IDX Stock Features

Daily model-ready features for 120 of the most traded IDX stocks since 2015: returns over 1, 5 and 20 days, annualized volatility, moving averages, RSI, drawdown from the high, 60-day beta and correlation to IHSG, relative strength versus IHSG, traded value, 20-day average traded value, and the close converted to USD. Every feature uses only data up to its own date.

IDX Stock Features is a free dataset by Aethereal with 301,801 rows and 19 columns covering 2015-01-02 to 2026-10-21, updated daily at 01:15 UTC and available as CSV and Parquet at https://dataset.aethereal.top/datasets/idx-stock-features.

Load it in Python

import pandas as pd

df = pd.read_csv("https://dataset.aethereal.top/files/idx-stock-features.csv")
# or, faster for large files (needs pyarrow):
# df = pd.read_parquet("https://dataset.aethereal.top/files/idx-stock-features.parquet")

print(df.head())

Questions about this dataset

What is in the IDX Stock Features dataset?

Daily model-ready features for 120 of the most traded IDX stocks since 2015: returns over 1, 5 and 20 days, annualized volatility, moving averages, RSI, drawdown from the high, 60-day beta and correlation to IHSG, relative strength versus IHSG, traded value, 20-day average traded value, and the close converted to USD. Every feature uses only data up to its own date. It has 19 columns: date, ticker, close, volume, ret_1d, ret_5d, ret_20d, vol_20d, sma_20, sma_50, sma_200, rsi_14, drawdown, beta_60d, corr_60d, rel_strength_20d, value_idr, avg_value_20d_idr, close_usd.

How often is IDX Stock Features updated?

Daily at 01:15 UTC. It currently has 301,801 rows and was last updated on 2026-10-21. It covers 2015-01-02 to 2026-10-21.

How do I download IDX Stock Features?

Download it for free, without an account, as CSV from https://dataset.aethereal.top/files/idx-stock-features.csv or as Parquet from https://dataset.aethereal.top/files/idx-stock-features.parquet. AI assistants can also query it through the MCP server at https://dataset.aethereal.top/mcp.

Can I use IDX Stock Features in my project?

License: CC BY 4.0. Free to use with attribution to Aethereal.

How to cite

Aethereal (2026). IDX Stock Features [Data set]. Aethereal Data. https://dataset.aethereal.top/datasets/idx-stock-features. Accessed 2026-10-21.

Columns

NameTypeDescription
datedateTrading day.
tickerstringIDX ticker.
closenumberClose price.
volumenumberVolume traded.
ret_1dnumber1-day return on adjusted price, 0.01 = 1%.
ret_5dnumber5-day return.
ret_20dnumber20-day return.
vol_20dnumber20-day realized volatility, annualized.
sma_20number20-day simple moving average of close.
sma_50number50-day moving average.
sma_200number200-day moving average.
rsi_14number14-day RSI (Wilder).
drawdownnumberDistance from the all-time high, -0.3 = 30% below.
beta_60dnumber60-day beta to IHSG.
corr_60dnumber60-day correlation with IHSG.
rel_strength_20dnumber20-day return minus IHSG's 20-day return.
value_idrnumberTraded value, close times volume, IDR.
avg_value_20d_idrnumber20-day average traded value, IDR.
close_usdnumberClose converted at that day's USD/IDR.

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