id string | context string | news string | conversations list | label string | pct_change float64 | day_of_week int64 | month int64 | open float64 | close float64 | rsi null | macd float64 | volume float64 | high float64 | low float64 | adj_close float64 | boll_ub float64 | boll_lb float64 | rsi_30 float64 | cci_30 float64 | dx_30 float64 | close_30_sma float64 | close_60_sma float64 | daily_return float64 | volatility float64 | is_overbought int64 | is_oversold int64 | date timestamp[us] | news_embedding list | mentions_policy int64 | mentions_merger int64 | mentions_earnings int64 | mentions_commodity int64 | finance_sentiment_scores list | avg_finance_sentiment float64 | total_positive_hits int64 | total_negative_hits int64 | rolling_close_3d float64 | rolling_close_5d float64 | rolling_volatility_5d float64 | sma_crossover int64 | sentiment_aligned_return float64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
nifty_0 | date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close_30_sma,close_60_sma | China Officials Likely Knew of Bad Milk
Sony's CEO on Strategy in 3-D Technology
Copper Settles at 16-Month High
Gold Ends Near 3-Week High
Kraft Gets Antitrust Clearance
European Stocks Close Flat
M&S Sales Miss Expectations
Yen Boosts Japan's Exporters
Future Group: Value Retail Unit May Consider IPO
Dollar, Yen Gain... | [
{
"role": "user",
"value": "Project the $SPY index's movement by assessing market data and news headlines from 2010-01-06. Offer a reply as 'Rise', 'Fall', or 'Neutral', along with the predicted percentage change in a newline. Conclude with 'Neutral' if the envisaged modification is under 0.50%.\nContext:da... | Neutral | 0.0026 | 2 | 1 | 113.26 | 113.63 | null | 0.8299 | 111,579,900 | 113.68 | 112.85 | 87.7148 | 113.771 | 109.333 | 59.6988 | 177.9755 | 10.0699 | 111.237 | 109.658 | 0.003267 | 0.83 | 0 | 0 | 2010-01-06T00:00:00 | [
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-0.04387839511036873,
0.08234494179487228,
0.004978850483894348,
0.05702158808708191,
0.032985422760248184,
0.0007378192385658622,
0.09923822432756424,
-0.028514018282294273,
-0.022522825747728348,
0.0578375905752182,
-0.010023821145296097,
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nifty_1 | date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close_30_sma,close_60_sma | Britain Set for Next Step on Wind Power
Journal Register Taps Paton as CEO
Crude Settles
Below $83
Gold Pressured by Dollar
European Stocks Trade in Tight Ranges
Shanghai Slides on PBOC Move
Reliance MediaWorks Buys Film Processing Firm ilab UK
Exchange Tightens ChiNext Rules
Prudential to Buy UOB Unit
Dollar, Comm... | [
{
"role": "user",
"value": "Analyze market data and news headlines dated 2010-01-07 to forecast the direction of the $SPY index. Deliver a response as 'Fall', 'Neutral', or 'Rise', along with the anticipated percentage change in a newline. Conclude with 'Neutral' if the projected change is below 0.50%.\n\nC... | Neutral | 0.0007 | 3 | 1 | 113.52 | 113.71 | null | 0.8848 | 116,074,400 | 113.99 | 113.43 | 87.7765 | 114.0852 | 109.3058 | 59.8482 | 186.6168 | 13.285 | 111.3797 | 109.7655 | 0.001674 | 0.56 | 0 | 0 | 2010-01-07T00:00:00 | [
-0.023605721071362495,
-0.06366635859012604,
0.0012759591918438673,
0.0035727028734982014,
-0.0003023141762241721,
-0.018021322786808014,
0.06704489141702652,
0.01117733120918274,
-0.03640012815594673,
-0.03230108693242073,
-0.04185261204838753,
