Nairobi Securities Exchange (NSE) All Stocks Prices 2013-2020

Published: 01-02-2021| Version 2 | DOI: 10.17632/73rb78pmzw.2
Contributor:
Barack Wanjawa

Description

This compilation consists of historical data of the Nairobi Securities Exchange (NSE), the stock exchange market of Kenya. The data is raw daily trade data and is of value to any machine learning algorithm that requires training and testing data. An earlier dataset (2007-2012) was initially compiled as part of a research project to predict next day stock price prediction, based on the previous five days by use of Artificial Neural Networks (ANN). The research [1],[2] tested 6 stocks [3] using an ANN of configuration 5:21:21:1. However, the whole of 2007-2012 dataset of all NSE stocks is also available [4]. Since then, the NSE has continued to operate and still generates new data daily. This has necessitated compilation of new data. This new NSE 2013 to 2020 (upto June 30) data was once again scrapped from public website [5] of company, licensed by NSE. The processing involved - raw data export to spreadsheets then removal of unnecessary data elements. Each stock data row has the following 13 data columns (1) Date (2) Stock Code (3) Stock Name (4) 12-month Low price (5) 12-month High price (6) Day's Low price (7) Day's High price (8) Day's Final Price (9) Previous traded price (10) Change in price value (11) Change in price % (12) Volume traded (13) Adjusted price. The original data also had a column on the price direction (arrow graphic), but this column was dropped from this final compilation. Two additional CSV files (2013 and 2020) are introduced to show market sectors that each stock belongs. The column headings are: (1) Market sector (2) Stock Code (3) Stock Name. This new dataset gives researchers a larger dataset (2007-2020), bigger pool of stocks and indices (64), market sector data and many other data attributes, over and above the test cases that were presented in the earlier research. List of data files on this dataset: NSE_data_all_stocks_2013.csv NSE_data_all_stocks_2014.csv NSE_data_all_stocks_2015.csv NSE_data_all_stocks_2016.csv NSE_data_all_stocks_2017.csv NSE_data_all_stocks_2018.csv NSE_data_all_stocks_2019.csv NSE_data_all_stocks_2020.csv NSE_data_stock_market_sectors_2013.csv NSE_data_stock_market_sectors_2020.csv References: [1] Wanjawa, B. W. (2014). A Neural Network Model for Predicting Stock Market Prices at the Nairobi Securities Exchange (Dissertation, University of Nairobi). [2] Wanjawa, B. W., & Muchemi, L. (2014). ANN model to predict stock prices at stock exchange markets. arXiv preprint arXiv:1502.06434. [3] Wanjawa, Barack (2020), “Nairobi Securities Exchange Prices 2008-2012 for 6 selected stocks”, Mendeley Data, v3, http://dx.doi.org/10.17632/95fb84nzcd.3 [4] Wanjawa, Barack (2020), “Nairobi Securities Exchange All Stocks Prices 2007-2012”, Mendeley Data, v1, http://dx.doi.org/10.17632/5hk4zw32f5.1 [5] Synergy Systems Ltd. (2020). MyStocks. Retrieved July 27, 2020, from http://live.mystocks.co.ke/

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