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Datasets:
Pinxitu
/
SP500_5m

Modalities:
Tabular
Text
Formats:
csv
Size:
100K<n<1M
Tags:
Libraries:
Datasets
pandas
Croissant
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27
27
open
float64
1.99k
5.45k
high
float64
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5.45k
low
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276k
market
stringclasses
1 value
sma14
float64
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sma20
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rsi
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bbUpper
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bbMiddle
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macdDefault
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stochD
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stochK
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adx
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returns
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0.38
0.02
0.03
-0.01
42.14
44.44
21.63
-0.000119
179.36
2014-06-17T06:25:00.0000000
2,093.75
2,094
2,093.75
2,093.75
45
ES
2,093.71
2,093.8
2,093.81
49.79
2,094.5
2,093.81
2,093.13
0.37
0.01
0.02
-0.01
40.95
33.33
21.82
0
175
2014-06-17T06:30:00.0000000
2,093.75
2,093.75
2,093.5
2,093.5
246
ES
2,093.66
2,093.75
2,093.79
46.21
2,094.48
2,093.79
2,093.09
0.36
-0.01
0.02
-0.03
37.38
0
21.05
-0.000119
173.86
2014-06-17T06:35:00.0000000
2,093.5
2,093.5
2,093.5
2,093.5
8
ES
2,093.63
2,093.7
2,093.78
46.21
2,094.48
2,093.78
2,093.07
0.34
-0.03
0.01
-0.04
35
0
20.34
0
168.21
2014-06-17T06:40:00.0000000
2,093.5
2,094.25
2,093.5
2,094
183
ES
2,093.64
2,093.7
2,093.76
53.91
2,094.44
2,093.76
2,093.08
0.37
0
0
-0.01
35.4
22.22
21.4
0.000239
169.5
2014-06-17T06:45:00.0000000
2,094
2,094
2,094
2,094
32
ES
2,093.71
2,093.75
2,093.76
53.91
2,094.44
2,093.76
2,093.08
0.34
0.02
0.01
0.01
38.57
44.44
22.39
0
101.43
2014-06-17T06:50:00.0000000
2,094
2,094.5
2,094
2,094.5
426
ES
2,093.8
2,093.9
2,093.79
60.47
2,094.53
2,093.79
2,093.04
0.35
0.07
0.02
0.05
43.65
77.78
24.11
0.000239
114.57
2014-06-17T06:55:00.0000000
2,094.5
2,094.5
2,094.25
2,094.5
13
ES
2,093.89
2,094.1
2,093.8
60.47
2,094.58
2,093.8
2,093.02
0.34
0.12
0.04
0.08
49.05
88.89
25.71
0
109
2014-06-17T07:00:00.0000000
2,094.25
2,094.5
2,094.25
2,094.5
58
ES
2,093.95
2,094.3
2,093.81
60.47
2,094.63
2,093.81
2,092.99
0.34
0.15
0.06
0.09
52.86
100
27.19
0
98.14
2014-06-17T07:05:00.0000000
2,094.5
2,094.75
2,094.5
2,094.5
239
ES
2,094.02
2,094.4
2,093.84
60.47
2,094.71
2,093.84
2,092.97
0.33
0.17
0.08
0.09
54.37
83.33
28.95
0
109.71
2014-06-17T07:10:00.0000000
2,094.25
2,094.5
2,094
2,094.25
240
ES
2,094.02
2,094.45
2,093.86
55.18
2,094.75
2,093.86
2,092.98
0.34
0.17
0.1
0.07
52.38
61.11
28.69
-0.000119
114.36
2014-06-17T07:15:00.0000000
2,094.25
2,094.25
2,094
2,094.25
69
ES
2,094.05
2,094.4
2,093.93
55.18
2,094.73
2,093.93
2,093.12
0.34
0.16
0.11
0.05
50.4
38.89
28.44
0
114.29
2014-06-17T07:20:00.0000000
2,094
2,094.25
2,094
