Dhaka Stock Exchange End-of-Day Financial Dataset with Coverage Metadata

This dataset provides end-of-day (EoD) financial price data for instruments listed on the Dhaka Stock Exchange (DSE) spanning the period from October 2012 to January 2026. The dataset includes instrument-level historical trading records curated from publicly accessible financial data sources and structured for reproducible financial time-series analysis.

Each instrument is represented by a dedicated CSV file containing the following attributes:
* Date
* Open price
* High price
* Low price
* Close price
* Trading volume

Two complementary versions of the dataset are provided:
* Unadjusted dataset – raw historical price records as observed in the source data.
* Adjusted dataset – price series incorporating adjustments reflecting corporate actions where available.

To support coverage-aware financial modeling, the dataset additionally includes structured metadata describing instrument availability and listing intervals. This metadata enables researchers to explicitly account for heterogeneous instrument observation windows when constructing time-series datasets.

The metadata files include:
* availability_matrix.csv – a coverage matrix encoding data availability across instruments and dates.
* company_metadata.csv – instrument information and inferred instrument types.
* date_coverage.csv – trading calendar coverage statistics.

The dataset is intended to support research in:
* financial econometrics
* volatility modeling
* market microstructure
* financial machine learning
* empirical finance research
* and many more

The authors curated and structured this dataset from publicly available financial data portals that provide historical trading records for the Dhaka Stock Exchange. The authors do not claim ownership of the underlying raw financial data and are not responsible for any inaccuracies present in the original source records.