Skip to main content

Table 1 Dataset overview table with different categories and subsets of fields

From: Short-term stock market price trend prediction using a comprehensive deep learning system

Data table name Category Field
Stock list Basic data Stock ID, Stock name, Geographic info, Industry, Full name, English name, Market type, Stock exchange ID, Currency, List status, List date, Delist date, If the stock is HS constituent
Trading calendar Basic data Stock exchange ID, Calendar date, If the date is open for trading, Pervious trading date
Basic information of listed companies Basic data Stock ID, Stock exchange ID, Corporate representative, General manager, Secretary, Authorized capital, Registration date, Province, City, Introduction, Website, Email, Office address, Number of employees, Main business, Business scope
Renamed history Basic data Stock ID, Stock name, Start date, End date, Announcement date, Rename reason
Constituent stock information Basic data Stock ID, Constituent type, Included date, Excluded date, If the stock is new
Daily trading data Trading data Stock ID, Trading date, Opening price, Highest price, Lowest price, Closing price, Previous closing price, Price change, Price change percentage, Volume, Amount
Fundamental data Trading data Stock ID, Trading date, Closing price, Turnover rate, Free turnover rate, Volume ratio, Price-to-earning ratio, Price-to-earning ratio TTM, Price-to-book ratio, Price-to-sales ratio, Price-to-sales TTM, Total share capital, Circulating shares, Tradable circulating shares, Aggregate market value, Circulation market value
Financial report disclosure date Finance data Stock ID, Latest disclosure date, Reporting period, Scheduled disclosure date, Actual disclosure date, Disclosure modification date
Top 10 shareholders data Other reference data Stock ID, Announcement date, End date, Shareholder name, Holding amount, Holding ratio
Top 10 floating shareholders data Other reference data Stock ID, Announcement date, End date, Shareholder name, Holding amount
Daily top trading list by institution Other reference data Stock ID, Trading date, Institution name, Trading amount—buy, Trade ratio—buy, Trading amount—sell, Trade ratio—sell, Net turnover
Daily top transaction detail Other reference data Stock ID, Trading date, Stock name, Closing price, Price change percentage, Turnover rate, Amount—overall, On-list amount—sell, On-list amount—buy, On-list turnover, On-list net trading amount, On-list net trading ratio, On-list net turnover ratio, Circulation market value, Reason
Block trade transaction data Other reference data Stock ID, Trading date, Price, Volume, Amount, Buyer, Seller
Public fund positioning data Other reference data Fund ID, Announcement date, End date, Stock ID, Market value, Volume, Market value ratio, Circulation market value ratio
Basic information of public fund management companies Other reference data Company name, Short name, Province, City, Address, Phone, Office
Basic information of public fund positioning Other reference data Fund ID, Name, Management company, Custodian, Fund type, Founded date, Due date, List date, Issued date, Delist date, Issued amount, Fee, Duration, Value, Min Amount, Expecting return, Benchmark