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

The solution to my question can be found at the following webpage : http://rankandfiled.com/#/data/tickers For every stock you have on which stock exchange it is being traded, and the CIK (Central ...
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7 votes

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

NASDAQ provides a list of traded stocks. It is available on their FTP server: ftp.nasdaqtrader.com. There you will find two files of interest: nasdaqlisted.txt and otherlisted.txt. nasdaqlisted.txt ...
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6 votes
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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 ...
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4 votes

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

Start with http://www1.nyse.com/pdfs/closings.pdf which covers all closings through 2011 then use the following information from official exchange sources to get dates up to present day. 2012/2013: ...
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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 ...
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4 votes

Tracking delistings on NASDAQ & NYSE

Each listing exchange maintains lists of exchange-initiated and issuer-initiated delistings. Per the exchanges, an issue will appear on this list the first trading day after the issuer provides the ...
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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://...
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3 votes
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Percentage of Russell 2000 stocks listed on NYSE and Nasdaq?

Your best bet might be to find lists of the companies on each exchange and cross-reference them with a list of the companies on the Russell 2000. It shouldn't be too hard to write a little script in ...
2 votes

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

You can download the time series of e.g. S&P500 prices from NYSE, then their dates should well represent approximately the real NYSE trading days.
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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
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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 ...
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, <...
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, ...
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2 votes
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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 ...
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1 vote
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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/...
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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 ...
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.
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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 ...
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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. ...
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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
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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 ...
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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 ...
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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

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 ...
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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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1 vote

TAQ NYSE OpenBook

If you don't want to deal with NYX, check out TickData. You can purchase a date range for symbols, but the minimum order is $999.

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