How can I download exchange data for only common stocks (excl mutual funds, ETF, etc) on the NYSE, NASDAQ, and AMEX?
I can't find a list of tickers or anything. Does anyone know a method? And does anyone know how to get around the CRSP NAICS labeling being so incomplete?
Anyone have any experience in using CRSP daily stock data and downloading it in the most usable format? I'm trying to download all publicly listed stocks and it doesn't make any sense because only about 70% of these companies by ticker/name/PERMNO/PERMCO have their last trading date on 12/31/2015, but if they're publicly listed, then they should all trade until the end.