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

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/

本汇编收录了肯尼亚内罗毕证券交易所（NSE）的历史数据，该交易所为肯尼亚的股票交易市场。数据为原始的每日交易数据，对于任何需要训练和测试数据的机器学习算法都具有价值。早期数据集（2007-2012年）最初作为预测次日股票价格的研究项目的一部分进行汇编，该项目基于前五天的数据，利用人工神经网络（ANN）进行预测。研究[1],[2]使用配置为5:21:21:1的ANN对6支股票[3]进行了测试。然而，2007-2012年全部NSE股票的数据集[4]也一并提供。自那时起，NSE持续运营并每日产生新的数据，这促使新的数据汇编。新的2013年至2020年（截至2020年6月30日）的NSE数据再次从公司公开网站[5]中提取，该公司获得NSE的许可。处理过程包括将原始数据导出到电子表格中，然后去除不必要的元素。每个股票数据行包含以下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（5）12个月最高价（6）当日最低价（7）当日最高价（8）当日收盘价（9）前一交易价格（10）价格变动值（11）价格变动百分比（12）成交量（13）调整后价格。原始数据还包含一个关于价格方向的列（箭头图形），但该列从最终汇编中被删除。引入了两个额外的CSV文件（2013年和2020年），以展示每支股票所属的市场部门。列标题为：（1）市场部门（2）股票代码（3）股票名称。这个新的数据集为研究人员提供了一个更大的数据集（2007-2020年），更大的股票和指数池（64种），市场部门数据以及许多其他数据属性，这些属性超出了先前研究中提出的测试案例。本数据集包含的数据文件列表如下：
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

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] Synergy Systems Ltd. (2020). MyStocks. Retrieved July 27, 2020, from http://live.mystocks.co.ke/