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All Daily News
This dataset includes news data across various asset classes.
8,213,984 rows, 10 columns, covering 2022-03-01 to 2026-08-01. Refreshed monthly.
Strategies Built on This Data
63 papers in the Papers With Backtest catalogue declare this dataset as an input. 58 of them have been coded and run over their own full history. The median replicated Sharpe ratio is +0.37, and 41% clear a t-statistic of 1.96 on their own sample, against 48% across all 4,837 replications in the library.
A Sharpe ratio quoted without its t-statistic hides how much of the library cannot be distinguished from zero, which is why both are shown. The figures are in-sample over each strategy's own window and carry no transaction costs.
Why It Matters
This dataset is essential for developing and testing event-driven and sentiment-based trading strategies:
Intraday and Swing Strategies: Integrate short-term sentiment signals to inform entry and exit decisions for intraday or swing trading strategies.
Risk Management: Utilize news shocks, combined with volatility filters, to anticipate and manage potential market risks.
Event-Driven Backtesting: Backtest trading entries and exits specifically timed around significant events like earnings reports, guidance changes, or major macroeconomic releases.
Load It
Installation/Upgrade: Ensure you have the latest version of the toolkit:
pip install --upgrade pwb-toolbox
Load the Dataset: Access the data using your API key (either PWB_API_KEY or HF_ACCESS_TOKEN must be defined in your environment).
from pwb_toolbox import datasets as pwb_ds
df = pwb_ds.load_dataset("All-Daily-News")
print(df.iloc[0,:])
Example Output:
symbols [HAL]
datetime 2022-03-01 00:00:00
title Halliburton talks resuming work in Libya with NOC
url https://libyaupdate.com/halliburton-talks-resu...
authors []
summary Halliburton is engaging in discussions with Li...
source Libya Update News - Libya Update News
topics [{'relevance_score': '0.943174', 'topic': 'ene...
sentiment 0.440318
symbol_sentiment [{'sentiment_score': 0.436498, 'symbol': 'HAL'}]
Columns
This dataset includes data with the following fields:
| Column Name | Description |
|---|---|
| symbols | The financial instrument identifiers (e.g., stock tickers) mentioned in the news article. |
| datetime | The publication date and time of the news article, provided as a string. |
| title | A brief and descriptive headline summarizing the article's content. |
| url | The web address (URL) for direct access to the full-text article. |
| authors | The name(s) of the author(s) of the article. |
| summary | A concise abstract capturing the main points discussed in the news. |
| source | The name of the media outlet or organization that published the article. |
| topics | Key themes or topics covered in the article, often including relevance scores. |
| sentiment | The overall sentiment score of the article's content (e.g., a float indicating positive, negative, or neutral tone). |
| symbol_sentiment | The specific sentiment score associated with each financial symbol mentioned within the article. |
Access
Browsing the card and the schema is open to anyone. Downloading the files needs an approved request, tied to a subscription: what each plan includes. The same subscription covers the other datasets in this organisation.
Elsewhere
- Dataset page and coverage charts
- The strategy catalogue, 3,806 papers and 4,837 replicated strategies
pwb-toolbox, the loader used in the snippet aboveawesome-systematic-trading, the replicated strategies with their measured Sharpe- Every dataset in this organisation
Papers With Backtest publishes 32 datasets on the Hub and codes the papers that use them. Every strategy in the catalogue is run over its own full history before it is published, which is where the numbers above come from.
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