Inferring Historical Ticker Changes from Stable Security Identifiers
Summary
The discussion addresses how to reconstruct historical equity ticker changes when a ready-made long history is unavailable. One proposed method is to use daily security data containing both ticker symbols and SEDOL identifiers. Since the identifier usually remains stable when a ticker changes, comparing each day's ticker-to-SEDOL mappings can reveal most symbol changes.
The approach is presented as a practical workaround, not a complete corporate-actions database. It can miss cases where the SEDOL changes on the same day as the ticker, and the answer cautions that CUSIP and ISIN may be less suitable for this specific method. Other replies mention a vendor security master with historical coverage and regulatory filings as possible sources, but provide little detail on completeness, formats, costs, or validation. Researchers should treat reconstructed mappings as a useful starting point and check them against authoritative security records when survivorship bias or identity changes matter.
Key ideas
- Compare daily ticker-to-SEDOL mappings to infer many historical ticker changes.
- The method relies on SEDOL remaining stable across a symbol change.
- Changes to both the ticker and SEDOL on the same date can defeat this inference.
- The discussion suggests security master data and regulatory filings as alternative sources, without assessing their coverage in depth.
Tags
Full text
# Where can I get historical ticker change database? # Where can I get historical ticker change database? There's 30 days worth of data at http://www.otcmarkets.com/marketActivity/symbol-changes - but I'm really looking for the past 10 years, or 5 years if only that is possible. Any dice? The closest I've come, and this is not really cutting it, is looking up a stock via Yahoo! Finance and seeing "TICKER is no longer valid. It has changed to NEWTICKER". But that's not helpful; for example in the case of Skye industries, it used to trade as SKYY. But now SKYY tracks some sort of cloud computing ETF. Happy to pay for the data. ## Answer by jordi (score 3) https://quant.stackexchange.com/a/7618 This may or may not help you depending on what resources are available to you. If you happen to have access to any source of daily data which contains both tickers and SEDOLs (i.e., the London Stock exchange unique identifiers; these are quite commonly used), then you can trivially derive 99% of all ticker changes. When a ticker changes, the SEDOLs typically remain unchanged, so a quick script comparing the ticker-to-SEDOL mapping from day to day should reveal most changes. Once in a blue moon, a SEDOL will change on the same day as the ticker and there's nothing you can do about it, but that almost never happens. I've used this trick many times when exploring new markets for which I don't have ticker change info. Note: CUSIPs and ISINs don't seem to work very well for this; you really need SEDOLs. ## Answer by ishonest (score 3) https://quant.stackexchange.com/a/45862 Although is an old question, but here's the list ## Answer by Vasyl Baliha (score 3) https://quant.stackexchange.com/a/61626 There is at least one data vendor that I have in my mind right now which can offer you such kind of information. algoseek have a very good product: security master file. There you can find ticker changes for all securities from 2007. You can check a sample on their website to see how it looks like. ## Answer by Srujan (score -2) https://quant.stackexchange.com/a/75867 you can download the financial data from sec api where they have the old trading symbol from past.
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