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Datasets:
bwzheng2010
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yahoo-finance-data

Languages:
English
Size:
10M<n<100M
Tags:
finance
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The Financial data from Yahoo!

*** Key Points to Note ***

All financial data is sourced from Yahoo!Ⓡ Finance, Nasdaq!Ⓡ, and the U.S. Department of the Treasury via publicly available APIs, and is intended for research and educational purposes.

I will update the data regularly, and you are welcome to follow this project and use the data.

Each time the data is updated, I will release a new version under GIT TAGS. The version format is dt=yyyy-mm-dd, where yyyy-mm-dd indicates the date of the latest data.

Data Usage Instructions

This section of the documentation provides information on querying data sets using DuckDB. All datasets are publicly accessible and stored in Parquet format.

Datasets Overview

  1. stock_profile

    • Source: (https://finance.yahoo.com/quote/{$symbol}/profile/)
    • Description: Contains company details such as address, industry, and employee count.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      address VARCHAR Company address
      city VARCHAR City
      country VARCHAR Country
      phone VARCHAR Phone number
      zip VARCHAR Zip code
      industry VARCHAR Industry type
      sector VARCHAR Business sector
      long_business_summary VARCHAR Business summary
      full_time_employees INTEGER Number of full-time staff
      report_date VARCHAR Data reporting date

  2. stock_officers

    • Source: (https://finance.yahoo.com/quote/{$symbol}/profile/)
    • Description: Lists company executives, including their pay and title.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      name VARCHAR Executive's name
      title VARCHAR Executive's job title
      age INTEGER Executive's age
      born INTEGER Year of birth
      pay INTEGER Wage (USD)
      exercised INTEGER Stock options exercised
      unexercised INTEGER Unexercised stock options

  3. stock_summary

    • Source: (https://finance.yahoo.com/quote/${symbol}/key-statistics/)
    • Description: Provides financial metrics such as market cap, P/E ratios, and EPS.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      market_cap DECIMAL(38,2) Market capitalization (USD)
      enterprise_value DECIMAL(38,2) Enterprise value (USD)
      shares_outstanding DECIMAL(38,2) Number of outstanding shares
      beta DECIMAL(38,2) Beta value
      trailing_pe DECIMAL(38,2) Trailing price-to-earnings
      forward_pe DECIMAL(38,2) Forward price-to-earnings
      tailing_eps DECIMAL(38,2) Trailing EPS
      forward_eps DECIMAL(38,2) Forward EPS
      enterprise_to_ebitda DECIMAL(38,2) EV/EBITDA
      enterprise_to_revenue DECIMAL(38,2) EV/Revenue
      peg_ratio DECIMAL(38,2) PEG ratio
      currency VARCHAR Currency (e.g., USD)

  4. stock_tailing_eps

    • Source: (https://ycharts.com/companies/${symbol}/eps_ttm)
    • Description: Provides financial metrics such as Trailing earnings per share (TTM EPS).
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Reporting date
      tailing_eps DECIMAL(38,2) Trailing EPS
      update_time VARCHAR Last update time

  5. stock_earning_calendar

    • Source: (https://www.nasdaq.com/market-activity/earnings)
    • Description: Contains information about companies' earnings reports, including their ticker symbols, reporting dates, names, and fiscal quarter end dates.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Reporting date
      name VARCHAR Company Simple Name
      fiscal_quarter_ending VARCHAR Fiscal quarter end date

  6. stock_historical_eps

    • Source: (https://finance.yahoo.com/quote/${symbol}/analysis/#Earnings History)
    • Description: Contains details of companies' earnings performance, including their ticker symbols, actual and estimated EPS, surprise percentages, and corresponding fiscal quarters.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      eps_actual VARCHAR Actual earnings per share (EPS)
      eps_estimate VARCHAR Estimated earnings per share (EPS)
      surprise_percent VARCHAR Percentage difference from estimate
      quarter_name VARCHAR Fiscal quarter name (e.g., 3Q2023)
      quarter_date VARCHAR Fiscal quarter end date

  7. stock_statement

    • Source: (https://finance.yahoo.com/quote/${symbol}/financials/)
    • Description: Contains financial statement details of companies, including ticker symbols, reporting dates, specific financial items, their values, and related statement types and periods.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Reporting date
      item_name VARCHAR Name of the financial statement item
      item_value DECIMAL(38,2) Value of the financial statement item
      finance_type VARCHAR Type of financial statement (e.g., balance_sheet, income_statement, cash_flow)
      period_type VARCHAR Reporting period type (e. g., annual, quarterly)

