Datasets › S&P 500 Intraday Data
S&P 500 Intraday Data (S&P 500 Index Intraday Data with 1min Interval)
Technical Information
Dates range from 2017-09-11 to 2018-02-16 and the time interval is 1 minute. This is a MultiIndex CSV file, to load in pandas use:
dataset = pd.read_csv('dataset.csv', index_col=0, header=[0, 1]).sort_index(axis=1)
Stocks that entered or exited the Index during the dataset time range are omitted.
Collection & Processing
These are the scripts used for collecting the data, and also utilities to clean & scale the dataset & convert it to a numpy array: https://github.com/nickdl/alpha
Benchmarks archive 2025-07-28
No leaderboard in the archive resolves to this dataset.
Papers archive 2025-07-28
No paper in the archive has a leaderboard row on this dataset; the archive counts 2 papers for it but never published that list.
Dataset loaders archive 2025-07-28
1 loader as listed in the archive; links are outbound and not re-checked here.
Tasks archive 2025-07-28
License archive 2025-07-28
No licence recorded in the archive. Absence here is not a statement about the dataset's terms.
Modalities archive 2025-07-28
Languages archive 2025-07-28
No language tagged.
Variants archive 2025-07-28
- S&P 500 Intraday Data
1 variant name, as the archive lists them.
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