Skip to content
All library documents

Sources for Exchange Symbol Universes and Market Reference Data

Article Quant Q&A · Author: stockuniverse

Summary

The discussion surveys ways to obtain listed security symbols across exchanges for research or trading systems. For U.S. NMS securities, it identifies FINRA start-of-day and end-of-day symbol files as reference sources containing symbols and issuers. These files are presented as relevant to market participants' regulatory reporting needs, though the exchange does not independently verify their future availability.

For broader global coverage, the answers mention a commercial platform with symbol lists for multiple exchanges, and vendors offering reference datasets alongside end-of-day, minute-bar, or tick data. One response suggests free consumer finance services for end-of-day needs and paid vendors for intraday coverage, with cost and granularity varying by provider. The thread is a collection of leads rather than a systematic vendor comparison; it does not establish completeness, licensing terms, update frequency, or suitability for a particular market universe.

Key ideas

  • FINRA publishes start-of-day and end-of-day reference files for U.S. NMS securities.
  • Global exchange symbol coverage may require a dedicated platform or data vendor.
  • Data sources differ in geographic coverage, reference fields, and price granularity.
  • Verify universe completeness, licensing, update timing, and market coverage for the intended use.

Tags

Full text
# Where to get the stock universe?


# Where to get the stock universe?












Is there any way to reliably get a full list of symbols (in whatever format), for multiple exchanges (e.g. NYSE, NASDAQ, LSE, JPX, HKEX and so on). Additional info (like sector, or symbols of listed derivatives and fixed income products) are useful, but optional, and doesn't need to include every stock worldwide, but the more the merrier.

It feels too much like reinventing the wheel to parse it directly from each exchange (which would be ok if it was only 2 - 3, but need 10+, and some exchanges don't have lists of stocks you can easily read).

I'm hoping something like this must already exist at a relatively affordable price? (I know it can be done in Bloomberg, but alas, is too expensive)

## Answer by Salvatore Sferrazza (score 2)

https://quant.stackexchange.com/a/52895

FINRA publishes a start-of-day and end of day file containing the symbol and issuer of all NMS securities.

https://www.catnmsplan.com/reference-data

https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_SOD.txt

https://files.catnmsplan.com/symbol-master/FINRACATReportableEquitySecurities_EOD.txt

Due to the relevance of these files to the regulatory obligations of market participants trading U.S. equities, I would expect it to be a reliable source for the foreseeable future.

## Answer by Brian from QuantRocket (score 1)

https://quant.stackexchange.com/a/51678

QuantRocket supports this. The usage guide explains how to get comprehensive lists of symbols for numerous global exchanges.

Disclaimer: I am affiliated with QuantRocket.

## Answer by Judo (score 0)

https://quant.stackexchange.com/a/51674

If you only need end-of-day data then Google or Yahoo finance will should be fine.

If you are looking for intraday data then there are only paid sources. Tickdata.com has good global coverage for tick-level data but it is expensive.

You might try eoddata.com if you only need 1-min bars and higher as they have good global coverage and reasonable prices.

## Answer by Vasyl Baliha (score 0)

https://quant.stackexchange.com/a/59406

Another vendor that can be useful for you is algoseek.

They provide data for the stock universe in form of tick data, minute bars, EOD, etc. https://www.algoseek.com/products.html#us_equity_market_data

Also, they can offer reference datasets with additional information. https://www.algoseek.com/products.html#us_equity_reference_data

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.