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Saudi Stock Exchange Historical Data
Stock & Market Data
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About
Daily stock price data is provided for companies listed on the Saudi Stock Exchange (Tadawul) TASI. It details historical market activity, offering granular metrics for each stock on a given day, including open, high, low, and close prices, alongside the corresponding trading volume and value. This resource is essential for rigorous exploration of the Saudi market, enabling financial modelling and behavioural analysis of regional equities.
Columns
- symbol (Integer): The unique reference number assigned to the company.
- name (String): The official name of the company.
- trading_name (String): The abbreviated or commonly used trading name of the company (e.g., SABIC).
- sectoer (String): The industrial sector in which the company operates (e.g., Financials, Materials).
- date (Date): The specific date of the recorded stock price.
- open (Decimal): The price at which the stock opened trading on that date.
- high (Decimal): The highest price reached by the stock during the day's trading.
- low (Decimal): The lowest price reached by the stock during the day's trading.
- close (Decimal): The final price at which the stock closed trading for the day.
- change (Decimal): The change in price relative to the previous day's closing price.
- perc_Change (Decimal): The percentage change in price from the previous day.
- volume_traded (Decimal): The total volume of shares traded during the day.
- value_traded (Decimal): The total monetary value of trades executed for the day.
- no_trades (Decimal): The number of individual trade transactions conducted during the day.
Distribution
The data is delivered in a standard tabular format, typically CSV. It contains approximately 594,000 validated records across 14 columns, with a file size of 74.58 MB. Missing values are present in certain columns, such as opening price (1%) and the number of trades (1%). The expected update frequency for this dataset is annually.
Usage
Ideal applications include predicting stocks prices using time-series forecasting techniques. The data supports deep exploration and study of the Saudi Stock Exchange, which is currently less studied than other global markets. Users can cluster companies based on their price behaviour during varied market conditions, such as periods of growth or recession. It is also highly useful for identifying days characterised by very large trading numbers and investigating the underlying economic causes.
Coverage
The dataset focuses entirely on the Saudi stock market, specifically listing prices for companies traded on the Tadawul (TASI). The time frame commences from January 1, 2000, with records running through to April 16, 2020. The records show high fidelity, with 100% data validity for key identifying columns like the company name, trading name, sector, and closing price.
License
CC0: Public Domain
Who Can Use It
Intended users include data scientists focused on financial modelling and prediction, quantitative hedge fund analysts, academic researchers studying emerging market stability and growth, and investment professionals seeking historical data for backtesting investment strategies in the Middle East region.
Dataset Name Suggestions
- Tadawul Daily TASI Stock Prices 2000-2020
- Saudi Stock Exchange Historical Data
- TASI Stock Market Company Prices Since 2000
Attributes
Original Data Source: Saudi Stock Exchange Historical Data
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