Finance
20 columns
200 rows
8 formats

Stock Market Volatility Signals

This dataset provides daily volatility signals across multiple asset classes, combining price and volume data with calculated volatility indices, cross-asset comparisons, and sentiment features from news and analyst reports. It is ideal for risk analysis, algorithmic trading, and investment strategy optimization, enabling users to identify market risk and opportunity with rich contextual information.

last updated 20 Aug 2025
by GoMask

The brief that made it

Risk assessment and management for investment portfolios

Sample rows

preview · 8 of 200 rows · all 20 columns

signal_idstring	asset_classstring	sentiment_scorefloat	exchangestring	datedate	symbolstring	open_pricefloat	close_pricefloat	high_pricefloat	low_pricefloat	volumefloat	volatility_indexfloat	cross_asset_volatilityfloat	signal_strengthfloat	signal_typestring	risk_levelstring	analyst_recommendationstring	data_sourcestring	created_atdatetime	news_headlinestring
EQUITY-20230714-AAPL	equity	0.86	NASDAQ	2023-07-14	AAPL	187.45	190.12	191.05	186.78	86400000	1.02	0.61	0.96	spike	high	buy	Bloomberg	2023-07-14T15:09:23Z	Apple stock surges after record-breaking quarterly earnings report.
BOND-20240406-GB10Y	bond	0.03	LSE	2024-04-06	GB10Y	101.72	101.83	101.99	101.33	3450000	0.05	0.02	0.18	stable	low	hold	Reuters	2024-04-06T11:18:45Z	UK government bond yields remain steady amid moderate inflation data.
COMMODITY-20240318-GOLD	commodity	-0.83	COMEX	2024-03-18	GOLD	1942.5	1926.7	1949.2	1918.9	1270000	0.93	0.74	0.89	drop	high	sell	Bloomberg	2024-03-18T16:20:31Z	Gold prices fall as strengthening dollar dampens global demand.
FX-20230922-USDJPY	fx	0.17	CME	2023-09-22	USDJPY	145.27	145.34	145.88	145.02	104900000	0.12	0.1	0.24	stable	medium	hold	Reuters	2023-09-22T13:05:39Z	Japanese yen stable after central bank maintains current rates.
CRYPTO-20230519-BTC	crypto	0.91	Binance	2023-05-19	BTC	26450.3	26599.9	26675.4	25980.1	24100000	1.05	1.12	0.99	spike	high	buy	CoinMarketCap	2023-05-19T07:15:18Z	Bitcoin rallies after institutional investor announcement.
EQUITY-20240227-MSFT	equity	0.74	NASDAQ	2024-02-27	MSFT	402.31	405.17	406.29	401.67	52100000	0.86	0.49	0.89	spike	high	buy	Bloomberg	2024-02-27T14:44:36Z	Microsoft shares surge on AI product rollout and strong guidance.
BOND-20230919-US10Y	bond	0.01	NYSE	2023-09-19	US10Y	133.46	133.52	133.92	133.09	22000000	0.08	0.05	0.19	stable	low	hold	Bloomberg	2023-09-19T10:07:44Z	US Treasury yields unchanged as investors await Fed decision.
COMMODITY-20240115-OIL	commodity	-0.91	NYMEX	2024-01-15	OIL	73.81	71.44	74.12	69.8	880000	0.83	0.67	0.92	drop	high	sell	Proprietary	2024-01-15T12:21:03Z	Oil prices drop sharply as OPEC increases production quotas.
