This dataset provides daily price indicators for the S&P 500 index from the beginning of 1950 to the end of 2015. The index includes 500 leading companies and captures about 80 percent coverage of available market capitalization.
Format
A tibble with 16,607 rows and 7 variables:
- date
The date expressed as
Date
values.- open, high, low, close
The day's opening, high, low, and closing prices in USD. The
close
price is adjusted for splits.- volume
The number of trades for the given
date
.- adj_close
The close price adjusted for both dividends and splits.
Examples
dplyr::glimpse(sp500)
#> Rows: 16,607
#> Columns: 7
#> $ date <date> 2015-12-31, 2015-12-30, 2015-12-29, 2015-12-28, 2015-12-24,…
#> $ open <dbl> 2060.59, 2077.34, 2060.54, 2057.77, 2063.52, 2042.20, 2023.1…
#> $ high <dbl> 2062.54, 2077.34, 2081.56, 2057.77, 2067.36, 2064.73, 2042.7…
#> $ low <dbl> 2043.62, 2061.97, 2060.54, 2044.20, 2058.73, 2042.20, 2020.4…
#> $ close <dbl> 2043.94, 2063.36, 2078.36, 2056.50, 2060.99, 2064.29, 2038.9…
#> $ volume <dbl> 2655330000, 2367430000, 2542000000, 2492510000, 1411860000, …
#> $ adj_close <dbl> 2043.94, 2063.36, 2078.36, 2056.50, 2060.99, 2064.29, 2038.9…