Overview
The S&P Global market data dataset provides market pricing information for publicly traded securities.
This dataset enables Databook to analyze stock performance and calculate shareholder returns.
What data is included
Examples include:
stock prices
historical price time series
dividends data (to calculate Total Shareholder Return)
Where the data comes from
Market data is sourced from:
global exchanges
proprietary price providers
Why this dataset is high quality
Market data is:
sourced directly from exchanges
cleansed and adjusted for corporate actions such as splits and dividends
S&P has a rigorous quality program including 170,000 automated validation tests
Update frequency
Market pricing data is typically updated daily.