All Questions
68 questions
0
votes
0
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37
views
Stock screener for US stocks - yahoo API
I am trying to create simple stock screener in python for all US stocks (yahoo API). Due to the large amount of data even ThreadPoolExecutor does not work. What do you propose I could use?
- 1
1
vote
1
answer
384
views
How do you identify top shareholders in SEC filings?
Schedule 13D is filed when a shareholder crosses 5% ownership and 13F is filed by fund managers to list their portfolio holdings. These are the only filings that I am currently aware of related to ...
- 131
0
votes
2
answers
277
views
Where can I get fundamental data on US public stocks in original form?
I'm looking for fundamental data on US public companies. If anyone could recommend paid or free sources of the fundamentals in original, non-standardized form that would be great. I tried scraping the ...
4
votes
1
answer
227
views
Help with pulling company fundamentals from EDGAR
I need help understanding why there are many different values for a specific metric reported by a company's 10-K or 10-Q in the EDGAR database.
I've downloaded the entire US equity universe in JSON ...
- 41
2
votes
1
answer
2k
views
Bloomberg API / Excel Add In - Delisted Stocks
So I am using the Bloomberg Excel add in but can also use the API. My dilemma is I have a list of tickers containing SP500 historical constituents and I have retrieved 600 of them from an alternative ...
- 23
1
vote
0
answers
26
views
Where to find a list of all the operable exploration / mining companies conducting operations in Canada [closed]
Looking to create a database firstly of all the exploration / mining companies conducting research in Canada. TSX and TSX-V have very nice spreadsheets with several filtering operations, which is very ...
- 11
0
votes
2
answers
1k
views
Large data of Equity Price download from Eikon thomson reuters datastream
I like to download all Chinese ( more than 4000 stocks) stocks daily price data from 1990 to 2020 from Eikon Thomson Reuters datastream. However, I failed to select and download all stocks together. ...
2
votes
1
answer
622
views
Historical intraday dataset with penny stocks with a gap-up of 10% or above
I am trying to find intraday datasets of pennystocks. My criteria for the dataset is that it needs to only contain pennystocks where the gap-up was 10% or above.
I am looking for a free option but ...
- 133
0
votes
0
answers
305
views
How to download all tickers listed in the Tokyo stock exchange?
I'm trying to download all tickers listed in the Tokyo stock exchange (according to their website, there should be 3,756 tickers in total).
What I have tried so far:
I have tried the Yahoo-ticker-...
- 101
-3
votes
1
answer
63
views
Why no stock's amount data on us stock market?
In chinese stock market , every stock's traded volume and amount (price * volume) data was disclosed.
Why in us stock market no amount data disclosed?
There must be such 7 fields as ...
- 105
0
votes
3
answers
168
views
Affordable NASDAQ/NYSE Tick-By-Tick
I am looking for a place to get all NYSE/NASDAQ data for every trade (price/size) on a particular ticker. The data can be delayed by minutes/hours. I am a student and am trying to use this for a ...
1
vote
1
answer
864
views
Downloading Historical Data from Finam.ru
I am looking for free historical intraday data (e.g., 30 mins, 1 hour) and I have came up to this website finam.ru, which is in Russian but it can be translated.
The link to download the data is here.
...
- 11
3
votes
3
answers
3k
views
List of ticker-symbols of European countries
To download the European countries' equity (stocks) data from CRSP database, I need individual stocks ticker symbols. Can anyone help me regarding how can I get the list of ticker-symbols of European ...
1
vote
2
answers
789
views
Can I download today's open/close/high/low data for all stocks (in bulk)? [duplicate]
EDIT: Regarding the [duplicate] designation: I carefully checked all the sites listed in the Equities and Equity Indices section of What data sources are available online?. I was not able to find ...
- 111
1
vote
2
answers
142
views
How to find/calculate daily S&P500 dividends?
I need a time series with daily dividend data on the S&P500. I understand most dividend data is on a quarterly basis but I'm looking to model short-term effects of COVID-19 on dividends so I need ...
0
votes
0
answers
38
views
Where to get the "total" dividend (for a specific stock) from?
I´m trying to build a Stock ranking/Picking model sorted by some kind of score.
For this I need the total dividend by Stock, let´s say for AAPL and FCAU
I have been checking several financial sites, ...
- 101
0
votes
4
answers
380
views
Where to get the stock universe?
