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I am in process of of downloading historical stock data from few sources I have gathered. However, all of them require me to provide stock symbol.

I want to download data for all companies. In order to download this data -

  1. Where can I find list of companies and their stock symbol for all companies being traded on NASDAQ, NYSE and BATS, CHX ( at least NASDAQ and NYSE if BATS, CHX not possible )

  2. Where can I find list of companies and their stock symbols delisted ( for any reason ) from NASDAQ, NYSE and BATS, CHX ( at least NASDAQ and NYSE if BATS, CHX not possible )

Thank you for taking time to read the question and your answer.

Cheers.

Vishal
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2 Answers2

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There are several neat (and AFAICT completely undocumented) resources on NASDAQ's public FTP site. For your needs I would recommend:

  • /SymbolDirectory/nasdaqlisted.txt = US Tape C equities
  • /SymbolDirectory/otherlisted.txt = US Tape A/B equities (depending on the value of the ETF column)

As for listings and delistings, I know I've seen those updated in

  • /SymbolDirectory/TradingSystemAddsDeletes.txt

but I don't know if there's a historical archive for that info.

NASDAQ may actually offer all this for download in a more supported way through their website, but the FTP has worked for me.

dg99
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You can download the daily Consolidated Tape from the link below. Click the "daily files tab" for FTP instructions. FTP is a very common protocol for dissemination of financial information. It is easy to set up an automated script or small application to download the file daily if needed. You should be able to produce a comprehensive historical list by downloading the Tape for prior dates and cross refrencing in Excel or using a small database if you need a more robust option. The instructions to perform historical downloads are located at the link below.

https://cta.nyxdata.com/CTA

anders-hou
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