Questions tagged [nyse]

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What does it mean to cancel a NYSE OPG LIM order after open? Does the NYSE open auction not happen in an instant?

I've just placed a LIM OPG order for a NYSE-listed stock, waited until 09:31, and seeing it did not fill, I requested to cancel it (via the API) and, to my surprise, it was successfully canceled. But ...
Gabi's user avatar
  • 131
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1 answer
88 views

Clarification on the Quote Rule and the Limit Order Display Rule

I am currently reading Market Liquidity by Foucault, Pagano and Röell. In chapter one they describe the limit order book markets and dealer markets. I am confused about two rules that so called "...
Sinbad The Sailor's user avatar
1 vote
0 answers
230 views

Getting list of all tickers ever in NYSE and NASDAQ

Is it possible to obtain a list of all of the stock tickers that have ever been used in both NYSE and NASDAQ? I have tried searching the web and might have a potential solution with Mathematica's <...
Physics Penguin's user avatar
1 vote
1 answer
99 views

Does stock volume include shares traded during before/after market?

I'm working on a program that find summary data given all trades during a day. However, for some reason, if I sum all the volume during market hour (9:30 -> 16:00, New York SE time), the total ...
Duke Le's user avatar
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Is this pattern for high trade prices in the NKE NYSE data correct?

The question is whether the pattern described here actually exists in the NYSE historical data for NKE (Nike). In over 63% of cases, HighTradePrice achieved between ...
Chris's user avatar
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0 votes
1 answer
66 views

What does the listing directory on NYSE have?

https://www.nyse.com/quote/XNGS:ACT ACT is listed but does not have a current price. Does anybody know what are on listings_directory? https://www.nyse.com/listings_directory/stock How to find all the ...
user1424739's user avatar
-1 votes
1 answer
78 views

Is AAPL on both NYSE and NASDAQ?

https://www.nyse.com/listings_directory/stock I can find AAPL on the above page. But I can also see it on NASDAQ. https://www.nasdaq.com/market-activity/stocks/aapl https://finance.yahoo.com/quote/...
user1424739's user avatar
0 votes
3 answers
1k views

Where can I find complete historical lists of companies on major US exchanges for backtesting?

I am backtesting a trading strategy on historical US stock data. I'm currently sourcing data from S&P's Capital IQ. I have no trouble getting stock price data for a specific company. I also have ...
Kevin Roche's user avatar
1 vote
1 answer
110 views

Historical data for 3 month and 6 month lows for NYSE or Nasdaq

I'm trying to find the historical data for 3 month or 6 month lows. Thinkorswim has it (NYLO3M) and barcharts.com has it (M3LN) but they don't match...and thinkorswim only goes back to 2012. Does ...
user749798's user avatar
2 votes
1 answer
190 views

US Equity Real-time Market Data Feed Pricing

I'm trying to compare the minimum cost of subscribing to primary sources of real-time market data on NYSE and NASDAQ for last sale and level 1 top-of-book quotes. Use cases are log to files, store ...
Sergei Rodionov's user avatar
-2 votes
2 answers
895 views

Where can I download a list of all stocks traded on NYSE, AMEX, NASDAQ that includes dividend and dividend yield information [duplicate]

Looking for a site I can download common stock information that includes dividend information as well as price. I see reference to NASDAQ stock screener but I don't see that information there.
Thomas Ash's user avatar
0 votes
2 answers
111 views

NYSE Ticker Changes

I have seen that this questions has been asked before, but I find it hard to believe that there is no existing solution, so I'm asking again: Does anyone know of a website, database (beside Eikon or ...
MikeHeimlich's user avatar
2 votes
1 answer
118 views

IPO data source (NYSE / NASDAQ)

I am trying to get data for results of IPOs that took place on NYSE and NASDAQ in 2015-2020. My minimal need is: Date of IPO completion Company name or ticker (better yet, both) Total US$ amount ...
user6570767's user avatar
2 votes
2 answers
127 views

For AAPL, How do You find how much volume typically trades on NASDAQ vs other exchanges?

Thank you for the knowledge shared on this site wanted to ask this question below, in case someone kindly knows the answer AAPL is listed on NASDAQ, but it is also traded on other exchanges like ...
Sanjeev's user avatar
  • 21
1 vote
1 answer
1k views

Trade price in high-frequency TAQ data

I am looking at AAPL TAQ high-frequency trade data from NYSE and I have noticed that at several places the trade price (defined in Daily TAQ Client Specification as: "The Trade Price is the monetary ...
ragoragino's user avatar
0 votes
0 answers
102 views

Download historical prices

Is there a place I can download historical stock prices for NYSE/NASDAQ tickers at minute or lower resolution for last year or so?
Jean's user avatar
  • 551
1 vote
0 answers
92 views

Missing sequence numbers in TAQ Quote data

I am looking at NYSE sample TAQ Quote data for Apple stock (link at the bottom of the post) and I have noticed large discontinuities in the data intervals. For example, these two are two succesive ...
ragoragino's user avatar
2 votes
3 answers
130 views

Find the tick increment value of an equity

Is there any resource containing the tick increment values of NASDAQ/NYSE equities (.0001, ...
Pedro Lobito's user avatar
3 votes
1 answer
59 views

Buying shares of NASDAQ listed companies on the NYSE

Has it always been possible to buy shares of NASDAQ listed companies on the NYSE? If not, what piece of legislation amended that?
g_puffo's user avatar
  • 425
4 votes
1 answer
4k views

Where can be found the tick size list for stocks traded in NASDAQ and NYSE?

Answering this question is relevant to assess the quality of a time series in order to observe whether the data vendor applies some rounding to the data or is more decimal are present than the actual ...
Elrond's user avatar
  • 390
1 vote
0 answers
90 views

How to choose the stock exchange to trade a stock?

Let's take an example : Hewlett Packard. The company is listed on both Nasdaq and Nyse. Correct me if I am wrong but as we can trade it on 2 different stock exchanges the price of the stock may ...
Ali Baba's user avatar
1 vote
1 answer
361 views

Percentage of Russell 2000 stocks listed on NYSE and Nasdaq?

Is there a way to find out how many of the Russell 2000 stocks are listed on the NYSE and how many on the Nasdaq?
Dave's user avatar
  • 113
6 votes
8 answers
16k views

List of central index keys (CIK) for NASDAQ and NYSE

I have seen this post : Central Index Key (CIK) of all traded stocks But I would like to download the CIKs only for NASDAQ stocks, NYSE stocks etc. I searched online but only managed to find CIKs for ...
adrCoder's user avatar
  • 265
1 vote
2 answers
357 views

TAQ NYSE OpenBook

Where can I get/buy the TAQ NYSE OpenBook for specific stocks on specific days? I don't need a whole year of all stocks. I just want to enter a day and a stock, so I can download the order book data ...
Markus Selinger's user avatar
2 votes
2 answers
3k views

List of dates at which the NYSE was closed from 2005 to 2014?

I'm doing research on historical price movements on the New York Stock Exchange. Because the NYSE is closed on weekends, on holidays, and sometimes because of special events, special care needs to be ...
Tom's user avatar
  • 137
3 votes
2 answers
6k views

Tracking delistings on NASDAQ & NYSE

Does anyone know of a webpage (or webpages) of current delistings for NASDAQ & NYSE?
Chris's user avatar
  • 131
8 votes
1 answer
518 views

NYSE Early Close Rules (July 4th and Dec. 25th)

Does the NYSE provide a list of rules for determining when to close at 1:00 for a holiday? I have found a list of upcoming half-days here but I would like to know the rules so that I don't have to ...
user1214135's user avatar