  8. stock_prices

    • Source: (https://finance.yahoo.com/quote/${symbol}/chart)
    • Description: Contains historical stock market data, including ticker symbols, reporting dates, and key trading metrics such as open, close, high, low prices, and trading volume.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Trading date
      open DECIMAL(38,2) Opening price of the stock
      close DECIMAL(38,2) Closing price of the stock
      high DECIMAL(38,2) Highest price
      low DECIMAL(38,2) Lowest price
      volume BIGINT Number of shares traded

  9. stock_dividend_events

    • Source: (https://finance.yahoo.com/quote/${symbol}/chart)
    • Description: Contains dividend data, including stock tickers, reporting dates, and dividend values.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Reporting date
      amount DECIMAL(38,2) Financial amount (e.g., dividend, interest)

  10. stock_split_events

    • Source: (https://finance.yahoo.com/quote/${symbol}/chart)
    • Description: Contains data about stock splits, including the stock ticker, reporting date, and the split factor.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Reporting date
      split_factor VARCHAR The factor by which shares are split

  11. exchange_rate

    • Source: (https://finance.yahoo.com/quote/${symbol}/chart)
    • Description: Contains currency exchange data for a report date, including opening, closing, highest, and lowest prices.
    • Columns:
      Column Name Column Type Description
      symbol VARCHAR Stock ticker symbol
      report_date VARCHAR Reporting date
      open DECIMAL(38,2) Opening price
      close DECIMAL(38,2) Closing price
      high DECIMAL(38,2) Highest price during the day
      low DECIMAL(38,2) Lowest price during the day

  12. daily_treasury_yield

    • Source: (https://home.treasury.gov/)
    • Description: Contains data related to daily treasury yield values for different time periods (monthly and yearly).
    • Columns:
      Column Name Column Type Description
      report_date VARCHAR Reporting date
      bc1_month DECIMAL(38,2) Treasury yield for 1 month
      bc2_month DECIMAL(38,2) Treasury yield for 2 months
      bc3_month DECIMAL(38,2) Treasury yield for 3 months
      bc6_month DECIMAL(38,2) Treasury yield for 6 months
      bc1_year DECIMAL(38,2) Treasury yield for 1 year
      bc2_year DECIMAL(38,2) Treasury yield for 2 years
      bc3_year DECIMAL(38,2) Treasury yield for 3 years
      bc5_year DECIMAL(38,2) Treasury yield for 5 years
      bc7_year DECIMAL(38,2) Treasury yield for 7 years
      bc10_year DECIMAL(38,2) Treasury yield for 10 years
      bc30_year DECIMAL(38,2) Treasury yield for 30 years

Querying Datasets

Use the following SQL queries in DuckDB to retrieve data for a specific stock (e.g., TSLA):

  1. stock_profile

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_profile/stock_profile.parquet' 
WHERE symbol='TSLA';

  2. stock_officers

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_officers/stock_officers.parquet' 
WHERE symbol='TSLA';

  3. stock_summary

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_summary/stock_summary.parquet' 
WHERE symbol='TSLA';

  4. stock_tailing_eps

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_tailing_eps/stock_tailing_eps.parquet' 
WHERE symbol='TSLA';

  5. stock_earning_calendar

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_earning_calendar/stock_earning_calendar.parquet' 
WHERE symbol='TSLA';

  6. stock_historical_eps

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_historical_eps/stock_historical_eps.parquet' 
WHERE symbol='TSLA';

  7. stock_statement

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_statement/stock_statement.parquet' 
WHERE symbol='TSLA' and finance_type='income_statement'

  8. stock_prices

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_prices/stock_prices.parquet' 
WHERE symbol='TSLA'

  9. stock_dividend_events

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_dividend_events/stock_dividend_events.parquet' 
WHERE symbol='TSLA'

  10. stock_split_events

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_split_events/stock_split_events.parquet' 
WHERE symbol='TSLA'

  11. exchange_rate

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/exchange_rate/exchange_rate.parquet' 
WHERE symbol='EUR=X'

  12. daily_treasury_yield

    SELECT * FROM 
    'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/daily_treasury_yield/daily_treasury_yield.parquet'

P.S.

Please drop me a note with any feedback you have.

Bowen Zheng

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