stock_symbol
string | company_name
string | sector
string | date
timestamp[ns] | movement_percent
float64 | open
float64 | high
float64 | low
float64 | close
float64 | volume
float64 | num_tweets
int64 | tweets
list | label
int64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSCO
|
Cisco Systems Inc.
|
Technology
| 2012-09-05T00:00:00
| -0.005263
| 0.172672
| 0.180078
| 0.164648
| -0.085274
| 30,580,300
| 0
|
[] | 0
|
BCH
|
Banco de Chile
|
Financial
| 2012-09-05T00:00:00
| -0.000599
| 0.259744
| 0.268201
| 0.253702
| -0.037166
| 17,300
| 0
|
[] | 0
|
BBL
|
BHP Billiton plc
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.002466
| 0.207716
| 0.211765
| 0.196847
| -0.115692
| 724,900
| 0
|
[] | 0
|
VZ
|
Verizon Communications Inc.
|
Technology
| 2012-09-05T00:00:00
| 0.002288
| 0.250715
| 0.267914
| 0.250428
| 0.079815
| 14,183,800
| 0
|
[] | 1
|
PEP
|
Pepsico Inc.
|
Consumer Goods
| 2012-09-05T00:00:00
| -0.005588
| 0.151444
| 0.15529
| 0.143591
| -0.348667
| 5,277,300
| 0
|
[] | 0
|
PICO
|
PICO Holdings Inc.
|
Conglomerates
| 2012-09-05T00:00:00
| 0.001815
| 0.004537
| 0.013158
| -0.005445
| 0.039999
| 65,000
| 0
|
[] | 1
|
BA
|
The Boeing Company
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.014816
| 0.146299
| 0.157059
| 0.141964
| 0.922566
| 4,946,900
| 0
|
[] | 1
|
SPLP
|
Steel Partners Holdings
|
Conglomerates
| 2012-09-05T00:00:00
| 0.000911
| 0.009734
| 0.010654
| 0.006975
| 0.009904
| 22,600
| 0
|
[] | 1
|
HD
|
The Home Depot
|
Services
| 2012-09-05T00:00:00
| -0.004402
| 0.114402
| 0.121248
| 0.102665
| -0.225048
| 6,068,500
| 0
|
[] | 0
|
UN
|
Unilever N.V.
|
Consumer Goods
| 2012-09-05T00:00:00
| 0.000573
| 0.189299
| 0.189299
| 0.178819
| 0.016943
| 1,213,200
| 0
|
[] | 1
|
HON
|
Honeywell International Inc.
|
Industrial Goods
| 2012-09-05T00:00:00
| -0.002608
| 0.110907
| 0.116703
| 0.10569
| -0.13427
| 2,294,200
| 0
|
[] | 0
|
TSM
|
Taiwan Semiconductor Manufacturing Company Limited
|
Technology
| 2012-09-05T00:00:00
| -0.013908
| 0.152908
| 0.159371
| 0.143213
| -0.172147
| 9,397,900
| 0
|
[] | 0
|
REX
|
REX American Resources
|
Conglomerates
| 2012-09-05T00:00:00
| -0.003386
| 0.002257
| 0.032731
| -0.007336
| -0.059999
| 34,500
| 0
|
[] | 0
|
SLB
|
Schlumberger Limited
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.00238
| 0.119246
| 0.131487
| 0.109045
| -0.151672
| 6,499,000
| 0
|
[] | 0
|
DIS
|
The Walt Disney
|
Services
| 2012-09-05T00:00:00
| 0.022755
| 0.087928
| 0.111795
| 0.086843
| 1.048713
| 16,689,300
| 0
|
[] | 1
|
SNY
|
Sanofi
|
Healthcare
| 2012-09-05T00:00:00
| 0.004904
| 0.203633