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 ...
1
vote
1
answer
285
views
Downloading all stocks of an index from CRSP
I am new to the CRSP database and wanted to ask if it's possible to download all the stock prices/returns (daily or weekly) of e.g. the NASDAQ Index (just like in Bloomberg)? And if yes, how exactly?
...
- 193
12
votes
6
answers
12k
views
Where to get historical intraday stock data?
I hate to ask questions that have been asked before. But I am afraid that this is one of them. I have searched the web for days now, read so many forum posts. But I can't find an answer. Most answers ...
- 121
0
votes
2
answers
587
views
Where to get historical price and fundamental data for global equities? [duplicate]
I'm looking for reliable research data on global equity fundamentals, but I'm not sure which vendor provides these (and preferably only these) features:
Programmatic access of data.
Coverage of ...
- 541
3
votes
0
answers
189
views
Identifying the same company behind stocks traded in different exchanges (e.g. CUSIP and WKN in 1990ies)
I would like to merge two data sources with companies headquartered in Germany between 1980-2000, but listed in Germany and the US. One source identifies "German companies" by their CUSIP, the other ...
- 31
1
vote
1
answer
1k
views
Pull IDX stocks with alphavantage?
How do I pull data for stocks on the indonesian stock exchange (https://www.idx.co.id/en-us/market-data/stocks-data/list-of-stocks/) with alphavantage? What is the symbol I should pass? I've tried for ...
- 61
3
votes
3
answers
7k
views
Using AlphaVantage For Japan/Shanghai/Hong Kong/Shenzhen stock exchange data?
Can I use AlphaVantage to pull data from Asian stock markets? I've been able to do it for others such as the London stock exchange, India stock exchange, Australian stock exchange etc. but haven't got ...
- 61
0
votes
0
answers
33
views
high quality daily data [duplicate]
I am analysing some trading strategies, so lots of high quality data is needed. I have been using yahoo finance which provides a lot of high quality daily data on stocks and indices.
Currently I am ...
- 21
2
votes
1
answer
72
views
ETF performance/returns
I was going over some ETF return data on yahoo finance and encountered some numbers that did not make sense to me.
The image below shows a ytd return of 17.94% and 13.52%. I checked ETF.com and ETFdb ...
- 398
2
votes
1
answer
152
views
Efficient computing of stock returns taking dividends into account
I have two DataFrames as follows:
Dividends:
...
- 21
2
votes
1
answer
250
views
Data: Why is a firm stock delisted?
Shumway (1997) highlights that stock returns in cross-sectional portfolio analysis have to be adjusted for firm delistings.
The CRSP database maintains a monthly delisting file (msedelist) with ...
- 2,956
1
vote
0
answers
52
views
Identifying primary share class of U.S. firms and deleting excess observations
I have a fairly large dataset of CRSP firms with their daily closing prices from 2006 till 2017. I need to filter the data so that I have one daily observation per unique firm. I've identified the ...
- 29
2
votes
2
answers
6k
views
Classifying stocks by industry (free)
Is there anyway to get the stock symbols of an exchange classified by industry? For example: AMD-semiconductor
The best I could find was this page:
https://money.cnn.com/data/sectors/tech/electronic/...
- 205
1
vote
1
answer
211
views
Dividend Yield Goyal and Welch (2008)
Following the Goyal and Welch (2008) stock return predictability data, does anyone know how they calculate the dividend yield from the dataset that they provide on Amit Goyals website http://www.hec....
- 469
5
votes
2
answers
2k
views
Retrieval of MSCI factor index performance data from the web
I hope this question is on-topic. What is a convenient way to get MSCI index performance data from the web? I would be interested in daily performance data of the factor indices momentum, minvol, ...
- 13.8k
2
votes
0
answers
114
views
FTSE 350 sector index historical data
Does anyone know where I can find (at least 10 years worth of) end of day historical (op, hi, lo, cl) data for the FTSE 350 Sector Indices?.
I need the data for ...
- 1,398
1
vote
0
answers
391
views
List of US Industry sector ETFs that map to ICB classification
I am in the prcess of carrying out intra-and intra sector analysis of US stocks, and am proxing sectors with sector ETFs. I therefore, need to catalog the list of US sector ETFs - but have been unable ...
