--- license: odc-by viewer: false language: - en size_categories: - 100M ### \*\*\* Key Points to Note \*\*\* --- **All financial data is sourced from Yahoo!Ⓡ Finance, Nasdaq!Ⓡ, and the U.S. Department of the Treasury via publicly available APIs, and is intended for research and educational purposes.** I will update the data regularly, and you are welcome to follow this project and use the data. Each time the data is updated, I will record the update time in [spec.json](https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/blob/main/spec.json). ### Data Usage Instructions Use [DuckDB](https://shell.duckdb.org/) or [Python API](https://github.com/defeat-beta/defeatbeta-api/) to Access Data All datasets are publicly accessible and stored in Parquet format. --- #### Datasets Overview 1. **stock_profile** - **Source:** `https://finance.yahoo.com/quote/{$symbol}/profile/` - **Description:** Contains company details such as address, industry, and employee count. - **Columns:** | Column Name | Column Type | Description | |-----------------------|-------------|----------------------------| | symbol | VARCHAR | Stock ticker symbol | | address | VARCHAR | Company address | | city | VARCHAR | City | | country | VARCHAR | Country | | phone | VARCHAR | Phone number | | zip | VARCHAR | Zip code | | industry | VARCHAR | Industry type | | sector | VARCHAR | Business sector | | long_business_summary | VARCHAR | Business summary | | full_time_employees | INTEGER | Number of full-time staff | | report_date | VARCHAR | Data reporting date | 2. **stock_officers** - **Source:** `https://finance.yahoo.com/quote/{$symbol}/profile/` - **Description:** Lists company executives, including their pay and title. - **Columns:** | Column Name | Column Type | Description | |--------------|-------------|--------------------------| | symbol | VARCHAR | Stock ticker symbol | | name | VARCHAR | Executive's name | | title | VARCHAR | Executive's job title | | age | INTEGER | Executive's age | | born | INTEGER | Year of birth | | pay | INTEGER | Wage (USD) | | exercised | INTEGER | Stock options exercised | | unexercised | INTEGER | Unexercised stock options| 3. **stock_summary** - **Source:** `https://finance.yahoo.com/quote/${symbol}/key-statistics/` - **Description:** Provides financial metrics such as market cap, P/E ratios, and EPS. - **Columns:** | Column Name | Column Type | Description | |-----------------------|-----------------|---------------------------------| | symbol | VARCHAR | Stock ticker symbol | | market_cap | DECIMAL(38,2) | Market capitalization (USD) | | enterprise_value | DECIMAL(38,2) | Enterprise value (USD) | | shares_outstanding | DECIMAL(38,2) | Number of outstanding shares | | beta | DECIMAL(38,2) | Beta value | | trailing_pe | DECIMAL(38,2) | Trailing price-to-earnings | | forward_pe | DECIMAL(38,2) | Forward price-to-earnings | | tailing_eps | DECIMAL(38,2) | Trailing EPS | | forward_eps | DECIMAL(38,2) | Forward EPS | | enterprise_to_ebitda | DECIMAL(38,2) | EV/EBITDA | | enterprise_to_revenue | DECIMAL(38,2) | EV/Revenue | | peg_ratio | DECIMAL(38,2) | PEG ratio | | currency | VARCHAR | Currency (e.g., USD) | 4. **stock_tailing_eps** - **Source:** `https://ycharts.com/companies/${symbol}/eps_ttm` - **Description:** Provides financial metrics such as Trailing earnings per share (TTM EPS). - **Columns:** | Column Name | Column Type | Description | |--------------|-----------------|--------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | tailing_eps | DECIMAL(38,2) | Trailing EPS | | update_time | VARCHAR | Last update time | 5. **stock_earning_calendar** - **Source:** `https://www.nasdaq.com/market-activity/earnings` - **Description:** Contains information about companies' earnings reports, including their ticker symbols, reporting dates, names, and fiscal quarter end dates. - **Columns:** | Column Name | Column Type | Description | |-----------------------|-------------|----------------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | name | VARCHAR | Company Simple Name | | fiscal_quarter_ending | VARCHAR | Fiscal quarter end date | 6. **stock_revenue_estimates** - **Source:** `https://finance.yahoo.com/quote/${symbol}/analysis/#Revenue Estimate` - **Description:** Contains revenue estimates for publicly traded companies, including analyst consensus estimates, high/low estimates, growth projections, and historical comparisons. The data is sourced from Yahoo Finance and provides insights into market expectations for company revenue performance. - **Columns:** | Column Name | Data Type | Description | |----------------------------------|----------------|-------------| | `symbol` | VARCHAR | Stock ticker symbol of the company | | `report_date` | VARCHAR | Date when the revenue estimate was reported (format may vary) | | `estimate_revenue_growth` | DECIMAL(38,2) | Percentage growth expected in revenue compared to previous period | | `number_of_analysts` | INTEGER | Count of analysts contributing to the estimates | | `estimate_avg_revenue` | DECIMAL(38,2) | Mean revenue estimate from all analysts (in original currency) | | `estimate_high_revenue` | DECIMAL(38,2) | Highest revenue estimate among analysts | | `estimate_low_revenue` | DECIMAL(38,2) | Lowest revenue estimate among analysts | | `year_ago_estimate_avg_revenue` | DECIMAL(38,2) | Average revenue estimate from the same period in the previous year (for comparison) | | `period_type` | VARCHAR | Time period the estimate covers (e.g., "quarterly", "annual") | | `currency` | VARCHAR | Currency in which the revenue amounts are denominated (e.g., "USD") | 7. **stock_earning_estimates** - **Source:** `https://finance.yahoo.com/quote/${symbol}/analysis/#Earnings Estimate` - **Description:** Contains analyst estimates for Earnings Per Share (EPS) of publicly traded companies, including consensus estimates, high/low ranges, growth projections, and historical estimate comparisons. The data tracks how EPS expectations evolve over time (7/30/60/90 days ago comparisons). - **Columns:** | Column Name | Data Type | Description | |--------------------------------------|----------------|-------------| | `symbol` | VARCHAR | Stock ticker symbol (e.g. "AAPL") | | `report_date` | VARCHAR | Date when the EPS estimate was published | | `estimate_eps_growth` | DECIMAL(38,2) | Expected EPS growth percentage (e.g. 0.15 = 15%) | | `number_of_analysts` | INTEGER | Number of analysts contributing to estimates | | `estimate_avg_eps` | DECIMAL(38,2) | Current consensus EPS estimate | | `estimate_high_eps` | DECIMAL(38,2) | Most optimistic analyst EPS estimate | | `estimate_low_eps` | DECIMAL(38,2) | Most conservative analyst EPS estimate | | `seven_days_ago_estimate_avg_eps` | DECIMAL(38,2) | Consensus estimate from 7 days ago | | `thirty_days_ago_estimate_avg_eps` | DECIMAL(38,2) | Consensus estimate from 30 days ago | | `sixty_days_ago_estimate_avg_eps` | DECIMAL(38,2) | Consensus estimate from 60 days ago | | `ninety_days_ago_estimate_avg_eps` | DECIMAL(38,2) | Consensus estimate from 90 days ago | | `year_ago_estimate_avg_eps` | DECIMAL(38,2) | Consensus estimate from same period last year | | `period_type` | VARCHAR | "quarterly" or "annual" EPS estimate | | `currency` | VARCHAR | Currency of EPS values (e.g. "USD") | 8. **stock_historical_eps** - **Source:** `https://finance.yahoo.com/quote/${symbol}/analysis/#Earnings History` - **Description:** Contains details of companies' earnings performance, including their ticker symbols, actual and estimated EPS, surprise percentages, and corresponding fiscal quarters. - **Columns:** | Column Name | Column Type | Description | |-------------------|-------------|--------------------------------------| | symbol | VARCHAR | Stock ticker symbol | | eps_actual | VARCHAR | Actual earnings per share (EPS) | | eps_estimate | VARCHAR | Estimated earnings per share (EPS) | | surprise_percent | VARCHAR | Percentage difference from estimate | | quarter_name | VARCHAR | Fiscal quarter name (e.g., 3Q2023) | | quarter_date | VARCHAR | Fiscal quarter end date | 9. **stock_statement** - **Source:** `https://finance.yahoo.com/quote/${symbol}/financials/` - **Description:** Contains financial statement details of companies, including ticker symbols, reporting dates, specific financial items, their values, and related statement types and periods. - **Columns:** | Column Name | Column Type | Description | |---------------|-----------------|-----------------------------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | item_name | VARCHAR | Name of the financial statement item | | item_value | DECIMAL(38,2) | Value of the financial statement item | | finance_type | VARCHAR | Type of financial statement (e.g., balance_sheet, income_statement, cash_flow) | | period_type | VARCHAR | Reporting period type (e. g., annual, quarterly) | 10. **stock_prices** - **Source:** `https://finance.yahoo.com/quote/${symbol}/chart` - **Description:** Contains historical stock market data, including ticker symbols, reporting dates, and key trading metrics such as open, close, high, low prices, and trading volume. - **Columns:** | Column Name | Column Type | Description | |---------------|-----------------|-----------------------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Trading date | | open | DECIMAL(38,2) | Opening price of the stock | | close | DECIMAL(38,2) | Closing price of the stock | | high | DECIMAL(38,2) | Highest price | | low | DECIMAL(38,2) | Lowest price | | volume | BIGINT | Number of shares traded | 11. **stock_dividend_events** - **Source:** `https://finance.yahoo.com/quote/${symbol}/chart` - **Description:** Contains dividend data, including stock tickers, reporting dates, and dividend values. - **Columns:** | Column Name | Column Type | Description | |---------------|-----------------|-----------------------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | amount | DECIMAL(38,2) | Financial amount (e.g., dividend, interest) | 12. **stock_split_events** - **Source:** `https://finance.yahoo.com/quote/${symbol}/chart` - **Description:** Contains data about stock splits, including the stock ticker, reporting date, and the split factor. - **Columns:** | Column Name | Column Type | Description | |---------------|---------------|----------------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | split_factor | VARCHAR | The factor by which shares are split | 13. **exchange_rate** - **Source:** `https://finance.yahoo.com/quote/${symbol}/chart` - **Description:** Contains currency exchange data for a report date, including opening, closing, highest, and lowest prices. - **Columns:** | Column Name | Column Type | Description | |---------------|---------------|----------------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | open | DECIMAL(38,2) | Opening price | | close | DECIMAL(38,2) | Closing price | | high | DECIMAL(38,2) | Highest price during the day | | low | DECIMAL(38,2) | Lowest price during the day | 14. **daily_treasury_yield** - **Source:** `https://home.treasury.gov/` - **Description:** Contains data related to daily treasury yield values for different time periods (monthly and yearly). - **Columns:** | Column Name | Column Type | Description | |---------------|---------------|------------------------------------| | report_date | VARCHAR | Reporting date | | bc1_month | DECIMAL(38,2) | Treasury yield for 1 month | | bc2_month | DECIMAL(38,2) | Treasury yield for 2 months | | bc3_month | DECIMAL(38,2) | Treasury yield for 3 months | | bc6_month | DECIMAL(38,2) | Treasury yield for 6 months | | bc1_year | DECIMAL(38,2) | Treasury yield for 1 year | | bc2_year | DECIMAL(38,2) | Treasury yield for 2 years | | bc3_year | DECIMAL(38,2) | Treasury yield for 3 years | | bc5_year | DECIMAL(38,2) | Treasury yield for 5 years | | bc7_year | DECIMAL(38,2) | Treasury yield for 7 years | | bc10_year | DECIMAL(38,2) | Treasury yield for 10 years | | bc30_year | DECIMAL(38,2) | Treasury yield for 30 years | 15. **stock_earning_call_transcripts** - **Source:** Public available APIs - **Description:** Contains verbatim transcripts of quarterly earnings calls for publicly traded companies, including speaker information and content segmentation. - **Columns:** | Column Name | Data Type | Description | |-----------------|---------------------------------------------------------------|-----------------------------------------------------------------------------| | symbol | VARCHAR | The stock ticker symbol of the company | | fiscal_year | INTEGER | The fiscal year of the earnings call | | fiscal_quarter | INTEGER | The fiscal quarter (1-4) of the earnings call | | report_date | VARCHAR | The date when the earnings call was reported (format may vary) | | transcripts | STRUCT[] | Array of structured transcript segments: `paragraph_number`: Sequential numbering of transcript paragraphs, `speaker`: Name and/or title of the speaker,`content`: The actual spoken content/text | | transcripts_id | INTEGER | Unique identifier for the transcript record | 16. **stock_news** - **Source:** `https://news.yahoo.com/` - **Description:** Stores information about financial research reports or news articles, including metadata and content details - **Columns:** | Column Name | Data Type | Description | |-----------------|---------------------------------------------------------------|-----------------------------------------------------------------------------| | uuid | VARCHAR | Unique identifier for the report/article (nullable) | | related_symbols | VARCHAR[] | Array of stock symbols or financial instruments related to the content | | title | VARCHAR | Title of the report/article (nullable) | | publisher | VARCHAR | Organization or entity that published the report (nullable) | | report_date | VARCHAR | Date