| 0.20685
| 0.196323
| 0.167705
| 1,477,400
| 0
|
[] | 1
|
UTX
|
United Technologies Corporation
|
Industrial Goods
| 2012-09-05T00:00:00
| -0.004085
| 0.124671
| 0.124671
| 0.112752
| -0.284439
| 5,563,500
| 0
|
[] | 0
|
UL
|
Unilever PLC
|
Consumer Goods
| 2012-09-05T00:00:00
| 0.000834
| 0.186298
| 0.186298
| 0.176159
| 0.025498
| 1,016,500
| 0
|
[] | 1
|
MMM
|
3M Company
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.000764
| 0.134336
| 0.135199
| 0.12434
| 0.061874
| 2,985,500
| 0
|
[] | 1
|
CODI
|
Compass Diversified Holdings
|
Conglomerates
| 2012-09-05T00:00:00
| -0.00882
| 0.51418
| 0.526557
| 0.500771
| -0.085507
| 80,400
| 0
|
[] | 0
|
XOM
|
Exxon Mobil Corporation
|
Basic Matierials
| 2012-09-05T00:00:00
| 0.002411
| 0.176215
| 0.177962
| 0.170033
| 0.179367
| 10,113,100
| 0
|
[] | 1
|
TM
|
Toyota Motor Corporation
|
Consumer Goods
| 2012-09-05T00:00:00
| -0.003683
| 0.118903
| 0.125924
| 0.117757
| -0.257073
| 467,800
| 0
|
[] | 0
|
AMZN
|
Amazon.com Inc.
|
Services
| 2012-09-05T00:00:00
| -0.006697
| -0.001089
| 0.002945
| -0.010408
| -1.660004
| 2,652,600
| 0
|
[] | 0
|
C
|
Citigroup Inc.
|
Financial
| 2012-09-05T00:00:00
| 0.002357
| 0.025186
| 0.032085
| 0.021047
| 0.068329
| 18,163,900
| 0
|
[] | 1
|
BAC
|
Bank of America
|
Financial
| 2012-09-05T00:00:00
| -0.005006
| 0.051628
| 0.055577
| 0.043731
| -0.038037
| 55,769,500
| 0
|
[] | 0
|
HSBC
|
HSBC Holdings plc
|
Financial
| 2012-09-05T00:00:00
| -0.00554
| 0.312544
| 0.31773
| 0.307054
| -0.181625
| 1,502,700
| 0
|
[] | 0
|
KO
|
The Coca-Cola Company
|
Consumer Goods
| 2012-09-05T00:00:00
| 0.00617
| 0.168018
| 0.176146
| 0.160202
| 0.197346
| 20,839,200
| 0
|
[] | 1
|
PG
|
The Procter & Gamble
|
Consumer Goods
| 2012-09-05T00:00:00
| -0.001632
| 0.167616
| 0.173349
| 0.167616
| -0.093937
| 7,741,100
| 0
|
[] | 0
|
INTC
|
Intel Corporation
|
Technology
| 2012-09-05T00:00:00
| -0.001229
| 0.178065
| 0.196412
| 0.167926
| -0.025448
| 38,595,800
| 0
|
[] | 0
|
WFC
|
Wells Fargo & Co.
|
Financial
| 2012-09-05T00:00:00
| -0.001479
| 0.153984
| 0.159781
| 0.150574
| -0.043381
| 16,121,100
| 0
|
[] | 0
|
MA
|
Mastercard Incorporated
|
Financial
| 2012-09-05T00:00:00
| -0.005372
| 0.030517
| 0.034114
| 0.021815
| -0.221016
| 5,526,000
| 0
|
[] | 0
|
WMT
|
Wal-Mart Stores Inc.
|
Services
| 2012-09-05T00:00:00
| 0.000544
| 0.145235
| 0.146631
| 0.137638
| 0.035095
| 7,964,100
| 0
|
[] | 1
|
PM
|
Philip Morris International
|
Consumer Goods
| 2012-09-05T00:00:00
| -0.006025
| 0.228016
| 0.232955
| 0.220883
| -0.439186
| 3,766,600
| 0
|
[] | 0
|
JPM
|
JPMorgan Chase & Co.
