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finance-historical-data

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finance-historical-data

139 MB

2 contributors

History: 22 commits

dsfefvx's picture

feat: 78 series (27 FRED + 46 CBOE + 5 international implied vol)

5d227c5 verified about 1 month ago

.gitattributes

2.5 kB
initial commit about 2 months ago
crypto_daily.parquet

1.06 MB
xet

Update crypto: 14 tokens via yfinance batch (was serial R) about 2 months ago
equity_daily.parquet

135 MB
xet

Add S&P 500 + STOXX 600 majors: 1622 tickers, 7.1M rows about 2 months ago
factors.parquet

775 kB
xet

Add 14 crypto tokens + FF factors (860K total rows) about 2 months ago
macro_daily.parquet

1.75 MB
xet

feat: 78 series (27 FRED + 46 CBOE + 5 international implied vol) about 1 month ago
macro_vintages.parquet

9.23 kB
xet

Add macro_vintages.parquet: FRED revision history (simulated) about 2 months ago
metadata.parquet

85.8 kB
xet

Add metadata for S&P 500 + STOXX 600: 1656 tickers about 2 months ago
metadata_amendments.parquet

30.8 kB
xet

Metadata: 1053 tickers (+13 macro ETFs with returns) about 2 months ago