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I'm learning sentiment analysis. I need financial tweets and blogs dataset for supervised learning.
Right now I'm trying lexicon based sentiment analysis on a small dataset of financial tweets from stocktwits.

Can someone guide me where to find other sets?

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467 million Twitter posts from 20 million users covering a 7 month period from June 1 2009 to December 31 2009. We estimate this is about 20-30% of all public tweets published on Twitter during the particular time frame.

For each public tweet the following information is available:

Author Time Content

Please refer this link: https://snap.stanford.edu/data/other.html

  • Good timing. Twitter introduced the $AAPL notation to indicate a stock in February, 2009 wired.com/2009/02/on-twitter-is-t (this should help you filter out tweets mentioning stocks) – philshem Mar 18 '18 at 13:56
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I would be tempted to use Google Finance or Yahoo Finance to get a list of stock symbols. i.e. VOD.L

Then you could use the twitter API to extract search results for each one, again i.e. $VOD.L https://twitter.com/search?q=%24VOD.L

There is a list of news APIs on Programmable Web that could perhaps be used to extract news items for each symbol: http://www.programmableweb.com/category/News%20Services/apis?category=20250

From those you should be able to extract past tweets/news articles as well as historical pricing data and then generate your own training sets.

  • I originally thought of this solution as a last resort, if i don't get the tagged dataset. Thanks for the APIs search engine, it's a good resource. – ashwinids Apr 6 '16 at 2:29

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