Dataset: use stock market dataset on kaggle. This a historical daily prices of nasdaq-trades stoke and ETLs
This datasets contain historical daily prices for all tickers currently trading on nasdaq LINK
The date for every symbol is saved in CSV format with common fields: Date - specifies trading date Open - opening price High - maximum price during the day Low - minimum price during the day Close - close price adjusted for splits Adj Close - adjusted close price adjusted for both dividends and splits. Volume - the number of shares that changed hands during a given day
Info of meta data (in symbols_valid_meta.csv file): https://www.nasdaqtrader.com/trader.aspx?id=symboldirdefs Symbol: The one to four or five character identifier for each Nasdaq-listed security. Security Name: Company issuing the security. Listing Exchange: The listing stock exchange or market of a security. Allowed values are: A = NYSE MKT N = New York Stock Exchange (NYSE) P = NYSE ARCA Z = BATS Global Markets (BATS) V = Investors' Exchange, LLC (IEXG) Q = NASDAQ
Market Category: The category assigned to the issue by Nasdaq based on Listing Requirements. Values:
Q = Nasdaq Global Select Market℠
G = Nasdaq Global Market℠
S = Nasdaq Capital Market
ETF: Identifies whether the security is an exchange traded fund (ETF). Possible values:
Y = Yes, security is an ETF
N = No, security is not an ETF (in this case, i defined it is stock)
Round Lot Size: Indicates the number of shares that make up a round lot for the given security. Allow up to 6 digits.
Test Issue: Indicates whether or not the security is a test security. Values: Y = yes, it is a test issue. N = no, it is not a test issue.
Financial Status: Indicates when an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet Nasdaq's continuing listing standards, and/or has filed for bankruptcy. Values include:
D = Deficient: Issuer Failed to Meet Nasdaq Continued Listing Requirements
E = Delinquent: Issuer Missed Regulatory Filing Deadline
Q = Bankrupt: Issuer Has Filed for Bankruptcy
N = Normal (Default): Issuer Is NOT Deficient, Delinquent, or Bankrupt.
G = Deficient and Bankrupt
H = Deficient and Delinquent
J = Delinquent and Bankrupt
K = Deficient, Delinquent, and Bankrupt
CQS Symbol: Identifier of the security used to disseminate data via the SIAC Consolidated Quotation System (CQS) and Consolidated Tape System (CTS) data feeds. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.
NASDAQ Symbol: Identifier of the security used to in various Nasdaq connectivity protocols and Nasdaq market data feeds. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.
NextShares:
Summary: check data -> create schema (create database postgres docker -> create 2 dim-fact table )