--- language: - en license: other task_categories: - tabular-regression features: - name: symbol dtype: string - name: date dtype: string - name: open dtype: float64 - name: high dtype: float64 - name: low dtype: float64 - name: close dtype: float64 - name: volume dtype: int64 - name: adj_close dtype: float64 extra_gated_prompt: "To get access to this dataset, you must subscribe to Papers With Backtest. To subscribe, go to https://paperswithbacktest.com/ > Login > Choose Your Plan > Subscribe." --- # Dataset Information This dataset includes daily price data for various stock indices. ## Instruments Included - ADSMI: United Arab Emirates Stock Market (ADX General) - United Arab Emirates - AEX: Netherlands Stock Market (AEX) - Netherlands (NL) - AS30: Australian All - Australia (AU) - AS51: Australia S&P/ASX 200 Stock Market Index - Australia (AU) - AS52: ASX 50 - Australia (AU) - ASE: Greece Stock Market (ASE) - Greece (GR) - ATX: Austria Stock Market (ATX) - Austria (AT) - BEL20: Belgium Stock Market (BEL20) - Belgium (BE) - BELEX15: Serbia Stock Market (BELEX15) - Serbia (RS) - BGSMDC: Botswana Stock Market (BSI DCI) - Botswana (BW) - BHSEEI: Bahrain Stock Market (Bahrain All Share) - Bahrain (BH) - BKA: Bosnia and Herzegovina Stock Market (SASEIDX) - Bosnia and Herzegovina (BA) - BLOM: Lebanon Stock Market BLOM - Lebanon (LB) - BSX: Bermuda Stock Exchange Index - Bermuda (BM) - BUX: Hungary Stock Market (BUX) - Hungary (HU) - BVLX: Bolivia Stock Market (BVLP General) - Bolivia (BO) - BVPSBVPS: Panama Stock Market (BVPSI) - Panama (PA) - BVQA: Ecuador General Index - Ecuador (EC) - CAC: France CAC 40 Stock Market Index - France (FR) - CASE: Egypt Stock Market (EGX30) - Egypt (EG) - CCMP: NASDAQ - United States (US) - COLCAP: Colombia Stock Market (IGBC) - Colombia (CO) - CRSMBCT: Costa Rica Stock Market - Costa Rica (CR) - CSEALL: Sri Lanka Stock Market (CSE All Share) - Sri Lanka (LK) - CYSMMAPA: Cyprus Stock Market (Cyprus General) - Cyprus (CY) - DARSDSEI: Tanzania All Share Index DSEI - Tanzania (TZ) - DAX: Germany DAX 30 Stock Market Index - Germany (DE) - DFMGI: DFM general - United Arab Emirates - DSEX: DSE Broad - Bangladesh (BD) - DSM: Qatar Stock Market (QE General) - Qatar (QA) - ECU: Ecuador General Index - Ecuador (EC) - FBMKLCI: Malaysia Stock Market (FBM KLCI) - Malaysia (MY) - FSSTI: Singapore Stock Market (STI) - Singapore (SG) - FTN098: Namibia Stock Market - Namibia (NA) - FTSEMIB: Italy Stock Market (FTSE MIB) - Italy (IT) - GGSECI: Ghana Stock Market Composite GSE-CI - Ghana (GH) - HEX: OMX Helsinki - Finland (FI) - HEX25: OMX Helsinki 25 Index - Finland (FI) - HSI: Hong Kong Stock Market (HSI) - Hong Kong (HK) - IBEX: Spain Stock Market (IBEX 35) - Spain (ES) - IBOV: Brazil Stock Market (BOVESPA) - Brazil (BR) - IBVC: Venezuela Stock Market (IBVC) - Venezuela (VE) - ICEXI: Iceland Stock Market (SE ICEX) - Iceland (IS) - IGPA: Chile Stock Market (IGPA) - Chile (CL) - INDEXCF: MOEX Russia Index - Russia (RU) - INDU: Dow Jones Industrial Average - United States (US) - INDZI: Indonesia Stock Market (IDX Composite) - Indonesia (ID) - ISEQ: Ireland Stock Market (ISEQ) - Ireland (IE) - JALSH: South Africa Stock Market - South Africa (ZA) - JCI: Indonesia Stock Market (JCI) - Indonesia (ID) - JMSMX: Jamaica Stock Market (Jamaica SE) - Jamaica (JM) - JOSMGNFF: Jordan Stock Market (ASE General) - Jordan (JO) - KFX: Denmark Stock Market - OMX Copenhagen Index - KFX - Denmark (DK) - KNSMIDX: Kenya Stock Market (NSE20) - Kenya (KE) - KSE100: Pakistan Stock Market (KSE100) - Pakistan (PK) - KZKAK: Kazakhstan Stock Exchange Index KASE - Kazakhstan (KZ) - LSXC: Laos Securities Exchange Composite Index - Lao People's Democratic Republic - LUXXX: Luxembourg Stock Market (LUXX) - Luxembourg (LU) - MALTEX: Malta Stock Market (MSE) - Malta (MT) - MBI: Macedonia Stock Market Index (MBI 10) - North Macedonia (MK) - MERVAL: Argentina Stock Market (MERVAL) - Argentina (AR) - MEXBOL: IPC Mexico Stock Market - Mexico (MX) - MONEX: Montenegro Stock Market (Monex) - Montenegro (ME) - MOSENEW: Morocco Stock Market MASI - Morocco (MA) - MSETOP: Macedonia Stock Market (MSE) - North Macedonia (MK) - MSM30: Oman Stock Market (MSM 30) - Oman (OM) - NDX: NASDAQ 100 - United States (US) - NGSEINDX: Nigeria Stock Market NSE - Nigeria (NG) - NIFTY: NIFTY 50 - India (IN) - NKY: Japan NIKKEI 225 Stock Market Index - Japan (JP) - NSEASI: NSE All Share - Kenya (KE) - NZSE50FG: New Zealand Stock Market (NZX 50) - New Zealand (NZ) - OMX: Sweden Stock Market (OMX 30) - Sweden (SE) - OSEAX: Norway Stock Market (OSEAX) - Norway (NO) - PCOMP: Philippines Stock Market (PSEi) - Philippines (PH) - PFTS: Ukraine Stock Market (PFTS) - Ukraine (UA) - PSI20: Portugal Stock Market (PSI 20) - Portugal (PT) - PX: Czech Republic Stock Market (SE PX) - Czech Republic (CZ) - RIGSE: Latvia Stock Market (OMX Riga) - Latvia (LV) - RTY: Russell 2000 Index - United States (US) - SASEIDX: Saudi Arabia Stock Market (TASI) - Saudi Arabia (SA) - SASX10: Sarajevo Stock Exchange Index 10 - Bosnia and Herzegovina (BA) - SBITOP: Slovenia Stock Market (SBITOP) - Slovenia (SI) - SEMDEX: Mauritius Stock Market (SEMDEX) - Mauritius (MU) - SENSEX: India SENSEX Stock Market Index - India (IN) - SET50: Thailand Stock Market (SET50) - Thailand (TH) - SHCOMP: China Shanghai Composite Stock Market Index - China (CN) - SHSZ300: CSI 300 - China (CN) - SKSM: Slovakia Stock Market (SAX) - Slovakia (SK) - SMI: Switzerland Stock Market (SMI) - Switzerland (CH) - SOFIX: Bulgaria Stock Market (SOFIX) - Bulgaria (BG) - SPBLPGPT: S&P/BVL Peru General Index TR (PEN) - Peru (PE) - SPTSX: Canada S&P/TSX Toronto Stock Market Index - Canada (CA) - SPX: S&P 500 - United States (US) - SSE50: SHANGHAI 50 - China (CN) - SX5E: EURO STOXX 50 Stock Market Index - Europe - TA125: Israel Stock Market (TA-125) - Israel (IL) - TALSE: Estonia Stock Market (OMX Tallin) - Estonia (EE) - TEDPIX: Iran TEDPIX Stock Market Index - Iran (IR) - TOP40: FTSE/JSE TOP 40 - South Africa (ZA) - TUSISE: Tunisia Stock Market (TUNINDEX) - Tunisia (TN) - TWSE: Taiwan Stock Market (TWSE) - Taiwan (TW) - UKX: UK FTSE 100 Stock Market Index - United Kingdom (GB) - VHINDEX: HNX - Viet Nam (VN) - VILSE: Lithuania Stock Market OMX Vilnius Index - Lithuania (LT) - VIX: CBOE SPX Volatility Index - United States (US) - VNINDEX: Vietnam Ho Chi Minh Stock Index - Viet Nam (VN) - VSTOXX: Euro Stoxx Volatility Index - Europe - VXJ: Nikkei Volatility Index - Japan (JP) - WIG: Warsaw Stock Exchange WIG Index - Poland (PL) - XU100: Turkey Stock Market (XU100) - Turkey (TR) ## Dataset Columns - `symbol`: The symbol of the index. - `date`: The date of the data. - `open`: The opening price of the index. - `high`: The highest price of the index. - `low`: The lowest price of the index. - `close`: The closing price of the index. - `adj_close`: The adjusted closing price of the index. - `volume`: The volume of the index. ## Data Splits The data is split into a training set. ## Dataset Maintenance The dataset is updated on a monthly basis by [Papers With Backtest](https://paperswithbacktest.com).