Below you’ll find the data schema/data dictionary for the cleaned open source S&P 500 datasets available on Dewey:
S&P 500 Daily GSPC Prices
| FIELD | DESCRIPTION | FORMAT |
|---|---|---|
| Date | The date of the stock market closing | date time index |
| Open | The opening price of the S&P 500 on the day | float64 |
| High | The highest price of the S&P 500 during the day | float64 |
| Low | The lowest price of the S&P 500 during the day | float64 |
| Close | The closing price of the S&P 500 on the day | float64 |
| Adj Close | The adjusted closing price of the S&P 500, which takes into account any corporate actions such as stock splits or dividends | float64 |
| Volume | The number of shares traded during the day | int64 |
S&P 500 Daily Company Prices
| FIELD | DESCRIPTION | FORMAT |
|---|---|---|
| Date | The date of the stock market closing | date time index |
| Symbol | Company stock ticker symbol | string |
| Open | The opening price of the company’s shares in the S&P 500 on the day | float64 |
| High | The highest price of the company’s shares in the S&P 500 during the day | float64 |
| Low | The lowest price of the company’s shares in the S&P 500 during the day | float64 |
| Close | The closing price of the company’s shares in the S&P 500 on the day | float64 |
| Adj Close | The adjusted closing price of the company’s shares in the S&P 500, which takes into account any corporate actions such as stock splits or dividends | float64 |
| Volume | The number of shares of the company’s shares traded during the day | int64 |
| Company | Company name | string |
Learn more about these datasets here.