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6

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 securities that are priced less than USD 1.00 for which the MPV for quoting and entry of orders is USD 0.0001." For NASDAQ equities rule 4701 (k) reads: "The term "...


6

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 index key) which is exactly what I was searching for. I post it here since it will probably be very useful to many people.


5

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 lists the NASDAQ stocks. otherlisted.txt contains a field that identifies the exchange, which includes NYSE. None of these will give you the CIK, but the ...


4

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: http://www1.nyse.com/press/1294398514465.html Weather related closures happened on Monday, Oct. 29, 2012 and Tuesday, Oct. 30, 2012: http://markets.nyx.com/nyse/...


3

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 python or something that does the comparison for you. It appears that nasdaq.com has a tool that allows you to download csv lists of the stocks listed on the ...


2

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.


2

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 venue with notification of its intent to voluntarily delist. An issue will also appear on this list if it has been suspended for failure to meet continued listing ...


2

I emailed one of my contacts at NYSE, who replied that there is no rule or policy governing half days (other than that the exchange must be opened for a full day on the last day of the year).


2

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 is new, on a trial basis and the participating listings aren't chosen completely objectively. It's designed to help market making firms at the expense of ...


2

The way I managed to solve this was by scrapping the broker website and compile a list containing Symbol, Primary Exchange, Tick Increment, ISIN, CONID, ASSETID of 6589 Equities from NASDAQ, NYSE and AMEX. Here's a gist of the list:


1

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 Bloomberg: Type in the search box AAPL Hit Type in VWAP Then you can play around with different parameters like period, price, volume, etc. Under the ...


1

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 trade will be completed with one contract at 60.55 and one at 60.54. The average price for your order is 60.545. The trade with 3 decimal was completed at multiple prices, and it's giving you the ...


1

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.


1

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 all symbols. This should be universal so you could hardcode it. Thereafter, you can look up the MPV in the rule books - see this answer: https://quant....


1

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 obscured. The main differences are liquidity (create/take) fees, order types accepted, opening/closing auctions, etc. For the average person the differences are ...


1

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 can also send any CIK, company ticker, or company name, and the API returns the mapping. Examples List Companies by Exchange Request: GET https://mapping-api....


1

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://ftp.nasdaqtrader.com/SymbolDirectory/nasdaqtraded.txt Note that this file isn't officially documented by Nasdaq on their Symbol Directory Definitions page but my ...


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