The complete labelled dataset can be downloaded from here.
Note: The link contains labelled dataset of different combinations which are described as following
- Percentage_change_labelled: This folder contains labelled dataset for 25 individual companies with percentage change method mentioned in the paper with same day and previous day stock price change.
- Prep Labelled (binary-previous day): This folder contains labelled dataset for 25 individual companies with binary classification method mentioned in the paper previous day.
- Prep Labelled (binary - same day): This folder contains labelled dataset for 25 individual companies with binary classification method mentioned in the paper same day. *All the above files have data for more than 10 years of StockTwits which is further combined or divided as per several experimentation for which various excels files are generated for ease if use. FAANG company stocktwits are also placed in separate files.