- 1,398
7
votes
3
answers
5k
views
Equity short Interest data source
I'm looking for short interest data (those disclosed on 15 days basis to FINRA)
As far as I know FINRA publishes only OTC data (http://otce.finra.org/ESI).
Nasdaq.com contains only nasdaq traded ...
- 201
1
vote
1
answer
147
views
Short selling volume reports
I'm researching short selling volume data reports from NYSE, NASDAQ and BATS (Sources: FINRA + BATS website). And my question is: Why are those numbers so high?
Is it really just a speculative short ...
- 201
1
vote
1
answer
77
views
What information is significant in a company's 10Q?
From a quantitative point of view which information is significant, what can be ignored?
- 141
-1
votes
1
answer
784
views
Where to get historical IV rank & IV percentile data?
I thought my broker (Interactive Brokers) was offering this but looks like what they actually supply is IV / with historical realized volatility.
I also checked Quandl but as this is not data for ...
- 207
2
votes
2
answers
2k
views
Reliable stockmarket holiday, open and close time dataset/api?
Is there a reliable machine readable source of stock market holiday calendars?
I found this source: https://eresearch.fidelity.com/eresearch/markets_sectors/global/holidayCalendar.jhtml
I could ...
2
votes
1
answer
51
views
Public Company Competitors?
Where can I input a stock ticker and get back a list of the top 3-5 competitors of the stock? E.g. if I input F, I get GM, etc. It would be great if this could also give me data for delisted stocks.
- 23
1
vote
0
answers
60
views
Alternative to Quandl for Europe or France equities? [duplicate]
Quandl is perfect for US equities, but lacks data for Europe/France.
I'd like to find the equivalent of the following data for Europe/France:
Zacks Daily Maintenance
Zacks Company Profiles
Core US ...
- 111
0
votes
1
answer
458
views
How can I get reliable Yahoo Finance stock information? [duplicate]
I've been trying to calculate returns for different stocks but using Yahoo Fiance Historical price data seems to be weird. For instance, looking up the March 5th 2012 Price for APPL on the online ...
- 109
1
vote
1
answer
148
views
S&P 500 list for free with exits?
Is there any free source for S&P 500 historical data with exits for the last 10 -20 years?
I can get free data from Yahoo, but it only has the currently traded tickers and NaN values before the ...
- 207
0
votes
2
answers
157
views
Obtain prices for list of stocks
I have a spreadsheet with a large number of ticker symbols. Is there any site that can get the current or past (either works) price for each of these stocks in one fell swoop? Paste in the list of ...
- 103
0
votes
1
answer
588
views
Is there a website with text-only (quick downloads) of stock data (symbol, price, etc.)? [duplicate]
Is there a website that provides a .csv file of every U.S. stock or a text-only web page of U.S. stocks (e.g., symbol, last trading price, price-to-earnings ratio etc.)? If there is no free one, what ...
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1
vote
1
answer
2k
views
How to interpret minute by minute ticker data
The data is in the following format:
{
Time= 650
Volume=700
Last=89.22
High=89.56
Low=89.20
Open=89.25
}
I understand that the time value represents the current minute of the day, market ...
- 398
2
votes
3
answers
5k
views
accuracy of Yahoo Finance stock data (Python module)
I am using the yahoo finance python module: https://pypi.python.org/pypi/yahoo-finance
I am using it for a project and would like to see if anybody else uses data from this source and can vouch for ...
- 398
1
vote
0
answers
120
views
What is a good statistical test on stock prices to indicate a company's value has changed?
My current test is to take monthly proportional price changes for stock XYZ and subtract out the proportional changes of the S&P500. Then compare the mean of a sample of XYZ-S&P (e.g. trailing ...
- 111
5
votes
5
answers
15k
views
List of TSX stocks with their sector and industry
Is there a website that offers free download or API where I can get an up-to-date list of all securities listed on the TSX along with their sector/industry? I could scrape individual screens for each ...
- 155
2
votes
0
answers
131
views
Equity Index Announcement Data
Does anyone know of a data source that provides announcements of future index events (adds/drops/re-balances), specifically for equity indexes?
I know these are mostly available somewhere on each ...
- 468
9
votes
2
answers
5k
views
Data exported from Capital IQ, FactSet, Bloomberg, Compustat
I'm looking for reliable data on US equity fundamentals, but not sure which vendor provides these features:
Unlimited data export
Coverage of disbanded entities (bankruptcies, M&A)
Financial ...
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