|
Financial
| 2012-09-05T00:00:00
| 0.002702
| 0.145626
| 0.152114
| 0.1413
| 0.087464
| 13,537,500
| 0
|
[] | 1
|
GE
|
General Electric Company
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.006826
| 0.180916
| 0.193558
| 0.178617
| 0.118784
| 33,033,500
| 0
|
[] | 1
|
BRK-A
|
Berkshire Hathaway Inc.
|
Financial
| 2012-09-05T00:00:00
| 0.011807
| 0.000285
| 0.013629
| 0.000285
| 1,491
| 68,700
| 0
|
[] | 1
|
AAPL
|
Apple Inc.
|
Consumer Goods
| 2012-09-05T00:00:00
| -0.007022
| 0.107768
| 0.109047
| 0.097979
| -0.611802
| 84,093,800
| 0
|
[] | 0
|
CMCSA
|
Comcast Corporation
|
Services
| 2012-09-05T00:00:00
| 0.005369
| 0.088066
| 0.096838
| 0.085792
| 0.08262
| 25,761,000
| 0
|
[] | 1
|
CELG
|
Celgene Corporation
|
Healthcare
| 2012-09-05T00:00:00
| -0.015402
| -0.003053
| -0.000971
| -0.019564
| -0.555
| 4,681,800
| 0
|
[] | 0
|
BSAC
|
Banco Santander-Chile
|
Financial
| 2012-09-05T00:00:00
| 0.001361
| 0.25744
| 0.267053
| 0.252633
| 0.030491
| 225,900
| 0
|
[] | 1
|
V
|
Visa Inc.
|
Financial
| 2012-09-05T00:00:00
| -0.007081
| 0.106028
| 0.10723
| 0.089634
| -0.206234
| 12,698,800
| 0
|
[] | 0
|
LMT
|
Lockheed Martin Corporation
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.011046
| 0.177417
| 0.192258
| 0.176115
| 0.848472
| 1,401,900
| 0
|
[] | 1
|
RDS-B
|
Royal Dutch Shell
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.004455
| 0.346071
| 0.346633
| 0.338391
| -0.237831
| 317,800
| 0
|
[] | 0
|
ABB
|
ABB Ltd
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.00464
| 0.190095
| 0.201844
| 0.185949
| 0.067143
| 3,186,600
| 0
|
[] | 1
|
PTR
|
PetroChina Company Limited
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.006363
| 0.136669
| 0.136669
| 0.120869
| -0.660546
| 162,600
| 0
|
[] | 0
|
NGG
|
National Grid plc
|
Utilities
| 2012-09-05T00:00:00
| 0.00529
| 0.273608
| 0.275691
| 0.269441
| 0.249485
| 283,100
| 0
|
[] | 1
|
GOOG
|
Alphabet Inc.
|
Technology
| 2012-09-05T00:00:00
| -0.00047
| -0.001527
| 0.008017
| -0.00279
| -0.159393
| 3,429,100
| 0
|
[] | 0
|
TOT
|
TOTAL S.A.
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.003021
| 0.318138
| 0.323996
| 0.310149
| -0.113464
| 3,099,400
| 0
|
[] | 0
|
UNH
|
UnitedHealth Group Incorporated
|
Healthcare
| 2012-09-05T00:00:00
| -0.005132
| 0.08842
| 0.092198
| 0.077286
| -0.258106
| 4,166,100
| 0
|
[] | 0
|
SO
|
The Southern Company
|
Utilities
| 2012-09-05T00:00:00
| -0.002199
| 0.262352
| 0.263183
| 0.25543
| -0.07943
| 2,713,000
| 0
|
[] | 0
|
D
|
Dominion Energy Inc.
|
Utilities
| 2012-09-05T00:00:00
| -0.000191
| 0.20814
| 0.212502
| 0.203089
| -0.008301
| 1,524,000
| 0
|
[] | 0
|
PCLN
|
The Priceline Group
|
Services
| 2012-09-05T00:00:00
| -0.002865
| 0.001022
| 0.008092
| -0.004088
| -1.710022
| 480,800
| 0
|
[] | 0
|
T
|
AT&T Inc.