0.01890590600669384,
-0.12424228340387344,
-... | 0 | 1 | 0 | 1 | [
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nifty_2 | date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close_30_sma,close_60_sma | HK, China stocks rise on reforms; brokerages soar
South Korean markets at 0500 GMT
PRESS DIGEST - Wall Street Journal - Jan 11
Deals of the day -- mergers and acquisitions
PRESS DIGEST - New York Times business news - Jan 11
Abu Dhabi SWF sees substantial risk to global economy
Credit Suisse hires Australia REIT resear... | [
{
"role": "user",
"value": "Forecast the $SPY index's trajectory by scrutinizing market data and news headlines from 2010-01-11. Conclude with 'Neutral' if the expected adjustment is less than 0.50%. Furnish a response as 'Rise', 'Fall', or 'Neutral', including the forecasted percentage change in a newline.... | Fall | 0.0033 | 0 | 1 | 113.89 | 114.57 | null | 1.0313 | 126,402,800 | 114.62 | 113.66 | 88.4404 | 114.6771 | 109.6269 | 61.4606 | 180.9931 | 19.7182 | 111.6113 | 109.9925 | 0.005971 | 0.96 | 0 | 0 | 2010-01-11T00:00:00 | [
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-0.0811794176697731,
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-0.02048496901988983,
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-0.01914435625076294,
0.048048242926597595,
-0.026909222826361656,
-0.02777155302464962,
0.0... | 1 | 1 | 1 | 1 | [
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... | -0.000075 | 80 | 79 | 113.97 | null | null | 1 | -0 |
nifty_3 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "DemandTec Names Retail Challenge Grand Final Winners at the NASDAQ MarketSite\nPRESS DIGEST - Wall (...TRUNCATED) | [{"role":"user","value":"Forecast the $SPY index's trajectory by scrutinizing market data and news h(...TRUNCATED) | Rise | 0.0014 | 1 | 1 | 115.08 | 114.73 | null | 1.0913 | 106,375,700 | 115.13 | 114.24 | 88.5639 | 115.0245 | 109.6885 | 61.7617 | 183.2269 | 24.725 | 111.723 | 110.0828 | -0.003041 | 0.89 | 0 | 0 | 2010-01-12T00:00:00 | [-0.12031091004610062,-0.060863737016916275,0.053502339869737625,0.03808272257447243,0.0467429608106(...TRUNCATED) | 1 | 1 | 1 | 1 | [0.0,0.0,0.0,0.0,-0.14285714285714285,0.0,0.0,0.0,-0.14285714285714285,0.125,0.0,0.0,0.0,0.0,0.0,0.0(...TRUNCATED) | 0.001086 | 108 | 86 | 114.336667 | null | null | 1 | 0.000002 |
nifty_4 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "Gear Malfunction Suspected in United Jet Incident\nCorporate Watch\nAsian Shares Slump; Europe Edge(...TRUNCATED) | [{"role":"user","value":"Forecast the $SPY index's trajectory by scrutinizing market data and news h(...TRUNCATED) | Neutral | -0.0093 | 2 | 1 | 113.97 | 113.66 | null | 1.0405 | 163,333,500 | 114.21 | 113.22 | 87.738 | 115.1449 | 109.8231 | 58.5943 | 112.7005 | 10.0514 | 111.8593 | 110.1487 | -0.00272 | 0.99 | 0 | 0 | 2010-01-13T00:00:00 | [-0.056126683950424194,-0.04238346591591835,0.012818051502108574,0.039466794580221176,0.022189242765(...TRUNCATED) | 0 | 0 | 0 | 0 | [0.0,0.0,-0.16666666666666666,0.0,0.0,0.0,-0.16666666666666666,0.0,0.0,-0.2,0.0,0.0,0.0,0.0,0.0,0.0,(...TRUNCATED) | -0.02963 | 0 | 3 | 114.32 | 114.06 | 0.005154 | 1 | 0.000276 |