when the report was published (stored as string, nullable) | | type | VARCHAR | Classification or category of the report/article (nullable) | | link | VARCHAR | URL or reference link to the original content (nullable) | | news | STRUCT[] | Array of structured paragraphs containing content with numbering, highlights, and text (nullable) | 17. **stock_revenue_breakdown** - **Source:** - `https://stockanalysis.com/stocks/${symbol}/metrics/revenue-by-segment/` - `https://stockanalysis.com/stocks/${symbol}/metrics/revenue-by-product-group/` - `https://stockanalysis.com/stocks/${symbol}/metrics/revenue-by-geography/` - **Description:** Stores information about revenue by segment and revenue by geography - **Columns:** | Column Name | Data Type | Description | |----------------|---------------|--------------------------------------------------------------------------| | symbol | VARCHAR | The stock symbol or company identifier | | breakdown_type | VARCHAR | Type of financial breakdown (e.g., segment, geography, product) | | report_date | VARCHAR | Date when the financial report was issued (format may vary) | | item_name | VARCHAR | Name of the specific financial line item being reported | | item_value | DECIMAL(38,2) | Numerical value of the financial item, with 2 decimal places precision | 18. **stock_shares_outstanding** - **Source:** `https://ycharts.com/companies/${symbol}/shares_outstanding` - **Description:** Provides Shares Outstanding. - **Columns:** | Column Name | Column Type | Description | |--------------|-----------------|--------------------------| | symbol | VARCHAR | Stock ticker symbol | | report_date | VARCHAR | Reporting date | | shares_outstanding | Long | Shares Outstanding | #### Querying Datasets Use the following SQL queries in [DuckDB](https://shell.duckdb.org/) to retrieve data for a specific stock (e.g., `TSLA`): 1. **stock_profile** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_profile.parquet' WHERE symbol='TSLA'; ``` 2. **stock_officers** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_officers.parquet' WHERE symbol='TSLA'; ``` 3. **stock_summary** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_summary.parquet' WHERE symbol='TSLA'; ``` 4. **stock_tailing_eps** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_tailing_eps.parquet' WHERE symbol='TSLA'; ``` 5. **stock_earning_calendar** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_earning_calendar.parquet' WHERE symbol='TSLA'; ``` 6. **stock_revenue_estimates** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_revenue_estimates.parquet' WHERE symbol='TSLA'; ``` 7. **stock_earning_estimates** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_earning_estimates.parquet' WHERE symbol='TSLA'; ``` 8. **stock_historical_eps** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_historical_eps.parquet' WHERE symbol='TSLA'; ``` 9. **stock_statement** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_statement.parquet' WHERE symbol='TSLA' and finance_type='income_statement' ``` 10. **stock_prices** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_prices.parquet' WHERE symbol='TSLA' ``` 11. **stock_dividend_events** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_dividend_events.parquet' WHERE symbol='TSLA' ``` 12. **stock_split_events** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_split_events.parquet' WHERE symbol='TSLA' ``` 13. **exchange_rate** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/exchange_rate.parquet' WHERE symbol='EUR=X' ``` 14. **daily_treasury_yield** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/daily_treasury_yield.parquet' ``` 15. **stock_earning_call_transcripts** ```sql SELECT symbol, fiscal_year, fiscal_quarter, report_date, unnest(transcripts).paragraph_number, unnest(transcripts).speaker, unnest(transcripts).content FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_earning_call_transcripts.parquet' WHERE symbol='TSLA' AND fiscal_year=2024 AND fiscal_quarter=4; ``` 16. **stock_news** ```sql SELECT related_symbols, uuid, title, publisher, report_date, type, link, unnest(news).paragraph_number, unnest(news).highlight, unnest(news).paragraph FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_news.parquet' WHERE uuid='00094540-141e-3893-a5ca-beb26abc150f'; ``` 17. **stock_revenue_breakdown** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_revenue_breakdown.parquet' WHERE symbol='TSLA'; ``` 18. **stock_shares_outstanding** ```sql SELECT * FROM 'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/data/stock_shares_outstanding.parquet' WHERE symbol='TSLA'; ```