Aperçu

This dataset is a raw dump of the maximum recorded 1D price history of all 751 stocks listed under "Nifty Total Market", up until 2023-March-24. Sourced from Yahoo Finance. Original size of ~300 MB, compressed down to ~90 MB.

Motivation

The motivation originated out of the necessity of having as complete and reliable a database as possible of the NSE's widest official equity coverage. As of the time of this writing, many alternative datasets that are similar in nature have either been abandoned, not updated recently, or have unadjusted prices that do not align with publicly viewable charts. This data was sourced using adjusted OHLC values, such that it's as close to charted prices (within a personally satisfiable margin). The primary reason for publicising the dataset is to make future searches and personal access easier than if it were private.

Important Note

None of this data has been cleaned or has undergone deep verification. It has simply been pulled, randomly verified, archived, and uploaded (purely for personal convenience). This is directly related to the fact that the recommended contemporary Python equivalent for Yahoo Finance data retrieval removes rows that contain missing values. By extension, the Julia equivalent seeks to retain missing-values as NaN. As of the time of creation, Julia's package with the necessary change was undergoing pre-release testing and therefore unfortunately, this data had to be retrieved using Python's front. Whether this dataset will be updated in the near future or not remains to be decided.

Data Structure

• symbol: the NSE ticker of the scrip the CSV belongs to. Is also the filename of the CSV (for example, "AXISBANK.NS"). This column repeats itself throughout the entirety of the CSV and hence, contains only one unique value across all ~5000 rows.
• date: the recorded date of the economic observation, formatted as YYYY-MM-DD (for example, "1998-11-27"). Each row within this column contains unique values throughout the entirety of the CSV (i.e. all ~5000 rows are unique).
• open: the opening transaction price of that scrip, for that day. Formatted as a float value (for example, 2.357349). Note that some scripts might have negative values due to adjustment artefacts.
• high: the highest recorded transaction price of that scrip, for that day. Formatted as a float value (for example, 2.357349). Note that some scripts might have negative values due to adjustment artefacts.
• low: the lowest recorded transaction price of that scrip, for that day. Formatted as a float value (for example, 1.799554). Note that some scripts might have negative values due to adjustment artefacts.
• volume: the volume of shares that exchanged hands for that day. Formatted as an integer value (for example, 21000).
• close: the last recorded transaction price of that scrip, for that day. Formatted as a float value (for example, 2.257743). Note that some scripts might have negative values due to adjustment artefacts.
• dividends: any dividend paid out on that day that affect prices. Formatted as a float value (for example, 2.5). This column is mostly filled with zeroes.
• splits: any stock splits that occurred on that day that affect prices. Formatted as an integer value (for example, 5). This column is mostly filled with zeroes.

Obligatory Acknowledgements

Appropriate recognition and appreciation goes to the National Stock Exchange of India and Yahoo Finance for their individual (and combined) efforts of economic and financial facilitation, proliferation, data collection, maintenance, management, and provision. Cover image credit.

All of this data is provided AS IS with no guarantee or warranty of any kind. The dataset is licensed under the GNU Affero General Public License.