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Building a More Complete List of U.S. Exchange-Listed Common Stocks

Article Quant Q&A · Author: John
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Summary

The answer addresses how to assemble a symbol list covering common stocks listed on Nasdaq and other U.S. exchanges. It recommends obtaining the Nasdaq-listed and other-listed directory files, then merging and sorting them, rather than relying on the single combined traded-symbol file.

The combined file is described as usually containing the same information as the two source files, but the answer reports rare cases where one or two symbols were missing. It also says the directory files are updated periodically during the day, according to the directory’s definitions. The recommendation is a practical data-collection approach rather than a guarantee of permanent completeness; users should account for updates and verify the contents when maintaining a security universe.

Key ideas

  • Merge and sort the Nasdaq-listed and other-listed symbol files to build a broader exchange-listed stock universe.
  • The combined traded-symbol file may usually match the two source files but can omit occasional symbols.
  • The symbol directory files are updated periodically during the day.
  • A maintained security list should be checked for completeness as directory contents change.

Tags

EquitiesUS markets
Full text
# Is NASDAQ file "nasdaqtraded.txt" a list of all common stocks traded on NYSE, NASDAQ and AMEX?


# Is NASDAQ file "nasdaqtraded.txt" a list of all common stocks traded on NYSE, NASDAQ and AMEX?












A prior post had stated how to get a list of all common stocks traded on NYSE, NASDAQ and AMEX - via NASDAQ site at `ftp.nasdaqtrader.com` in `SymbolDirectory` and the two files: `nasdaqlisted.txt` and `otherlisted.txt` (see Where to download list of all common stocks traded on NYSE, NASDAQ and AMEX?).

In that same FTP location I see now a file named `nasdaqtraded.txt` at `ftp.nasdaqtrader.com/symboldirectory`.

Does anyone know if the `nasdaqtraded.txt` file have all the same info `nasdaqlisted.txt` and `otherlisted.txt` has? Does it have more or less info? Updated daily like the other two? It'd be easier to look at this one file than parsing two files to get a list of all common stock. I cannot find info on this file at NASDAQ so not sure of it's purpose.

## Answer by gene_clipper (score 4)

https://quant.stackexchange.com/a/31062

The only files you need are 'nasdaqlisted.txt' and 'otherlisted.txt'. Simply merge and sort the files.

The 'nasdaqtraded.txt' should be the total of 'nasdaqlisted.txt' and 'otherlisted.txt'. And 99.99% of the time it is. However, I have found a few, rare exceptions where one or two symbols were missing.

It is best to just download, merge, and sort the listed files.

According to the definition page, "The symbol directory files are updated periodically through-out each day."

http://www.nasdaqtrader.com/trader.aspx?id=symboldirdefs

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.