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Stocks 1min Price
This dataset includes 1-minute price data for various stocks.
5,710,703,934 rows, 7 columns, covering 2010-01-04 to 2026-07-31. Refreshed monthly.
Why It Matters
This dataset enables intraday equity strategy research and execution modeling by:
- Intraday signal research: 1-minute bars enable microstructure-aware signals, VWAP tactics, and short-horizon alphas.
- Realistic execution modeling: High-frequency OHLCV supports slippage and impact studies for intraday strategies.
- Event trading: Fine-grained data around earnings or news lets you test reaction-speed and liquidity-aware rules.
Load It
Installation/Upgrade:
pip install --upgrade pwb-toolbox
Load the Dataset:
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("Stocks-1Min-Price", symbols=["AAPL"])
print(df.iloc[0, :])
Example Output:
symbol AAPL
datetime 2024-07-15 04:00:00
adj_open 230.733
adj_high 233.022
adj_low 230.214
adj_close 232.911
volume 22251
Columns
| Column Name | Description |
|---|---|
| symbol | Stock ticker. |
| datetime | Bar timestamp (UTC). |
| adj_open | Adjusted opening price for the minute bar. |
| adj_high | Adjusted highest price reached within the bar. |
| adj_low | Adjusted lowest price reached within the bar. |
| adj_close | Adjusted closing price for the minute bar. |
| volume | Traded volume during the bar. |
What This Data Does Not Cover
Survivorship. Like the daily equity file, this one carries the symbols the vendor still quotes, so companies that were delisted are largely absent. Anything that ranks a cross-section here is ranking survivors.
Adjusted prices only. The columns are adj_open through adj_close, already adjusted for splits and dividends. Backward adjustment rewrites history every time a corporate action lands, so an intraday level in this file is not the number that printed on the tape that minute.
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers the other datasets in this organisation.
Elsewhere
- Dataset page and coverage charts
- The strategy catalogue, 3,806 papers and 4,837 replicated strategies
pwb-toolbox, the loader used in the snippet aboveawesome-systematic-trading, the replicated strategies with their measured Sharpe- Every dataset in this organisation
Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.
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