)
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```
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## Data Shape
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Current initial processed layer:
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- ETF price rows: 117,864
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- ETF symbols: 95
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- Date range: 2021-05-12 to 2026-05-12
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- Liquidity rows: 95
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## Important Notices
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This dataset is not financial, investment, tax, or legal advice. It is not a recommendation to buy, sell, or hold any security. Data may contain errors, omissions, stale values, adjusted values, vendor quirks, or transformation mistakes. Users are responsible for validating data before relying on it.
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Redistribution, resale, and commercial use are not permitted without written permission from the maintainer and any applicable upstream rights holders.
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etf_daily_prices.parquet
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version https://git-lfs.github.com/spec/v1
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oid sha256:b643991d1267d8d15ff244c975e2dbab1364ca2d16d7859d0bb4ce4be8657c6e
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size 3196139
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etf_liquidity_365d.parquet
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version https://git-lfs.github.com/spec/v1
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oid sha256:7d0bebb78b7c92ce4c57f1d1f43b9faf19efc5fff877d3e5521d0bfb0b032ab7
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size 16109
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instrument_metadata.parquet
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version https://git-lfs.github.com/spec/v1
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oid sha256:49f9931df03ee413db3360c91cee7ee024a82d1cd4f5e3e756fbf46998950b8b
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size 8265
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manifest.json
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{
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"run_dir": "/var/lib/skfolio-etf-data-collector/runs/20260512T172023Z_initial_backfill,/var/lib/skfolio-etf-data-collector/runs/20260512T184432Z_scheduled_daily,/var/lib/skfolio-etf-data-collector/runs/20260512T184834Z_scheduled_daily",
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"output_dir": "/var/lib/skfolio-etf-data-collector/processed",
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"etf_daily_prices_rows": 117864,
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"etf_daily_returns_rows": 117769,
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"etf_metadata_rows": 98,
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"etf_liquidity_rows": 95,
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"index_daily_prices_rows": 5
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}
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