Where to get the stock universe?

Question

Is there any way to reliably get a full list of symbols (in whatever format), for multiple exchanges (e.g. NYSE, NASDAQ, LSE, JPX, HKEX and so on). Additional info (like sector, or symbols of listed derivatives and fixed income products) are useful, but optional, and doesn't need to include every stock worldwide, but the more the merrier.

It feels too much like reinventing the wheel to parse it directly from each exchange (which would be ok if it was only 2 - 3, but need 10+, and some exchanges don't have lists of stocks you can easily read).

I'm hoping something like this must already exist at a relatively affordable price? (I know it can be done in Bloomberg, but alas, is too expensive)

Answer 1

FINRA publishes a start-of-day and end of day file containing the symbol and issuer of all NMS securities.

https://www.catnmsplan.com/reference-data

https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_SOD.txt

https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_EOD.txt

Due to the relevance of these files to the regulatory obligations of market participants trading U.S. equities, I would expect it to be a reliable source for the foreseeable future.

Answer 2

QuantRocket supports this. The usage guide explains how to get comprehensive lists of symbols for numerous global exchanges.

Disclaimer: I am affiliated with QuantRocket.

Answer 3

If you only need end-of-day data then Google or Yahoo finance will should be fine.

If you are looking for intraday data then there are only paid sources. Tickdata.com has good global coverage for tick-level data but it is expensive.

You might try eoddata.com if you only need 1-min bars and higher as they have good global coverage and reasonable prices.

Answer 4

Another vendor that can be useful for you is algoseek.

They provide data for the stock universe in form of tick data, minute bars, EOD, etc. https://www.algoseek.com/products.html#us_equity_market_data

Also, they can offer reference datasets with additional information. https://www.algoseek.com/products.html#us_equity_reference_data