|
Technology
| 2012-09-05T00:00:00
| 0.00326
| 0.290911
| 0.299335
| 0.288104
| 0.092886
| 22,805,800
| 0
|
[] | 1
|
MSFT
|
Microsoft Corporation
|
Technology
| 2012-09-05T00:00:00
| 0
| 0.139286
| 0.150973
| 0.138909
| 0
| 33,650,000
| 0
|
[] | 0
|
MRK
|
Merck & Co.
|
Healthcare
| 2012-09-05T00:00:00
| 0.004393
| 0.18317
| 0.186987
| 0.174716
| 0.161106
| 8,334,800
| 0
|
[] | 1
|
FB
|
Facebook Inc.
|
Technology
| 2012-09-05T00:00:00
| 0.047941
| 0.030457
| 0.05753
| 0.025381
| 0.85
| 60,781,800
| 0
|
[] | 1
|
DUK
|
Duke Energy Corporation
|
Utilities
| 2012-09-05T00:00:00
| -0.005246
| 0.240597
| 0.24347
| 0.23351
| -0.273887
| 2,973,900
| 0
|
[] | 0
|
CVX
|
Chevron Corporation
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.004046
| 0.217708
| 0.219126
| 0.206687
| -0.370827
| 4,441,200
| 0
|
[] | 0
|
NEE
|
NextEra Energy Inc.
|
Utilities
| 2012-09-05T00:00:00
| -0.000595
| 0.166672
| 0.170837
| 0.165109
| -0.034302
| 1,371,800
| 0
|
[] | 0
|
AMGN
|
Amgen Inc.
|
Healthcare
| 2012-09-05T00:00:00
| -0.002965
| 0.115227
| 0.119853
| 0.109676
| -0.224319
| 4,264,200
| 0
|
[] | 0
|
AEP
|
American Electric Power Inc.
|
Utilities
| 2012-09-05T00:00:00
| -0.004404
| 0.215513
| 0.215513
| 0.203456
| -0.157074
| 1,588,400
| 0
|
[] | 0
|
SNP
|
China Petroleum & Corporation
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.012104
| 0.208793
| 0.211235
| 0.200384
| -0.686435
| 134,000
| 0
|
[] | 0
|
NVS
|
Novartis AG
|
Healthcare
| 2012-09-05T00:00:00
| 0.009739
| 0.202064
| 0.20653
| 0.195772
| 0.479771
| 1,729,200
| 0
|
[] | 1
|
MDT
|
Medtronic plc
|
Healthcare
| 2012-09-05T00:00:00
| -0.008736
| 0.109188
| 0.111608
| 0.09494
| -0.324967
| 4,906,200
| 0
|
[] | 0
|
MO
|
Altria Group Inc.
|
Consumer Goods
| 2012-09-05T00:00:00
| -0.004361
| 0.241757
| 0.248265
| 0.237058
| -0.120623
| 9,460,900
| 0
|
[] | 0
|
IEP
|
Icahn Enterprises L.P.
|
Conglomerates
| 2012-09-05T00:00:00
| 0.008774
| 0.464645
| 0.475575
| 0.440963
| 0.239407
| 1,800
| 0
|
[] | 1
|
MCD
|
McDonald's Corporation
|
Services
| 2012-09-05T00:00:00
| 0.000112
| 0.175346
| 0.177451
| 0.169423
| 0.008544
| 3,597,800
| 0
|
[] | 1
|
PPL
|
PPL Corporation
|
Utilities
| 2012-09-05T00:00:00
| 0.001013
| 0.259676
| 0.264343
| 0.251615
| 0.022242
| 6,460,300
| 0
|
[] | 1
|
CAT
|
Caterpillar Inc.
