lake.index_prices dataset schema

Columns and types

These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.

No matching rows. Clear the filter to see all records.

Current logical schema for lake.index_prices

Coverage and timing

Daily levels for non-tradable indices and benchmarks: VIX, SPX, NDX, DJI, RUT, SKEW, VVIX, TNX, USDBROAD. Market-regime and volatility context.

These are index LEVELS, not equities — never join them against `sec_daily_ohlc` as if they were tickers. `VIX` close is the absolute Cboe index level: 18.5 means 18.5, not 18.5%. `SPX` is the S&P 500 index level, not the SPY ETF price. `NDX` is the Nasdaq-100 level and `DJI` the Dow. `TNX` follows Cboe convention: the 10-year Treasury yield times ten, so 47.5 means a 4.75% yield. `USDBROAD` is the Fed broad trade-weighted dollar index (Jan-2006 = 100) and is NOT ICE's DXY — do not compare it to DXY levels. `DJI` before 2003-09 and `RUT` before 2020-11 are back-extended from DIA/IWM scaled at the splice, measured to 0.117-0.167% mean error. Fine for regime signals, not for precise level math. `open`, `high`, `low` and `volume` are nullable — VIX carries no volume. `close` is always populated. For a 5-day VIX rate of change: `(close - LAG(close, 5) OVER (PARTITION BY ticker ORDER BY date)) / LAG(close, 5) OVER (PARTITION BY ticker ORDER BY date) * 100`.

Run a limited query

Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.

This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.

SELECT "ticker", "name", "date"
FROM lake.index_prices
LIMIT 20;