README.md

---
license: odc-by
viewer: false
language:
- en
size_categories:
- 10M<n<100M
tags:
- finance
---
# The Financial data from Yahoo!

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### \*\*\* 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 release a new version under [GIT TAGS](https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/tree/dt%3D2024-12-20). The version format is `dt=yyyy-mm-dd`, where `yyyy-mm-dd` indicates the date of the latest data.

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### Data Usage Instructions

This section of the documentation provides information on querying data sets using [DuckDB](https://shell.duckdb.org/). 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_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              |  

7. **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) |  

8. **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                 |  

9. **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) |  

10. **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 |  

11. **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      |  
 
12. **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        |  


#### 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/stock_profile/stock_profile.parquet' 
   WHERE symbol='TSLA';
   ```

2. **stock_officers**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_officers/stock_officers.parquet' 
   WHERE symbol='TSLA';
   ```

3. **stock_summary**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_summary/stock_summary.parquet' 
   WHERE symbol='TSLA';
   ```

4. **stock_tailing_eps**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_tailing_eps/stock_tailing_eps.parquet' 
   WHERE symbol='TSLA';
   ```

5. **stock_earning_calendar**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_earning_calendar/stock_earning_calendar.parquet' 
   WHERE symbol='TSLA';
   ```

6. **stock_historical_eps**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_historical_eps/stock_historical_eps.parquet' 
   WHERE symbol='TSLA';
   ```

7. **stock_statement**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_statement/stock_statement.parquet' 
   WHERE symbol='TSLA' and finance_type='income_statement'
   ```

8. **stock_prices**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_prices/stock_prices.parquet' 
   WHERE symbol='TSLA'
   ```

9. **stock_dividend_events**
   ```sql
   SELECT * FROM 
       'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_dividend_events/stock_dividend_events.parquet' 
   WHERE symbol='TSLA'
   ```

10. **stock_split_events**
    ```sql
    SELECT * FROM 
        'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/stock_split_events/stock_split_events.parquet' 
    WHERE symbol='TSLA'
    ```

11. **exchange_rate**
    ```sql
    SELECT * FROM 
        'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/exchange_rate/exchange_rate.parquet' 
    WHERE symbol='EUR=X'
    ```

12. **daily_treasury_yield**
    ```sql
    SELECT * FROM 
        'https://huggingface.co/datasets/bwzheng2010/yahoo-finance-data/resolve/main/daily_treasury_yield/daily_treasury_yield.parquet' 
    ```


### P.S.

Please drop me a note with any feedback you have.

**Bowen Zheng**