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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.

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When downloading your data set you can also select a variable called share code. All common stocks trade with share code "10" or "11". After loading the set simply delete all shares with a code other than "10" or "11".

Companies may go bankrupt or get acquired so that is why only 70% trade until the end of the year I guess...

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I figured out a solution. You can sort the CSV data from NASDAQ.com and filter out anything in the n/a sector

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  • $\begingroup$ From reading your question that is not everything you need is it? If it is, how does it exactly work? $\endgroup$
    – Bob Jansen ♦
    Feb 16, 2016 at 8:28

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