FX-20231108-EURUSD	fx	0.03	ICE	2023-11-08	EURUSD	1.0912	1.0933	1.0967	1.0881	152000000	0.07	0.06	0.17	stable	low	hold	Reuters	2023-11-08T10:22:17Z	Euro holds steady against dollar amid mixed European growth data.
CRYPTO-20240213-ETH	crypto	0.88	Coinbase	2024-02-13	ETH	2745.2	2780.8	2795.9	2710.3	11700000	0.97	1.07	0.98	spike	high	buy	Proprietary	2024-02-13T15:55:12Z	Ethereum price jumps after major DeFi protocol integration.
EQUITY-20240320-TSLA	equity	0.67	NASDAQ	2024-03-20	TSLA	191.14	196.03	197.45	190.22	73500000	0.79	0.44	0.83	spike	high	buy	Reuters	2024-03-20T13:08:41Z	Tesla shares surge as new battery technology gets unveiled.
BOND-20230627-JP10Y	bond	0.06	Tokyo	2023-06-27	JP10Y	99.18	99.22	99.45	98.97	7600000	0.04	0.03	0.13	stable	low	hold	Bloomberg	2023-06-27T09:47:51Z	Japanese bond market stays calm after central bank meeting.
COMMODITY-20240502-SILVER	commodity	-0.81	COMEX	2024-05-02	SILVER	27.91	27.03	27.98	26.75	320000	0.76	0.55	0.87	drop	high	sell	Bloomberg	2024-05-02T11:36:27Z	Silver prices decline as industrial demand softens globally.
FX-20240506-GBPUSD	fx	-0.18	ICE	2024-05-06	GBPUSD	1.2514	1.2487	1.2546	1.2472	73000000	0.08	0.09	0.16	stable	low	hold	Proprietary	2024-05-06T12:42:09Z	Sterling holds steady after UK unemployment data release.
CRYPTO-20230803-SOL	crypto	0.74	Kraken	2023-08-03	SOL	22.34	23.11	23.6	21.98	4580000	1.1	1.28	0.97	spike	high	buy	CoinMarketCap	2023-08-03T08:39:54Z	Solana surges after new NFT platform launch drives adoption.
EQUITY-20240110-NVDA	equity	0.83	NASDAQ	2024-01-10	NVDA	618.05	622.71	625.39	616.42	41000000	0.95	0.57	0.91	spike	high	buy	Bloomberg	2024-01-10T15:33:11Z	Nvidia stock climbs after strong AI chip sales beat estimates.
BOND-20231221-DE10Y	bond	-0.06	Euronext	2023-12-21	DE10Y	141.68	141.88	142.19	141.27	4900000	0.07	0.04	0.12	stable	low	hold	Bloomberg	2023-12-21T12:14:40Z	German government bond yields flat amid cautious ECB outlook.
COMMODITY-20230627-PLAT	commodity	-0.77	NYMEX	2023-06-27	PLAT	982.4	969.8	987.9	967.2	610000	0.69	0.62	0.84	drop	high	sell	Proprietary	2023-06-27T17:47:22Z	Platinum prices fall on declining automotive demand.
FX-20240212-AUDUSD	fx	0.29	SIX	2024-02-12	AUDUSD	0.6532	0.6544	0.6561	0.652	93000000	0.16	0.14	0.22	stable	medium	hold	Reuters	2024-02-12T10:53:16Z	Australian dollar ticks higher after positive trade balance data.
CRYPTO-20231018-DOGE	crypto	0.92	Binance	2023-10-18	DOGE	0.1628	0.1762	0.1789	0.1593	5930000	1.11	1.32	0.99	spike	high	buy	Proprietary	2023-10-18T18:45:04Z	Dogecoin spikes after major retailer announces crypto payments.

What the 200 rows show

from the 200-row sample

Commodity (asset class) stands out: mean sentiment_score is -0.83, against 0.41 for the rest.

