SOURCE:http://funapp.cs.bilkent.edu.tr/DataSets/
The data provided are daily stock prices from January 1988 through October 1991, for ten aerospace companies.

You can download the original data file http://www.keel.es/dataset/uci/Stock.data or you can visit the web site of the dataset http://funapp.cs.bilkent.edu.tr/DataSets/.

   In Keel, the original data set is partitioned using 10-fold cross-validation procedure. The initial data set T, is randomly divided into 10 disjoint sets of equal size T1,...,TN. We maintain the original class distribution (before partitioning) within each set when carrying out the partition process. We then conduct 10 pairs of training and test sets.

   Moreover, the original data set of 950 examples has been randomly divided into 2 different subsets (each one with 75 examples) for 5 times. We have builded 5 different partitions of the original data set at 50%-50% to apply the 5x2cv paired t-test , namely we perform 5 replications of 2-fold cross-validation.

5fcv:   5-fold cross validation

You can also download the whole data set in Keel format here.