Kenya Nairobi Securities Exchange (NSE) All Stocks Prices 2023-2024

This compilation of historical daily stock market price data relates to the Kenyan Nairobi Securities Exchange (NSE) for full year 2023 and 2024 (Jan-Oct). This data is valuable for any machine learning algorithm that needs data (training, validation, testing). This compilation develops on an earlier dataset (2008-2012) that was initially compiled as part of a research project to predict next day stock price, based on the previous five days, using Artificial Neural Networks (ANN). This initial research [1],[2] tested 6 stocks [3] using ANN of configuration 5:21:21:1. The data was then enhanced as a new compilation of all stocks for the period 2007-2012 [4].

This new dataset augments the NSE dataset for 2007-2012 [4], 2013 to 2020 [5], 2021 [6] and 2022 [7]. The data was scrapping from a publicly accessible website [8] licensed by NSE by exporting raw web data to spreadsheets, then cleaning it up to final CSV.

Just like the previous compilations, each stock data row has 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. One additional CSV file is also provided to show the stocks market sector, with 3 columns as: (1)Market sector (2)Stock Code (3)Stock Name.

This additional dataset provides researchers with an even larger dataset (2007-2024) of stocks market data including market sector information for bigger opportunities of data analysis and usage in machine learning research.

List of data files on this dataset:
NSE_data_all_stocks_2023.csv
NSE_data_all_stocks_2024_jan_to_oct.csv
NSE_data_stock_market_sectors_2023_2024.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] Wanjawa, Barack (2021), “Nairobi Securities Exchange (NSE) All Stocks Prices 2013-2020”, Mendeley Data, V2, doi: 10.17632/73rb78pmzw.2
[6] Wanjawa, Barack (2022), “Nairobi Securities Exchange (NSE) Kenya - All Stocks Prices 2021”, Mendeley Data, V5, doi: 10.17632/97hkwn5y3x.5
[7] Wanjawa, Barack (2024), “Kenya Nairobi Securities Exchange (NSE) All Stocks Prices 2022”, Mendeley Data, V2, doi: 10.17632/jmcdmnyh2s.2
[8] Synergy Systems Ltd. (2023). MyStocks. Retrieved Jan 31, 2023, from http://live.mystocks.co.ke/

本汇编涵盖历史每日股票市场价格数据，涉及肯尼亚内罗毕证券交易所（NSE）2023年和2024年（1月至10月）的全年度数据。该数据对于任何需要数据（训练、验证、测试）的机器学习算法都具有极高的价值。该汇编在早期数据集（2008-2012年）的基础上进行扩展，该数据集最初作为预测次日股票价格的研究项目的一部分而编制，该项目基于前五天的数据，运用人工神经网络（ANN）进行预测。初步研究[1],[2]测试了6支股票[3]，使用了配置为5:21:21:1的ANN。随后，数据得到了增强，形成了一个涵盖2007-2012年所有股票的新汇编[4]。

此新数据集扩展了2007-2012年[4]、2013至2020年[5]、2021年[6]和2022年[7]的NSE数据集。数据通过从可公开访问的网站[8]（由NSE许可）抓取，将原始网页数据导出为电子表格，然后进行清洗，最终生成CSV文件。

与先前汇编类似，每个股票数据行包含13个数据列：（1）日期（2）股票代码（3）股票名称（4）12个月最低价格（5）12个月最高价格（6）当日最低价格（7）当日最高价格（8）当日收盘价（9）前一日交易价格（10）价格变动值（11）价格变动百分比（12）成交量（13）调整后价格。此外，还提供了一个额外的CSV文件，以展示股票市场部门，包含3列：（1）市场部门（2）股票代码（3）股票名称。

此附加数据集为研究人员提供了更大的股票市场数据集（2007-2024年），包括市场部门信息，为数据分析以及机器学习研究中的应用提供了更广阔的机遇。

本数据集包含的数据文件列表：
NSE_data_all_stocks_2023.csv
NSE_data_all_stocks_2024_jan_to_oct.csv
NSE_data_stock_market_sectors_2023_2024.csv

参考文献：
[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] Wanjawa, Barack (2021), “Nairobi Securities Exchange (NSE) All Stocks Prices 2013-2020”，Mendeley Data，V2，doi: 10.17632/73rb78pmzw.2
[6] Wanjawa, Barack (2022), “Nairobi Securities Exchange (NSE) Kenya - All Stocks Prices 2021”，Mendeley Data，V5，doi: 10.17632/97hkwn5y3x.5
[7] Wanjawa, Barack (2024), “Kenya Nairobi Securities Exchange (NSE) All Stocks Prices 2022”，Mendeley Data，V2，doi: 10.17632/jmcdmnyh2s.2
[8] Synergy Systems Ltd. (2023). MyStocks. Retrieved Jan 31, 2023, from http://live.mystocks.co.ke/

搜集汇总

背景与挑战

背景概述

该数据集包含肯尼亚内罗毕证券交易所（NSE）2023年至2024年（1月至10月）所有股票的每日价格数据，适用于机器学习和深度学习研究。数据集扩展了之前的数据集（2007-2022年），并提供了股票的市场板块信息。