FINSABER V2: S&P 500 Daily Prices, News, and SEC Filings for Backtesting

FINSABER V2 Data is a partitioned parquet dataset used by the FINSABER-2 backtesting framework. It contains daily S&P 500 market data, financial news items, and SEC filing text organized by year. The dataset was created by finsaber-team and last updated on HuggingFace in May 2026.

Use Cases

• Backtesting financial trading strategies based on daily S&P 500 price data.
• Analyzing market sentiment based on the financial news items.
• Extracting corporate disclosures and events based on SEC filing text.
• Developing multimodal financial models based on price, news, and filing data.

Strengths

• Data is partitioned by modality (price, news, filings) and year, likely aiding efficient access.
• Dataset is designed for reproducible research within a specific backtesting framework.
• Last updated on 2026-05-21, suggesting recent maintenance.

Limitations

• Column-level documentation is absent; field semantics must be inferred after download.
• Row count, file size, and sample data are unknown, which may limit suitability assessment.
• The description metadata is limited; actual data quality requires manual inspection after download.

Provenance

Source

huggingface

Time Range

Organized by year; specific temporal coverage is unknown.

Freshness

Last updated 2026-05-21 22:30:13.

Geography

Focus is on S&P 500 companies; geographic coverage is likely U.S.-centric.