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 |