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For a project of mine I need to find a stock that is traded on two venues, e.g. NYSE and NASDAQ, but could be others.

So I need to use data from both venues.

Does anyone know how one would go about finding a stock that are traded on two venues?

Because it seems like an overly tedious task to go through the single stocks one by one and check if they are on another exchange. Are there e.g. a list somewhere with this information?

Another information that is important in my choice is, that it needs to have a very large average trade volume.

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I'm not sure the question makes sense with today's cash equity markets. Pretty much all cash equities can trade on any of the 40 dark pools and ECN's in the US.

See: https://en.wikipedia.org/wiki/List_of_stock_exchanges_in_the_Americas

So, I guess the answer is that almost all stocks listed on say the NYSE can trade on any of the other stock exchanges. Now whether or not they actually execute trades on those exchanges is another story.

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  • $\begingroup$ Yes I just found out that you are right, I am new to the whole process of gathering the data. I also found out what I am going to do. I will use the TAQ dataset, which I have access to and I will import it into sql to check different stocks across the venues that have data in the TAQ dataset. And then I will look at their trade volumes to chose those with very high trade volumes on two venues. Thanks for answering anyways, I left this comment as a sort of self answer, in case people can use it. $\endgroup$ – tralala Oct 7 '15 at 4:15
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    $\begingroup$ Note that it's quite typical for combined volume from other exchanges to dwarf the listing exchange volume. For example: NYSEArca:SPY had a total of 110,274,530 shares traded on 6 Oct 2015 across all exchanges and ECNs but only 26,861,191 were actually traded on NYSE Arca. $\endgroup$ – Norgate Data Oct 7 '15 at 8:27
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If you have access to datastream:

https://datateamoftheeur.wordpress.com/2013/05/23/faq-how-can-i-find-cross-listed-stocks-in-datastream/

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