6
votes
Accepted
Where can be found the tick size list for stocks traded in NASDAQ and NYSE?
In case of NYSE equities rule 7.6 reads: "The minimum price variation ("MPV") for quoting and entry of orders in securities traded on the NYSE Arca Marketplace is USD 0.01, with the exception of ...
- 771
4
votes
NYSE Ticker Changes
You should visit the website www.algoseek.com.
They follow up for all ticker changes for public traded stocks for all exchanges and provide this as a separate dataset.
Also, you can check the example ...
- 41
3
votes
Accepted
Buying shares of NASDAQ listed companies on the NYSE
Since NYSE merged with ARCA about 10 years ago. No specific legislation. All stocks may be traded on ECN's as well as their primary markets. The line that distinguishes them nowadays is quite ...
- 4,738
3
votes
List of central index keys (CIK) for NASDAQ and NYSE
I use the following approach to find CIKs for all (read:most) listed companies:
Obtain a list of all stock symbols (tickers).
I use the daily Nasdaq Traded file published to the Nasdaq FTP: ftp://...
- 119
2
votes
List of central index keys (CIK) for NASDAQ and NYSE
https://www.sec.gov/files/company_tickers.json is the most up-to-date listing
- 121
2
votes
Accepted
IPO data source (NYSE / NASDAQ)
Date of IPO completion
Company name or ticker (better yet, both)
Total US$ amount raised in IPO
Total number of shares sold in IPO
Renaissance Capital has this data. They do have an option to sign up ...
- 4,738
2
votes
Find the tick increment value of an equity
http://tsp.finra.org/finra_org/ticksizepilot/TSPilotSecurities.txt
The relevant field being "Tick_Size_Pilot_Program_Group", Gx or C categorization. There is no formula to determine this as this rule ...
- 191
2
votes
Find the tick increment value of an equity
The way I managed to solve this was by scrapping the broker website and compile a list containing Symbol, Primary Exchange, <...
- 141
2
votes
US Equity Real-time Market Data Feed Pricing
You are forgetting about the actual cost to bring in your connectivity to the exchanges. You will have to spend a few \$k per month to bring in your own digital lines to bring the data back.
Also, ...
- 2,588
1
vote
Accepted
Does stock volume include shares traded during before/after market?
Okay I have just found out how volume is calculated in NYSE EOD TAQ dataset.
The volume includes all hours (including before/after market). However, some specific TRADE messages (such as opening/...
- 121
1
vote
What does the listing directory on NYSE have?
Despite having a 3 letter ticker symbol, ACT would be on NASDAQ, not on NYSE. However news stories say that its IPO, planned for earlier this year, has been postponed.
Here is a couple of news stories ...
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1
vote
Is AAPL on both NYSE and NASDAQ?
I don't think the first list is just NYSE listed stocks, it has MSFT too.
Anyways AAPL is NASDAQ listed.
- 1,541
1
vote
Where can I find complete historical lists of companies on major US exchanges for backtesting?
Norgate Data offers US stock data inclusive of delisted stocks.
Whilst we don't provide all of the information you require, we do provide a time series indicator (back to 2000) called Major Exchange ...
- 1,335
1
vote
Where can I find complete historical lists of companies on major US exchanges for backtesting?
Do not use a list of all NYSE, Amex and Nasdaq stocks for your backtesting. Exchange membership is of little significance in the US. All three exchanges include some very inactive and illiquid stocks. ...
- 10.9k
1
vote
Where can I find complete historical lists of companies on major US exchanges for backtesting?
QuantRocket's Data Library offers survivorship bias-free US equities data from multiple data providers.
The securities include CIKs and FIGIs which would allow you to link to your other providers. ...
1
vote
Accepted
Where can I download a list of all stocks traded on NYSE, AMEX, NASDAQ that includes dividend and dividend yield information
I'll try to convey an answer as best as possible.
One method of screening for dividend paying stocks: If you do not know which stocks you want to work with, you can use a stock-screener like ...
- 4,176
1
vote
Find the tick increment value of an equity
From a feed perspective, you can take a look at the feed spec, it should be mentioned among descriptions of the data types e.g. fixed point integer with 4 implied decimal places and be applied across ...
- 5,231
1
vote
For AAPL, How do You find how much volume typically trades on NASDAQ vs other exchanges?
Usually you can extract information/data like this from financial data vendors (Bloomberg, Reuters, etc.). I am going to explain how you can get volumes of a stock traded on different exchanges using ...
- 1,830
1
vote
Trade price in high-frequency TAQ data
say you have this order book, where left column are bids and right offers:
60.56 1
1 60.55
1 60.54
if you send a market order to sell 2 contracts, your ...
1
vote
List of central index keys (CIK) for NASDAQ and NYSE
I developed a RESTful JSON API (https://mapping-api.herokuapp.com/) for this purpose.
You can provide the exchange name, and the API returns all companies listed at the exchange in JSON format. You ...
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