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.001089
| 0.171892
| 0.178702
| 0.160258
| 0.076759
| 6,234,700
| 0
|
[] | 1
|
ORCL
|
Oracle Corporation
|
Technology
| 2012-09-05T00:00:00
| 0.015838
| 0.073474
| 0.089076
| 0.072117
| 0.466961
| 22,994,600
| 0
|
[] | 1
|
JNJ
|
Johnson & Johnson
|
Healthcare
| 2012-09-05T00:00:00
| 0.000149
| 0.156465
| 0.163838
| 0.15132
| 0.008679
| 9,266,000
| 0
|
[] | 1
|
BHP
|
BHP Billiton Limited
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.005483
| 0.184829
| 0.188371
| 0.174575
| -0.294113
| 1,914,300
| 0
|
[] | 0
|
SRE
|
Sempra Energy
|
Utilities
| 2012-09-05T00:00:00
| -0.005897
| 0.16067
| 0.162418
| 0.145635
| -0.33733
| 1,571,600
| 0
|
[] | 0
|
GD
|
General Dynamics Corporation
|
Industrial Goods
| 2012-09-05T00:00:00
| 0.002011
| 0.123789
| 0.12864
| 0.113742
| 0.116082
| 1,483,400
| 0
|
[] | 1
|
CHTR
|
Charter Communications Inc.
|
Services
| 2012-09-05T00:00:00
| 0.014011
| 0.003114
| 0.032563
| -0.001687
| 1.080002
| 483,500
| 0
|
[] | 1
|
PFE
|
Pfizer Inc.
|
Healthcare
| 2012-09-05T00:00:00
| 0.005887
| 0.198745
| 0.20075
| 0.189219
| 0.117418
| 23,626,200
| 0
|
[] | 1
|
EXC
|
Exelon Corporation
|
Utilities
| 2012-09-05T00:00:00
| -0.008585
| 0.23428
| 0.235301
| 0.216254
| -0.252409
| 6,421,800
| 0
|
[] | 0
|
CHL
|
China Mobile Limited
|
Technology
| 2012-09-05T00:00:00
| -0.002672
| 0.23127
| 0.237624
| 0.227034
| -0.113537
| 485,500
| 0
|
[] | 0
|
DHR
|
Danaher Corporation
|
Industrial Goods
| 2012-09-05T00:00:00
| -0.000945
| 0.026277
| 0.033632
| 0.020663
| -0.03703
| 2,661,800
| 0
|
[] | 0
|
PCG
|
PG&E Corporation
|
Utilities
| 2012-09-05T00:00:00
| -0.010589
| 0.207438
| 0.209377
| 0.18971
| -0.382279
| 2,141,700
| 0
|
[] | 0
|
UPS
|
United Parcel Service Inc.
|
Services
| 2012-09-05T00:00:00
| -0.023881
| 0.135946
| 0.140176
| 0.124822
| -1.524147
| 10,182,200
| 0
|
[] | 0
|
BP
|
BP p.l.c.
|
Basic Matierials
| 2012-09-05T00:00:00
| -0.030507
| 0.313481
| 0.325811
| 0.308614
| -0.94018
| 8,242,800
| 0
|
[] | 0
|
BUD
|
Anheuser-Busch InBev SA/NV Company
|
Consumer Goods
| 2012-09-05T00:00:00
| 0.009594
| 0.175248
| 0.175925
| 0.162391
| 0.708908
| 1,463,600
| 0
|
[] | 1
|
HRG
|
HRG Group Inc.
|
Conglomerates
| 2012-09-05T00:00:00
| -0.017544
| 0.029715
| 0.035342
| -0.008548
| -0.155894
| 171,300
| 0
|
[] | 0
|
MRK
|
Merck & Co.
|
Healthcare
| 2012-09-06T00:00:00
| 0.018416
| 0.185053
| 0.201614
| 0.184239
| 0.678345
| 9,875,400
| 0
|
[] | 1
|
PG
|
The Procter & Gamble
|
Consumer Goods
| 2012-09-06T00:00:00
| 0.014118
| 0.177703
| 0.187621
| 0.176311
| 0.811317
| 13,200,500
| 0
|
[] | 1
|
FB
|
Facebook Inc.
|
Technology
| 2012-09-06T00:00:00
| 0.020452
| 0.008611
| 0.036598
| 0.007535
| 0.379999
| 46,066,500
| 0
|
[] | 1
|
HRG
|
HRG Group Inc.
