NGX-DOL: an open daily panel of the Nigerian equity market, 2014-2026

NGX-DOL turns twelve years of the Nigerian Exchange's official daily reports (June 2014 to October 2026) into an open, documented dataset covering 256 listed equities on 3,033 trading days. The code rebuilds the full daily table of prices and trades directly from NGX's public reports. Version 1.0 publishes monthly liquidity measures, daily market totals and weekly broker-concentration scores. Checked against a second NGX report, the trade counts and volumes match 100%. Files: ngxdol_liquidity_monthly (security-month Amihud illiquidity, zero-return share, turnover, days listed/traded); ngxdol_market_daily (daily market totals); ngxdol_broker_concentration (weekly CR5, CR10, HHI of the published top 10); ngxdol_securities (names, ISIN, board, sector, first/last date); qa_report; CODEBOOK; LIMITATIONS; full source code (ngx-dol-v1.0.0-code.zip, MIT). Run run_all.sh to rebuild the full 497,038-row security-day panel from NGX's public Data Library. Validation: against NGX's independent Daily Summary (42,798 security-days), deals and volume agree 100.0% and 100.0%. In complete weeks, summed daily volumes equal NGX weekly totals exactly for 97.89% of security-weeks. Source: Nigerian Exchange Limited (NGX) Data Library, https://ngxgroup.com/exchange/data/data-library/. NGX is the source and owner of the underlying data and does not produce or endorse this dataset. v1.0 does not redistribute NGX security-level daily prices, broker tables or original PDFs. Competing interests: The author designs and operates settlement and market-making architecture for the Nigerian equity market. Built with AI assistance (Anthropic Claude) for code and drafting; analytic decisions and verification by the author.