Add SPX VIX NDX index history

README.md

@@ -22,6 +22,8 @@ configs:
   data_files: "instrument_metadata.parquet"
 - config_name: liquidity
   data_files: "etf_liquidity_365d.parquet"
+- config_name: indexes
+  data_files: "index_daily_prices.parquet"
 ---
 
 # skfolio Masterclass ETF Teaching Data
@@ -34,9 +36,10 @@ The goal is to give learners a public, no-login data source that can be loaded i
 
 | File | Rows | What it contains | Main teaching use |
 |---|---:|---|---|
-| `etf_daily_prices.parquet` | 117,864 | Daily ETF OHLCV-style price and volume records for 95 ETF symbols | Raw market history used to teach price checks and return conversion |
+| `etf_daily_prices.parquet` | 117,959 | Daily ETF OHLCV-style price and volume records for 95 ETF symbols | Raw market history used to teach price checks and return conversion |
 | `instrument_metadata.parquet` | 98 | Symbol-level metadata and trading-status fields | Universe inspection, labeling, and practical data-quality checks |
 | `etf_liquidity_365d.parquet` | 95 | Average and median volume and dollar-volume rankings | Liquidity screening and realistic universe design |
+| `index_daily_prices.parquet` | 3,784 | Daily index history for SPX, VIX, and NDX | Market-regime context and benchmark/risk discussion |
 | `manifest.json` | 1 | Public snapshot metadata and row counts | Lightweight audit trail for notebooks and examples |
 
 The dataset intentionally does **not** include raw API responses, account data, balances, holdings, transactions, orders, credentials, or trading instructions.
@@ -76,6 +79,7 @@ from datasets import load_dataset
 prices = load_dataset("thecharttruth/etf-data", "prices", split="train")
 metadata = load_dataset("thecharttruth/etf-data", "metadata", split="train")
 liquidity = load_dataset("thecharttruth/etf-data", "liquidity", split="train")
+indexes = load_dataset("thecharttruth/etf-data", "indexes", split="train")
 ```
 
 ## Current Snapshot
@@ -83,10 +87,12 @@ liquidity = load_dataset("thecharttruth/etf-data", "liquidity", split="train")
 | Item | Value |
 |---|---:|
 | ETF symbols with price history | 95 |
-| Price rows | 117,864 |
+| Price rows | 117,959 |
 | Metadata rows | 98 |
 | Liquidity rows | 95 |
-| Date range | 2021-05-12 to 2026-05-12 |
+| Index rows | 3,784 |
+| Index symbols | SPX, VIX, NDX |
+| Date range | 2021-05-12 to 2026-05-13 |
 | Default file format | Parquet |
 
 The metadata table can contain symbols that are not present in the current price table. That is useful for teaching real-world data checks: not every instrument discovered by a data source is automatically suitable for a clean portfolio universe.
@@ -135,6 +141,21 @@ Some descriptive metadata fields may be blank. Treat metadata as a practical tea
 | `lookback_bars`, `lookback_days` | Liquidity lookback settings |
 | `history_bars`, `history_start`, `history_end` | Available history summary |
 
+### `index_daily_prices.parquet`
+
+| Column | Meaning |
+|---|---|
+| `date` | Trading date used for analysis and pivoting |
+| `timestamp` | Source timestamp value |
+| `symbol` | Index ticker symbol, currently SPX, VIX, and NDX |
+| `asset_type` | Asset label, currently `INDEX` for this file |
+| `period` | Source period used by the collector |
+| `source_run` | Public run label for traceability |
+| `open`, `high`, `low`, `close` | Daily index level fields |
+| `value` | Source value field when provided |
+| `volume` | Daily volume field when provided by the source |
+| `gain_amount`, `gain_percentage` | Source-provided daily change fields |
+
 ## Intended Use
 
 This dataset is meant for:

etf_daily_prices.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b643991d1267d8d15ff244c975e2dbab1364ca2d16d7859d0bb4ce4be8657c6e
-size 3196139
+oid sha256:762ae058841143e93c6eda188667fa8245d90b75561efd66fbbe6d074498ebde
+size 3199032

index_daily_prices.parquet

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:0c4b1ada3d4fffec45811fdb6de219e3c84f52700ac4614996f68792fa9e62b9
+size 190686

instrument_metadata.parquet

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:49f9931df03ee413db3360c91cee7ee024a82d1cd4f5e3e756fbf46998950b8b
-size 8265
+oid sha256:61816259163e10531402ee29bcf382321728aff79ece2320d2c9cb75b798c276
+size 8334

manifest.json

@@ -1,23 +1,29 @@
 {
   "dataset_name": "skfolio Masterclass ETF Teaching Data",
   "dataset_repo_id": "thecharttruth/etf-data",
-  "processed_at_utc": "2026-05-12T18:48:34Z",
+  "processed_at_utc": "2026-05-14T06:18:21+00:00",
   "source_run_labels": [
     "20260512T172023Z_initial_backfill",
+    "20260514T061439Z_index_initial_backfill_v2",
     "20260512T184432Z_scheduled_daily",
-    "20260512T184834Z_scheduled_daily"
+    "20260512T184834Z_scheduled_daily",
+    "20260512T203007Z_scheduled_daily",
+    "20260513T203004Z_scheduled_daily"
   ],
   "published_files": [
     "etf_daily_prices.parquet",
     "instrument_metadata.parquet",
     "etf_liquidity_365d.parquet",
+    "index_daily_prices.parquet",
     "manifest.json"
   ],
   "mode": "full",
   "update_start_date": null,
-  "etf_daily_prices_rows": 117864,
-  "etf_daily_returns_rows": 117769,
+  "etf_daily_prices_rows": 117959,
+  "etf_daily_returns_rows": 117864,
   "etf_metadata_rows": 98,
   "etf_liquidity_rows": 95,
-  "new_etf_daily_price_rows": 117864
-}
+  "index_daily_prices_rows": 3784,
+  "new_etf_daily_price_rows": 117959,
+  "new_index_daily_price_rows": 3784
+}