Daily Financial Time Series Data for International Assets (2006–2026): Closing Prices, Volumes, etc.

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Authors: Alejandro García Figal
Cited by: 0

Abstract

This dataset contains daily time series of closing prices, trading volumes, and other financial indicators for 106 international assets, including stock indices, currencies, commodities, ETFs, and individual equities. The data were collected via the Yahoo Finance API and processed for use in econometric analysis and market microstructure studies. The dataset is structured as individual files in Apache Parquet format (ticket.parquet), with one file per assets, enabling efficient processing in data analytics environments. The data are publicly available and intended to support scientific reproducibility and further research in financial economics, econometrics, and statistical physics applied to emerging markets.

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
8 January 2026
Document type
Dataset