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My data source for end of day prices only gives the prices of the trades during the day. If a stock stops trading/goes out/moves to another exchange|changes symbol. I never hear about this.

My question(s) are:

  1. Is there a way to determine that a stock is no longer trading? Most stocks that I have, have daily updates to the price. Some stocks only have price listings once a month or once every blue moon.
  2. Is there a data source [preferably free, without parsing through news stories] that I can grab that can give updates on symbol changes/delistings/going to 0.0.
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  • $\begingroup$ Did you ever get a satisfactory answer to this question, @monsky? $\endgroup$
    – Zack Burt
    Mar 25, 2013 at 3:42
  • $\begingroup$ I didn't get a comprehensive solution to this. The answer from joshayers only covers NASDAQ and is in a web format. Also, I haven't had time to investigate this more. $\endgroup$
    – monksy
    Mar 26, 2013 at 18:03

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It really depends on what you are trying to do with the data. It sounds like you are dealing in very illiquid stocks trading OTC or on the pink sheets, etc and if they only trade ("have price listings") "once every blue moon", you probably have a lot of manual intervention and research to do in building your data series.

With that said...

  1. It depends on the data source. If an issuer goes bankrupt, sometimes their shares move to the pink sheets to facilitate class action lawsuits, bankruptcy proceedings, etc. Further it depends on the how the data vendor treats such events. Some might sources show the price as $0, some might have a code for what has happened (bankruptcy, merger, change of symbol, etc.).

  2. Chicago Booth's Center for Research in Securities Prices (http://www.crsp.com/) has very high quality historic data which contains the information you are looking for, albeit not for free. The type of data you are looking for would only come from a fairly high quality source. In my opinion you would be very hard pressed to find it standardized and delivered on a silver platter (or CSV file) for free.

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  • $\begingroup$ I'm not looking for the actual historical data for free. I'm looking for announcements of bankrupcy non-trading/symbol changes etc. Yea, most of these are in OTC. $\endgroup$
    – monksy
    Oct 13, 2011 at 20:27
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NASDAQ's website has a list of symbol changes.

http://www.nasdaq.com/markets/stocks/symbol-change-history.aspx

Looking through a few of the listings, there are some Pink Sheet companies included, but I can't say if it's comprehensive.

Unfortunately, it doesn't seem like that have the data in an easily downloaded format. You're probably stuck parsing it from the webpage.

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  • $\begingroup$ Unfortunately that only looks like its for the last 6 months. Thanks though. $\endgroup$
    – monksy
    Oct 13, 2011 at 21:51

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