metadata
license: apache-2.0
task_categories:
- time-series-forecasting
- text-classification
tags:
- finance
- stock-trading
- llm
- backtesting
pretty_name: FINSABER Data
size_categories:
- 10B<n<100B
FINSABER Data
Aggregated datasets for the FINSABER backtesting framework (KDD 2026).
Files
| File | Description | Size |
|---|---|---|
data/finmem_data/stock_data_sp500_2000_2024.pkl |
S&P500 full aggregated data (Price + News + Filings) | ~11 GB |
data/finmem_data/stock_data_cherrypick_2000_2024.pkl |
Selected symbols (TSLA, AMZN, MSFT, NFLX, COIN) | ~53 MB |
data/price/all_sp500_prices_2000_2024_delisted_include.csv |
CSV price-only data for S&P500 (including delisted) | ~253 MB |
Aggregated Data Structure (.pkl)
Each .pkl file is a Python dictionary keyed by datetime.date:
{
datetime.date(2024, 1, 2): {
"price": {
"AAPL": {
"open": 187.15,
"high": 188.44,
"low": 183.89,
"close": 185.64,
"adjusted_close": 185.3,
"volume": 82488700
},
...
},
"news": {
"AAPL": ["headline 1", "headline 2", ...],
...
},
"filing_k": {
"AAPL": "10-K filing text...",
...
},
"filing_q": {
"AAPL": "10-Q filing text...",
...
}
},
...
}
CSV Price Data Structure
| Column | Description |
|---|---|
date |
Trading date |
symbol |
Ticker symbol |
open |
Opening price |
high |
Highest price |
low |
Lowest price |
close |
Closing price |
adjusted_close |
Adjusted closing price |
volume |
Trading volume |
Usage
Datasets are auto-downloaded when running FINSABER experiments. See the FINSABER repo for details.