2,094.25
232
ES
2,094.09
2,094.35
2,093.98
55.18
2,094.73
2,093.98
2,093.22
0.33
0.16
0.12
0.04
49.21
38.89
28.22
0
130.79
2014-06-17T07:25:00.0000000
2,094.5
2,094.5
2,094
2,094
26
ES
2,094.09
2,094.25
2,094.01
49.76
2,094.69
2,094.01
2,093.33
0.34
0.13
0.12
0.01
47.22
27.78
28.54
-0.000119
131.57
2014-06-17T07:30:00.0000000
2,094
2,094.25
2,094
2,094.25
72
ES
2,094.13
2,094.2
2,094.04
54.57
2,094.71
2,094.04
2,093.36
0.34
0.13
0.12
0
46.43
33.33
28.83
0.000119
134.93
2014-06-17T07:35:00.0000000
2,094
2,094
2,093.75
2,093.75
104
ES
2,094.13
2,094.1
2,094.05
45.24
2,094.69
2,094.05
2,093.41
0.35
0.09
0.12
-0.03
45.24
16.67
28.13
-0.000239
139.14
2014-06-17T07:40:00.0000000
2,093.75
2,094.25
2,093.75
2,093.75
300
ES
2,094.14
2,094
2,094.03
45.24
2,094.68
2,094.03
2,093.38
0.36
0.05
0.1
-0.05
46.43
16.67
28.06
0
143
2014-06-17T07:45:00.0000000
2,093.75
2,094
2,093.75
2,094
28
ES
2,094.18
2,093.95
2,094.04
50.18
2,094.68
2,094.04
2,093.4
0.35
0.04
0.09
-0.05
47.62
16.67
27.99
0.000119
144.43
2014-06-17T07:50:00.0000000
2,093.75
2,093.75
2,093.75
2,093.75
2
ES
2,094.16
2,093.9
2,094.04
45.73
2,094.68
2,094.04
2,093.4
0.34
0.02
0.08
-0.06
47.22
16.67
27.93
-0.000119
131.5
2014-06-17T07:55:00.0000000
2,093.75
2,094
2,093.5
2,093.5
63
ES
2,094.13
2,093.75
2,094.01
41.75
2,094.69
2,094.01
2,093.33
0.35
-0.02
0.06
-0.08
45.24
16.67
27.87
-0.000119
133.71
2014-06-17T08:00:00.0000000
2,093.75
2,093.75
2,093.25
2,093.5
246
ES
2,094.05
2,093.7
2,094
41.75
2,094.71
2,094
2,093.29
0.37
-0.05
0.03
-0.09
40.48
11.11
26.75
0
120.86
2014-06-17T08:05:00.0000000
2,093.5
2,093.75
2,093.25
2,093.5
492
ES
2,093.98
2,093.65
2,093.99
41.75
2,094.72
2,093.99
2,093.25
0.37
-0.08
0.01
-0.09
35.71
22.22
25.7
0
155.07
2014-06-17T08:10:00.0000000
2,093.5
2,094.25
2,093.5
2,094
488
ES
2,093.95
2,093.65
2,094.01
52.16
2,094.71
2,094.01
2,093.31
0.4
-0.06
0
-0.06
31.94
47.22
26.08
0.000239
185.79
2014-06-17T08:15:00.0000000
2,094
2,094
2,093.75
2,093.75
220
ES
2,093.89
2,093.65
2,094.03
47.58
2,094.69
2,094.03
2,093.36
0.39
-0.06
-0.01
-0.05
29.76
52.78
26.43
-0.000119
184.43
2014-06-17T08:20:00.0000000
2,093.75
2,094
2,093.5
2,093.5
201
ES
2,093.84
2,093.65
2,094
43.47
2,094.71
2,094
2,093.29
0.4
-0.08
-0.03
-0.05
28.37
41.67
25.72
-0.000119
181.64
2014-06-17T08:25:00.0000000
2,093.5
2,093.75
2,093.5
2,093.75
128
ES
2,093.8
2,093.7
2,093.99
48.28
2,094.7
2,093.99
2,093.27
0.39
-0.08
-0.04
-0.04
27.98
33.33
25.06
0.000119
185.86
2014-06-17T08:30:00.0000000
2,093.75
2,093.75
2,093.5
2,093.75
29
ES
2,093.77
2,093.75
2,093.95
48.28
2,094.63
2,093.95
2,093.27
0.38
-0.07
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-0.03
27.58
33.33
24.45
0
171.36
2014-06-17T08:35:00.0000000
2,093.75
2,094
2,093.5
2,093.75
438
ES
2,093.75
2,093.7
2,093.91
48.28
2,094.55
2,093.91
2,093.27
0.39
-0.07
-0.05
-0.02
29.17
50
24.61
0
200.79
2014-06-17T08:40:00.0000000
2,093.75
2,094
2,093.5
2,094
237
ES
2,093.73
2,093.75
2,093.89
53.25
2,094.47
2,093.89
2,093.31
0.39
-0.04
-0.05
0
31.55
66.67
24.75
0.000119
212.57
2014-06-17T08:45:00.0000000
