The application of Machine learning to finance has become a familiar approach, even more so in stock market forecasting. The stock market is highly volatile and huge amounts of data are generated every minute globally. The extraction of effective intelligence from this data is of critical importance. However, a collaboration of numerical stock data with qualitative text data can be a challenging task. In this work, we accomplish this and provide an unprecedented, publicly available dataset with technical and fundamental data, sentiment that we gathered from News Archives, TV news captions, Radio Transcripts, Tweets, Daily financial newspapers, etc. The text data entries used for sentiment extraction total more than 1.4 Million. The dataset comprises of daily entries from January 2018 to December 2022 for 8 different companies and Dow Jones Index as a whole. Holistic Fundamental and Technical data is provided training ready for Model learning and deployment. The predictive power of deep learning models is highly determined by the training data provided. This dataset would be of benefit for research globally incorporating qualitative intelligence for stock market forecasting. The dataset is made available at https://github.com/batking24/Huge-Stock-Dataset.