0.10median sentiment_score
3signal types
3risk levels
3analyst recommendations
4data sources
96.1median open_price

sentiment_score200 rows, in bands of 0.2

Median 0.10, from -0.95 to 0.99.

exchange200 rows · top 10 of 19 values

NASDAQ31
NYMEX28
Euronext17
CME14
NYSE14
ICE13
COMEX12
BINANCE12
COINBASE11
SIX10

20 columns by typefrom the column list below

string 9
float 9
date 1
datetime 1

Columns

20 columns in three groups

blueprint · 20 columns
column	type	description	example
Text 9 columns
`signal_id`	string	Unique identifier for each volatility signal recordunique	EQUITY-20230714-AAPL
`asset_class`	string	Type of asset (e.g., equity, bond, commodity, FX, crypto)equity · bond · commodity · fx · crypto	equity
`symbol`	string	Ticker symbol or identifier for the asset	AAPL
`exchange`	string	Exchange or market where the asset is tradedoptional	NASDAQ
`signal_type`	string	Type of volatility signal (e.g., spike, drop, stable)spike · drop · stable · other	spike
`risk_level`	string	Categorized risk level based on volatility (e.g., low, medium, high)low · medium · high · optional	high
`news_headline`	string	Relevant news headline or summary influencing sentiment (if available)optional	Apple stock surges after …
`analyst_recommendation`	string	Analyst recommendation for the asset (e.g., buy, hold, sell)buy · hold · sell · none · optional	buy
`data_source`	string	Source of the signal data (e.g., Bloomberg, Reuters, proprietary)4 sources · optional	Bloomberg
Numbers 9 columns
`open_price`	float	Opening price of the asset on the given date0 or more · optional	187.45
`close_price`	float	Closing price of the asset on the given date0 or more · optional	190.12
`high_price`	float	Highest price of the asset on the given date0 or more · optional	191.05
`low_price`	float	Lowest price of the asset on the given date0 or more · optional	186.78
`volume`	float	Trading volume of the asset on the given date0 or more · optional	86400000
`volatility_index`	float	Calculated volatility index value for the asset on the given date0 or more	1.02
`cross_asset_volatility`	float	Volatility measure comparing this asset to other asset classes0 or more · optional	0.61
`sentiment_score`	float	Quantitative sentiment score derived from news, social media, or analyst reports-1 to 1 · optional	0.86
`signal_strength`	float	Strength of the volatility signal (e.g., probability or confidence level)0 to 1	0.96
Dates and times 2 columns
`date`	date	Date of the signal observation	2023-07-14
`created_at`	datetime	Timestamp when the signal record was created	2023-07-14T15:09:23Z

Use it for

A finance dashboard
Sentiment_score by asset_class and a breakdown of exchange. Excel, Power BI or Tableau.
Why do the 40 commodity rows have a mean sentiment_score of -0.83?
A root-cause class exercise
Hand out the rows and one question. The answer is in the data, not in the brief.
Signals200
EQUITY-20230714-AAPL0.86equity
BOND-20240406-GB10Y0.03bond
COMMODITY-20240318-GOLD-0.83commodity
A software demo
Believable signals with date, asset_class and symbol to fill a screen in front of a buyer.

This dataset200 rows20 columns

Yours1,000 rows20 columns

blueprint · stock-market-volatility-signals

Behind this dataset

Same schema. As many rows as you need.

These 200 rows came out of a blueprint — 20 columns with generation rules behind each one. Open it in Data Factory to retune a column, add your own, wire in foreign keys, and run it at the size you actually need.

Rules it was built with

Include daily open, close, high, low prices
Calculate rolling 7-day volatility
Integrate sentiment score from news feeds
Flag days with >5% price swing

Rows1,000 rows10,000 rows100,000 rows1,000,000 rows

Open the blueprint in Data Factory

1 credit per row. Preview 20 rows free. Buy rows for the full run.

Exports: CSV, JSON, JSONL, Parquet, SQL, Excel, TSV, XML
Licence: yours to use, including commercially
API slug: stock-market-volatility-signals

What should your data show?

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Sample rows

What the 200 rows show

Columns

Use it for

A finance dashboard

A root-cause class exercise

A software demo

Make it yours.

Same schema. As many rows as you need.

More in Finance

What should your data show?