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I'm working on a project that will fetch data from Google Finance and Reuters. In order to avoid keeping two separate lists of stock symbols, I'm looking for some kind of conversion or database or API or anything already built. Something similar to this question

For example, for company "REN - Rede Electrica Nacional", the tickers are:

  • Google Finance: ELI:RENE
  • Reuters: RENE.LS

Does anyone know if there's already something like this?

Thanks in advance for any help!

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There isn't a reliable mechanism. Some things to think about:

  • It's common for venues to abuse the security reference of the primary venue to mean anywhere that this security is traded. So - for some venues and data sources - if they talk about trading the LSE-listing of RIO on Bats Europe, they will refer to that as RIO.L. I believe your examples above have this kind of crossover. One would refer the price across participating secondary markets, the other to the price specific to the LSE.

  • There are downloads that you can use as Rosetta Stones to convert between representations. For European securities, Bats Europe makes a lot of good information public (http://www.batstrading.co.uk/trf/market_data/symbol_listing/). The reference data symbology offered on their website is handy for conversions, and some documents offer close prices. They're one of the largest secondary markets in Europe, so this is valuable data. Their TRF dataset is significantly larger, and useful for rosetta stone purposes.

  • You can often use ISIN+MIC+CCY as a translation mechanism between different systems. Be mindful that this is not 100% either. For example, there are situations on the LSE where ISIN+MIC+CCY is not a unique reference, and refers to a set of ETFs, each with a different multiplier.

The conversion database is a good idea. I've been wanting to do this for a while, and laid some groundwork yesterday, which is why all of this is fresh in my mind. Nothing public yet.

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Generally the symbology should be <exchange mnemonic>:<ticker symbol> for Google and <ticker symbol>.<exchange letter> for Reuters. You will have to manually find the list of exchange mnemonics for each.

Note that till recently NYSE and NASDAQ had an agreement for one to use 3-letter tickers and the other 4-letter tickers to help distinguish the markets apart. Today this means the same ticker symbol may appear on each exchange but represent a different company, Reuters uses the mnemonic .K for when NYSE tickers would overlap.

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