This is a web crawler for Nairobi Stock Exchange (NSE) Share prices since its digitization on 11^th September 2006 to 31^st January 2019. The data crawled can be found in the data folder.

Setup

• Install python3 and pip3 installed

  pip3 install -r requirements.txt

• To install the python3 dependencies.

Data Format in the csv

• Daily csv Format

  • Each csv contains daily prices for all the companies for that day.
  • Code | Name | Lowest Price of the Day | Highest Price of the Day | Closing Price | Previous Day Closing Price | Volume Traded

• Monthly , Yearly and Company csv Format

  • Each csv contains a particulars company prices for the month/ year
  • Date | Lowest Price of the Day | Highest Price of the Day | Closing Price | Previous Day Closing Price | Volume Traded

The data folder has 4 folders inside:

• Daily folder Has all nse daily prices ordered by year and months
• Monthly folder All daily data put in a single csv for that month ordered by company code name.
• Yearly folder All monthly data put in a single csv for that year.
• Company folder All yearly data put in a single csv for that company.

All errors 404 errors for pages not found can be found in the errorlog folder in the error.log

NB Unable to remove the following holidays as of now because they are dynamic

• Eid al Adha (was gazetted in Kenya as of September 2016)

• Eid Fitr

Usage

• daily.py - script crawls the data given the start dates and end dates. It gets data from mystocks website , credits to them and saves them under the data/daily/ folder.

• monthly.py - script gets each companies data from the daily csvs. It creates a csv for each company and saves the monthly share prices of that company. The data is stored in the data/monthly/ folder.

• yearly.py - script gets each companies data from the monthly csvs. It creates a csv for each company and saves the yearly share prices of that company. The data is stored in the data/yearly/ folder.

• company.py - script gets each companies data from the yearly csvs. It creates a csv for each company and saves the company's share prices for the period specified. The data is stored in the data/company/ folder.