Social media has opened new avenues and opportunities for financial banking institutions to improve the quality of their products and services and to understand and to adapt to their customers' needs. By directly analyzing the feedback of its customers, financial banking institutions can provide personalized products and services tailored to their customer needs. This paper presents a research framework for creation of a financial banking dataset in order to be used for Sentiment Classification using various Machine Learning methods and techniques. The dataset contains 2234 financial banking comments from Romanian financial banking social media collected via web scraping technique.