theonegareth/daily-IHSG

Daily IHSG Dataset

Dataset Description

This dataset contains daily historical data for the IHSG (Indeks Harga Saham Gabungan), which is the main stock market index of Indonesia. The data includes daily price information such as opening price, high, low, closing price, adjusted closing price, and trading volume.

Dataset Summary

• Homepage: Yahoo Finance IHSG
• Repository: Hugging Face Dataset
• Point of Contact: Gareth Aurelius Harrison
• Coverage: 7,530 trading days from 1995-01-02 through 2025-12-05, refreshed daily.

Supported Tasks and Leaderboards

This dataset is suitable for:

• Time series analysis
• Financial modeling
• Stock market prediction
• Data visualization and exploration

Languages

The dataset is in English, with data sourced from Yahoo Finance.

Dataset Structure

Data Instances

Each instance represents a single trading day with the following features:

• Date: The trading date (YYYY-MM-DD format)
• Open: Opening price of the index
• High: Highest price during the trading day
• Low: Lowest price during the trading day
• Close: Closing price of the index
• Adj Close: Adjusted closing price (accounting for dividends and stock splits)
• Volume: Trading volume (number of shares traded)

Data Fields

• Date (string): Trading date
• Open (float): Opening price
• High (float): Daily high price
• Low (float): Daily low price
• Close (float): Closing price
• Adj Close (float): Adjusted closing price
• Volume (integer): Trading volume

Data Splits

This is a single-file dataset with no predefined splits. Users can split the data as needed for their analysis (e.g., train/validation/test based on date ranges).

Dataset Creation

Curation Rationale

This dataset was created to provide easy access to historical IHSG data for research, education, and analysis purposes. The IHSG is a key indicator of Indonesia's stock market performance.

Source Data

• Initial Data Collection and Normalization: Data was collected from Yahoo Finance using their API or web interface.
• Who are the source language producers?: Yahoo Finance aggregates data from the Indonesia Stock Exchange (IDX).

Annotations

No additional annotations were made; the data is raw historical price data.

Personal and Sensitive Information

This dataset contains only publicly available financial market data with no personal or sensitive information.

Considerations for Using the Data

Social Impact of Dataset

This dataset can be used to study economic trends, develop trading strategies, or analyze market behavior. Users should be aware that past performance does not guarantee future results, and financial decisions should not be made solely based on this data.

Discussion of Biases

The data reflects actual market trading and may include periods of high volatility or market anomalies.

Other Known Limitations

• Data availability depends on Yahoo Finance's records
• Weekends and holidays are excluded
• Historical data may be adjusted for corporate actions

Additional Information

Dataset Curators

Gareth Aurelius Harrison

Licensing Information

MIT License

Citation Information

If you use this dataset, please cite:

@dataset{daily_ihsg,
  title={Daily IHSG Dataset},
  author={Gareth Aurelius Harrison},
  year={2024},
  url={https://huggingface.co/datasets/theonegareth/daily-IHSG}
}

Contributions

Thanks to Yahoo Finance for providing the data source.