nifty_5 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "U.S. 2009 foreclosures shatter record despite aid\nJapan Kan: Markets should set fx unless rapid mo(...TRUNCATED) | [{"role":"user","value":"Anticipate the direction of the $SPY index by analyzing market data and new(...TRUNCATED) | Fall | 0.0084 | 3 | 1 | 113.95 | 114.62 | null | 1.0654 | 161,822,000 | 114.94 | 113.37 | 88.479 | 115.429 | 109.814 | 60.4756 | 136.1508 | 17.4788 | 112.0153 | 110.2442 | 0.00588 | 1.57 | 0 | 0 | 2010-01-14T00:00:00 | [-0.06934785097837448,-0.058630362153053284,0.08433187752962112,0.02068416215479374,0.03832816332578(...TRUNCATED) | 1 | 1 | 1 | 1 | [0.125,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.16666666666666666,0.0,0.0,0.0,0.0,0.0,0.25,0.0,-0.1,0.0,0.0,-0.(...TRUNCATED) | 0.002665 | 90 | 64 | 114.336667 | 114.258 | 0.006449 | 1 | 0.000022 |
nifty_6 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "Most Asian Markets Fall; Banks Lift Hong Kong\nU.K. Agency Expands Graft Fight\nDuPont Shrugs Off J(...TRUNCATED) | [{"role":"user","value":"Predict the $SPY index's movement by examining market data and news headlin(...TRUNCATED) | Fall | -0.0112 | 1 | 1 | 114.73 | 113.64 | null | 1.0073 | 212,283,100 | 114.84 | 113.2 | 87.7225 | 115.7848 | 110.0282 | 57.3739 | 89.7608 | 3.4928 | 112.216 | 110.4037 | -0.009501 | 1.64 | 0 | 0 | 2010-01-19T00:00:00 | [-0.03790748491883278,-0.06877488642930984,0.02988554909825325,0.023871252313256264,0.02724776417016(...TRUNCATED) | 1 | 0 | 1 | 1 | [-0.125,0.0,0.0,0.0,0.0,0.2,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.14285714285714285,(...TRUNCATED) | -0.010057 | 2 | 4 | 113.973333 | 114.244 | 0.008432 | 1 | 0.000113 |
nifty_7 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "U.S. architecture index up slightly in December\nResearch and Markets: 2010 Worldwide Petrochemical(...TRUNCATED) | [{"role":"user","value":"To predict the $SPY index's direction, analyze market data and news headlin(...TRUNCATED) | Fall | 0.0125 | 2 | 1 | 113.62 | 115.06 | null | 1.0383 | 139,172,700 | 115.13 | 113.59 | 88.8186 | 115.8791 | 110.4219 | 60.12 | 116.7748 | 6.6574 | 112.372 | 110.5175 | 0.012674 | 1.54 | 0 | 0 | 2010-01-20T00:00:00 | [-0.061204638332128525,-0.07516410946846008,0.04294758290052414,0.0766722783446312,0.081815585494041(...TRUNCATED) | 1 | 1 | 1 | 1 | [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.058823529411764705,-0.14285714285714285,0.0,0.0,0(...TRUNCATED) | 0.001454 | 130 | 103 | 114.44 | 114.342 | 0.010489 | 1 | 0.000018 |
nifty_8 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "Two Firms Enter Clean-Air Settlement\nTullow's CEO to Meet with Uganda's President\nAldi Faces Suit(...TRUNCATED) | [{"role":"user","value":"Assess market data and news headlines from 2010-01-21 to predict the $SPY i(...TRUNCATED) | Fall | -0.0102 | 3 | 1 | 114.28 | 113.89 | null | 0.9575 | 216,490,200 | 114.45 | 112.98 | 87.9155 | 115.7003 | 110.9687 | 56.9906 | 69.8756 | 0.6665 | 112.468 | 110.5935 | -0.003413 | 1.47 | 0 | 0 | 2010-01-21T00:00:00 | [-0.028179237619042397,-0.07276272773742676,0.020055461674928665,-0.016350222751498222,-0.0031731051(...TRUNCATED) | 0 | 0 | 1 | 0 | [0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,-0.16666666666666666,-0.16666666666666666,0.0,0.2,0.0,0.0,0.0,0.0,0(...TRUNCATED) | -0.006667 | 1 | 2 | 114.196667 | 114.174 | 0.011441 | 1 | 0.000068 |
