Hot answers tagged nasdaq
Your best bet might be to find lists of the companies on each exchange and cross-reference them with a list of the companies on the Russell 2000. It shouldn't be too hard to write a little script in python or something that does the comparison for you. It appears that nasdaq.com has a tool that allows you to download csv lists of the stocks listed on the ...
Simply put, no, you won't find this. The most basic one-port ITCH feed with no redistribution rights runs \$750/mo. Historical ITCH data which is useful for backtesting is \$1,000/mo. with a 12 month initial minimum contract. Fees for distributors are much, much more expensive (all costs can be found on the NASDAQ OMX website), and the restrictions on ...
NASDAQ provides a list of traded stocks. It is available on their FTP server: ftp.nasdaqtrader.com. There you will find two files of interest: nasdaqlisted.txt and otherlisted.txt. nasdaqlisted.txt lists the NASDAQ stocks. otherlisted.txt contains a field that identifies the exchange, which includes NYSE. None of these will give you the CIK, but the ...
SEC site showing Form 25 (delisting) filings from the last 4 years for all listing markets. As @user508 mentioned Nasdaq has then listed on their site here. NYSE lists them on their site here.
What Tick data you have in mind? NASDAQ ITCH is tick data but you have to construct the limit order book yourself to keep track of the best bid and ask price for each stocks. Not a trivial task. If you get TAQ data, you will get the best bid and ask (NBBO) but TAQ data has some issues like no odd-lot trades and trades are not mark buyer or seller initiated.
The solution to my question can be found at the following webpage : http://rankandfiled.com/#/data/tickers For every stock you have on which stock exchange it is being traded, and the CIK (Central index key) which is exactly what I was searching for. I post it here since it will probably be very useful to many people.
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