2,093.75
2,094
2,093.5
2,093.75
121
ES
2,093.73
2,093.8
2,093.85
48.26
2,094.36
2,093.85
2,093.34
0.4
-0.04
-0.05
0
35.12
66.67
24.89
-0.000119
213.79
2014-06-17T08:50:00.0000000
2,093.75
2,094
2,093.5
2,094
493
ES
2,093.75
2,093.85
2,093.84
53
2,094.32
2,093.84
2,093.36
0.41
-0.02
-0.04
0.02
39.88
83.33
25.01
0.000119
227.57
2014-06-17T08:55:00.0000000
2,093.75
2,094
2,093.25
2,093.5
304
ES
2,093.71
2,093.8
2,093.8
44.26
2,094.26
2,093.8
2,093.34
0.43
-0.05
-0.04
0
43.06
61.11
23.86
-0.000239
247.29
2014-06-17T09:00:00.0000000
2,093.5
2,093.75
2,093.25
2,093.25
185
ES
2,093.68
2,093.7
2,093.75
40.65
2,094.22
2,093.75
2,093.28
0.44
-0.09
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-0.03
45.04
44.44
22.79
-0.000119
260.36
2014-06-17T09:05:00.0000000
2,093.25
2,093.5
2,093
2,093.25
1,281
ES
2,093.66
2,093.55
2,093.71
40.65
2,094.22
2,093.71
2,093.21
0.44
-0.12
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45.24
19.44
21.62
0
347.36
2014-06-17T09:10:00.0000000
2,093.25
2,094.75
2,093
2,094.75
1,864
ES
2,093.75
2,093.75
2,093.74
62.14
2,094.38
2,093.74
2,093.1
0.54
-0.02
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0.04
47.42
41.67
22.88
0.000717
462.93
2014-06-17T09:15:00.0000000
2,095
2,096
2,094.5
2,096
8,669
ES
2,093.93
2,094.15
2,093.85
71.42
2,095.03
2,093.85
2,092.67
0.61
0.16
-0.01
0.17
51.19
75
25.43
0.000597
1,047
2014-06-17T09:20:00.0000000
2,096
2,096.75
2,095.75
2,096
3,967
ES
2,094.07
2,094.65
2,093.96
71.42
2,095.46
2,093.96
2,092.46
0.63
0.3
0.05
0.25
54.48
93.33
28.29
0
1,295.5
2014-06-17T09:25:00.0000000
2,096
2,096.25
2,095.5
2,096
1,813
ES
2,094.23
2,095.2
2,094.06
71.42
2,095.81
2,094.06
2,092.32
0.64
0.4
0.12
0.28
56.59
82.22
30.28
0
1,409.29
2014-06-17T09:30:00.0000000
2,095.75
2,096.25
2,095.5
2,096
1,481
ES
2,094.41
2,095.75
2,094.18
71.42
2,096.11
2,094.18
2,092.24
0.65
0.48
0.19
0.29
58.06
62.22
32.12
0
1,500.71
2014-06-17T09:35:00.0000000
2,096.25
2,096.75
2,096
2,096.25
1,981
ES
2,094.59
2,096.05
2,094.31
73.19
2,096.42
2,094.31
2,092.21
0.66
0.55
0.26
0.29
59.64
55.56
34.2
0.000119
1,633.07
2014-06-17T09:40:00.0000000
2,096.5
2,096.5
2,095.75
2,096
874
ES
2,094.75
2,096.05
2,094.44
68.62
2,096.63
2,094.44
2,092.25
0.66
0.58
0.33
0.26
60.6
46.67
35.44
-0.000119
1,693.43
2014-06-17T09:45:00.0000000
2,096
2,096.5
2,095.75
2,096.5
1,679
ES
2,094.95
2,096.15
2,094.59
72.34
2,096.91
2,094.59
2,092.27
0.67
0.64
0.39
0.25
61.19
58.33
36.6
0.000239
1,782.07
2014-06-17T09:50:00.0000000
2,096.5
2,097
2,096
2,096.5
1,342
ES
2,095.13
2,096.25
2,094.71
72.34
2,097.16
2,094.71
2,092.27
0.69
0.68
0.45
0.23
60.6
58.33
38.09
0
1,861
2014-06-17T09:55:00.0000000
2,096.5
2,096.75
2,095.75
2,096
1,930
ES
2,095.29
2,096.25
2,094.83
63.59
2,097.29
2,094.83
2,092.36
0.71
0.66
0.49
0.17
59.52
51.67
38.79
-0.000238
1,990.21
2014-06-17T10:00:00.0000000
2,096.25
2,096.25
2,095.75
2,095.75
1,068
ES
2,095.41
2,096.15
2,094.94
59.7
2,097.36
2,094.94
2,092.52
0.7
0.62
0.52
0.1
55.48
26.67
39.44
-0.000119
2,031.29
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