|
Conglomerates
| 2012-09-06T00:00:00
| -0.008929
| 0.032066
| 0.037794
| 0.010302
| -0.077947
| 110,900
| 0
|
[] | 0
|
GD
|
General Dynamics Corporation
|
Industrial Goods
| 2012-09-06T00:00:00
| 0.029947
| 0.128968
| 0.153691
| 0.12551
| 1.732162
| 1,593,900
| 0
|
[] | 1
|
MCD
|
McDonald's Corporation
|
Services
| 2012-09-06T00:00:00
| 0.018077
| 0.17903
| 0.194822
| 0.178635
| 1.373627
| 5,925,100
| 0
|
[] | 1
|
PPL
|
PPL Corporation
|
Utilities
| 2012-09-06T00:00:00
| -0.002391
| 0.246533
| 0.246533
| 0.235513
| -0.05254
| 5,406,200
| 0
|
[] | 0
|
XOM
|
Exxon Mobil Corporation
|
Basic Matierials
| 2012-09-06T00:00:00
| 0.019008
| 0.178347
| 0.196581
| 0.177811
| 1.417785
| 15,713,500
| 0
|
[] | 1
|
AEP
|
American Electric Power Inc.
|
Utilities
| 2012-09-06T00:00:00
| 0.013271
| 0.215257
| 0.227368
| 0.211877
| 0.471211
| 2,058,300
| 0
|
[] | 1
|
TOT
|
TOTAL S.A.
|
Basic Matierials
| 2012-09-06T00:00:00
| 0.031926
| 0.344568
| 0.366203
| 0.343767
| 1.195278
| 3,148,800
| 0
|
[] | 1
|
BP
|
BP p.l.c.
|
Basic Matierials
| 2012-09-06T00:00:00
| 0.020317
| 0.353473
| 0.38259
| 0.353473
| 0.607037
| 4,986,200
| 0
|
[] | 1
|
JPM
|
JPMorgan Chase & Co.
|
Financial
| 2012-09-06T00:00:00
| 0.042576
| 0.157945
| 0.197693
| 0.155479
| 1.381771
| 41,346,800
| 0
|
[] | 1
|
INTC
|
Intel Corporation
|
Technology
| 2012-09-06T00:00:00
| 0.02911
| 0.182898
| 0.213352
| 0.182414
| 0.60219
| 40,187,600
| 0
|
[] | 1
|
PM
|
Philip Morris International
|
Consumer Goods
| 2012-09-06T00:00:00
| 0.004378
| 0.229801
| 0.243464
| 0.228283
| 0.317208
| 5,497,600
| 0
|
[] | 1
|
RDS-B
|
Royal Dutch Shell
|
Basic Matierials
| 2012-09-06T00:00:00
| 0.024752
| 0.353411
| 0.379941
| 0.352283
| 1.315498
| 541,600
| 0
|
[] | 1
|
CODI
|
Compass Diversified Holdings
|
Conglomerates
| 2012-09-06T00:00:00
| 0.013689
| 0.524531
| 0.544304
| 0.519328
| 0.131547
| 111,900
| 0
|
[] | 1
|
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in Data Studio
StockNet Dataset (Parquet Format)
This is a Parquet conversion of the original StockNet Dataset for stock movement prediction from tweets and historical stock prices.
Original Work
Paper: Stock Movement Prediction from Tweets and Historical Prices
Authors: Yumo Xu and Shay B. Cohen
Published: ACL 2018
Original Repository: https://github.com/yumoxu/stocknet-dataset
License: MIT
Citation
If you use this dataset, please cite the original paper:
@inproceedings{xu-cohen-2018-stock,
title = "Stock Movement Prediction from Tweets and Historical Prices",
author = "Xu, Yumo and Cohen, Shay B.",
booktitle = "Proceedings of the 56th Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers)",
month = jul,
year = "2018",
address = "Melbourne, Australia",
publisher = "Association for Computational Linguistics",
url = "https://aclanthology.org/P18-1183",
doi = "10.18653/v1/P18-1183",
pages = "1970--1980",
}
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