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About the data

File Description Source
dirty_data.csv Dirty weather data from the Handling duplicate, missing, or invalid data section in Chapter 3, Data Wrangling with Pandas Adapted from the NCEI API's GHCND dataset
fb_2018.csv Facebook stock's opening, high, low, and closing price daily, along with volume traded for 2018. The stock_analysis package (see Chapter 7, Financial Analysis – Bitcoin and the Stock Market).
fb_week_of_may_20_per_minute.csv Facebook stock's opening, high, low, and closing price per minute, along with volume traded for May 20, 2019 through May 24, 2019. Nasdaq
melted_stock_data.csv The contents of fb_week_of_may_20_per_minute.csv melted into a single column for the price and another for the timestamp. Adapted from Nasdaq
nyc_weather_2018.csv Long format weather data for New York City across various stations. The NCEI API's GHCND dataset.
stocks.db The fb_prices and aapl_prices tables contain the stock prices for Facebook and Apple, respectively, for May 20, 2019 through May 24, 2019. Facebook is at a minute granularity, whereas Apple has timestamps that include (fictitious) seconds. Adapted from Nasdaq
weather_by_station.csv Long format weather data for New York City across various stations, along with station information. The NCEI API's GHCND dataset and the stations endpoint.
weather_stations.csv Information on all the stations providing weather data for New York City. The NCEI API's stations endpoint.
weather.db The weather table contains New York City weather data, while the stations table contains information on the stations. The NCEI API's GHCND dataset and the stations endpoint.

Sources

  • The Nasdaq data contains stock data by the minute and was collected before Nasdaq updated their website. The old site will be shut down soon, but while it is still active, the data can be found here: FB, AAPL. Note that the Apple data was collected prior to the August 2020 stock split. Additional data can be found on the new Nasdaq website.
  • The National Centers for Environmental Information (NCEI) provides an API, which we use to access the Global Historical Climatology Network - Daily (GHCND) dataset.
  • The stock_analysis package contains easy to use interfaces for basic technical analysis of stocks. We will walk through the construction of this package in Chapter 7, Financial Analysis – Bitcoin and the Stock Market.