nifty_9 | "date,open,high,low,close,adj_close,volume,pct_change,macd,boll_ub,boll_lb,rsi_30,cci_30,dx_30,close(...TRUNCATED) | "Dollar Strengthens Against the Yen\nFinancials Lead Asia Losses\nFlorida Likely to Win High-Speed R(...TRUNCATED) | [{"role":"user","value":"Anticipate the direction of the $SPY index by analyzing market data and new(...TRUNCATED) | Neutral | -0.0223 | 0 | 1 | 111.2 | 109.21 | null | 0.3069 | 345,942,400 | 111.74 | 109.09 | 84.3028 | 116.1088 | 110.3452 | 46.7388 | -130.0211 | 33.2706 | 112.4833 | 110.6922 | -0.017896 | 2.65 | 0 | 0 | 2010-01-25T00:00:00 | [-0.0628279596567154,-0.10011492669582367,0.0597771517932415,0.05972709506750107,0.03246279433369636(...TRUNCATED) | 0 | 0 | 1 | 1 | [0.0,0.0,0.0,0.0,0.25,-0.25,0.0,0.0,-0.25,0.0,0.0,0.16666666666666666,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.(...TRUNCATED) | 0.014881 | 4 | 2 | 112.72 | 113.284 | 0.014574 | 1 | -0.000332 |
End of preview. Expand in Data Studio
NIFTY-Feature-Enhanced
Dataset Summary
NIFTY-Feature-Enhanced is a multi-modal, finance-focused dataset built on top of raeidsaqur/NIFTY . We enrich the original dataset with structured financial indicators, derived signals, temporal features, sentiment scores, embeddings, and event tags.
This makes it suitable for:
Predictive ML models (e.g., XGBoost, LSTMs, Transformers)
Financial NLP tasks (sentiment, RAG, semantic search)
Multi-modal research (numeric + textual features combined)
Enrichments Added
Temporal Features
day_of_week, month
Market Indicators (parsed from context)
open, close, high, low, adj_close, volume, pct_change
Technical signals: macd, rsi, rsi_30, cci_30, dx_30, boll_ub, boll_lb, close_30_sma, close_60_sma
Derived Financial Signals
daily_return = (close-open)/open
volatility = high-low
is_overbought (RSI>70), is_oversold (RSI<30)
NLP Enrichments
news_embedding → 384-dim semantic vector (MiniLM)
finance_sentiment_scores (lexicon-based per-headline)
avg_finance_sentiment → aggregate sentiment per day
total_positive_hits, total_negative_hits
Event Tags (regex-based)
mentions_policy, mentions_merger, mentions_earnings, mentions_commodity
Rolling & Cross Features
rolling_close_3d, rolling_close_5d
rolling_volatility_5d
sma_crossover (30SMA vs. 60SMA)
sentiment_aligned_return = sentiment × pct_change
Example Row
{ "date": "2010-01-26", "open": 110.12, "close": 109.77, "volume": 147680200, "macd": 0.8312, "rsi_30": 59.84, "daily_return": -0.0031, "volatility": 1.12, "is_overbought": 0, "is_oversold": 0, "avg_finance_sentiment": 0.007, "mentions_policy": 1, "mentions_merger": 0, "mentions_earnings": 1, "mentions_commodity": 1, "rolling_close_3d": 110.95, "rolling_close_5d": 112.31, "sma_crossover": 1, "sentiment_aligned_return": -2.1e-05, "news_embedding": [0.036, -0.041, 0.082, ...] # 384-dim vector }
Use Cases
Financial prediction: Build ML models using enriched market + sentiment signals.
Financial NLP: Benchmark sentiment models, retrieval tasks, RAG pipelines.
Multi-modal ML: Combine embeddings + structured features for hybrid models.
Explainability studies: Investigate interactions between news tone and market moves.
Citation
If you use the NIFTY Financial dataset in your work, please consider citing our paper:
@article{raeidsaqur2024NiftyLM, title = {NIFTY-LM Financial News Headlines Dataset for LLMs}, author = {Raeid Saqur}, year = 2024, journal = {ArXiv}, url = {https://arxiv.org/abs/2024.5599314} }
Acknowledgements
Original dataset: raeidsaqur/NIFTY
Enrichments by Naga Adithya Kaushik (GenAIDevTOProd)
This makes NIFTY-Feature-Enhanced one of the most feature-rich financial datasets on Hugging Face, bridging numeric markets + NLP headlines for ML + GenAI research.
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