Skip to content
All library documents

Counting Russell 2000 Listings by Exchange with List Matching

Article Quant Q&A · Author: Dave
Read the original

Summary

The document proposes a straightforward way to count Russell 2000 constituents listed on the NYSE, Nasdaq, and other exchanges: obtain a constituent list and exchange listing lists, then cross-reference the records. The suggested implementation is a small script that compares company entries across those sources. This is a data-matching workflow rather than a market analysis or trading strategy.

The answer points to downloadable exchange company lists as a possible source, but it does not provide the lists, perform the comparison, or state the resulting counts. Accuracy depends on using lists from compatible dates and matching identifiers reliably; company names can differ across sources, and index membership changes over time. The method is therefore useful as a starting point for an equity-universe classification task, but the document does not supply a completed calculation or discuss handling duplicate securities, share classes, or stale records.

Key ideas

  • Exchange counts can be obtained by matching Russell 2000 constituents against separate exchange listing lists.
  • A short data-processing script can automate the cross-reference.
  • The document offers a possible source for exchange lists but gives no counts or completed analysis.
  • Reliable results depend on aligned dates and careful matching of securities across sources.

Tags

EquitiesStatisticsUS markets
Full text
# Percentage of Russell 2000 stocks listed on NYSE and Nasdaq?


# Percentage of Russell 2000 stocks listed on NYSE and Nasdaq?












Is there a way to find out how many of the Russell 2000 stocks are listed on the NYSE and how many on the Nasdaq?

## Answer by Tyler Olsen (score 3, accepted)

https://quant.stackexchange.com/a/19278

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 Nasdaq, NYSE, and AMEX exchanges.

http://www.nasdaq.com/screening/company-list.aspx

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

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