AthenaraDatasets / fnspid
FNSPID
A time-series dataset pairing 29.7 million stock price records with 15.7 million financial news articles for 4,775 companies in the S&P 500 universe, 1999–2023.
- financial-news
- stock-prices
- time-series
- sentiment
- sp500
added 2026-08-15 · CC-BY-NC-4.0 · external
Use this
$ git clone https://github.com/Zdong104/FNSPID_Financial_News_DatasetPrerequisites
Details
| authors | Zihan Dong, Xinyu Fan, Zhiyuan Peng |
|---|---|
| origin | external |
| license | CC-BY-NC-4.0 |
| access | open |
| source | Four financial news websites, aligned to stock price series |
| coverage | assets: 4,775 companies (S&P 500 universe), 1999–2023 · frequency: daily prices with timestamped news |
| size | 29.7M price records + 15.7M news records (~30 GB) |
| markets | equities |
FNSPID (Financial News and Stock Price Integration Dataset) aligns news articles to price series by timestamp and ticker, with per-article metadata including publication date, title, stock symbol, URL, publisher, and author, plus multiple generated summaries per article.
The authors report that dataset scale improves prediction accuracy and that adding sentiment scores gives modest gains for transformer models; they publish a reproducible pipeline for extending the dataset. Paper: arXiv:2402.06698.
License note: CC BY-NC 4.0 on the Hugging Face card — commercial use requires permission. The GitHub repository carries no explicit license.