0
$\begingroup$

I built a trading strategy that is based on a pool of all the symbols available on NYSE, Nasdaq, and AMEX.

I don't like the idea of trading symbols that are ETFs. For example, the symbol TVIX, which is some velocity shares 2x leveraged bull****, is not something that I want to trade.

Is there a list maintained somewhere of the symbols on these exchanges, and which ones represent ETFs or other funds? I've looked all over the place and can't seem to find anything that differentiates symbols in this way.

$\endgroup$
  • $\begingroup$ What database are you using to find your NYSE/NASDAQ/Amex stock symbols? In CRSP for example ordinary companes have Share Code 10 or 11, while ETFs have Share Code 70 or 71. $\endgroup$ – Alex C Jan 10 '16 at 19:51
  • $\begingroup$ I use the data available is CSV form from Nasdaq.com at http://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange={exchange}&render=download where the exchange parameter can equal nyse, nasdaq, or amex. Is the CRSP accessible for free? $\endgroup$ – JackB Jan 10 '16 at 21:00
  • $\begingroup$ Unfortunately CRSP is free only for professors and students at major universities, otherwise very expensive. There are other choices, though. $\endgroup$ – Alex C Jan 10 '16 at 21:56
  • $\begingroup$ What is your operating environment? Which platform(s) do you use? $\endgroup$ – Norgate Data Jan 11 '16 at 11:58
  • $\begingroup$ My trading strategy is written in java. My primary data source is quandl, but as mentioned above, I get basic information about symbols from nasdaq.com. Really not looking to pay for this data, as it seems super simple. $\endgroup$ – JackB Jan 11 '16 at 16:15
2
$\begingroup$

I found what I was looking for at Nasdaq.com. This information wasn't available months ago when I initially built my trading strategy. Basically Nasdaq.com provides a CSV file of all symbols that are ETFs. And its free.

http://www.nasdaq.com/investing/etfs/etf-finder-results.aspx?download=Yes

$\endgroup$
0
$\begingroup$

I use http://etfdb.com/etfs/ the ETF Database. It gives a large amount of data including:

  • a rating of the ETF,
  • Alternatives,
  • Holdings, Expenses & Fees,
  • Performance,
  • Charts,
  • Valuation,
  • Dividend,
  • Technicals,
  • Fact Sheet,
  • Read Next, and more. You can go through ETFs on this website by category. Also after initial worked of creating a "master list" that you want to follow, you should be able create software for getting data from this site...

You can also download a file the screening results on the website -- see "use our ETF sceener". There it also allows you to pick 1) types of ETFs of interest (e.g. bonds, commodities, equities, etc) 2) Size and type of companies can be specified. 3) specify the "attributes " (e.g. commission free, leveraged, inverse, etc). You just have sign up to download a .csv file the results of your screening and that is free!

$\endgroup$
  • $\begingroup$ is there any way of getting the data via an URL request? $\endgroup$ – Menelaos Kotsollaris Jan 10 '16 at 22:48
  • $\begingroup$ After eliminating the ETFs, you will need to eliminate the REITs, the MLPs, the ADRs, the Certificates of Participation and so on. Seems like there must be a better way to come up with a list of 'real US companies'. $\endgroup$ – Alex C Jan 11 '16 at 2:04
  • $\begingroup$ Agreed @AlexC. My best approach at this point is to use regular on the name field on the data provided by nasdaq at http://www.nasdaq.com/screening/companies-by-name.aspx?letter=0&exchange=nyse&render=download to filter out companies that fit the description of ETF/Fund/etc. After sifting through the ~6,000 companies that compose NYSE, Nasdaq, and Amex, I came up with ~15 phrases that generally characterize these funds. Its proven reasonably accurate so far. $\endgroup$ – JackB Jan 11 '16 at 2:42
  • $\begingroup$ What are your 15 phrases? What degree of accuracy do you require? $\endgroup$ – Norgate Data Jan 12 '16 at 16:15
  • $\begingroup$ You can do the selection process directly from the etfdb.com/etfs the ETF Database, avoiding the extra work. $\endgroup$ – jimmeh Mar 6 '16 at 20:23

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.