Skip to contents

Standard & Poor’s 500 (S&P 500) index data

Source: R/data_and_models.R
spx.Rd

Standard & Poor’s 500 (S&P 500) index data from 1928 to 2022 from Yahoo Finance.

Usage

spx

Format

A data.frame with 23864 rows and the following 7 columns:

  • Date: The date.

  • Open: Opening price.

  • High: Highest price.

  • Low: Lowest price.

  • Close: Close price adjusted for splits.

  • Adj.Close: Close price adjusted for dividends and splits.

  • Volume: Trade volume.

Source

https://finance.yahoo.com/quote/%5EGSPC

Details

The data was obtained via:


spx <- download_data(
  symbol = "^GSPC",    # S&P 500 identifier on Yahoo Finance
  from = "1928-01-01", # first observation
  to = "2022-12-31"    # last observation
)

The data is also available as .csv file via:


system.file("extdata", "spx.csv", package = "fHMM")