| sample_pricing {strand} | R Documentation |
Sample security pricing data for examples and testing
Description
A dataset containing sample security pricing data for 492 securities and 65 weekdays, from 2020-06-01 to 2020-08-31. This data was downloaded using the Tiingo Stock API and is redistributed with permission.
Usage
data(sample_pricing)
Format
A data frame with 31980 rows and 8 variables:
- date
Pricing date.
- id
Security identifier.
- price_unadj
The unadjusted price of the security.
- prior_close_unadj
The unadjusted prior closing price of the security.
- dividend_unadj
The dividend for the security on an unadjusted basis, if any.
- distribution_unadj
The distribution (e.g., spin-off) for the security on an unadjusted basis (note that there is no spin-off information in this dataset, so all values are zero).
- volume
Trading volume for the security, in shares.
- adjustment_ratio
The adjustment ratio for the security. For example, AAPL has an adjustment ratio of 0.25 to account for its 4:1 split on 2020-08-31.
Details
Full code for reconstructing the dataset can be found in the pystrand repository.