I used pandas_datarader
for getting stock data of NASDAQ.
I found out get_nasdaq_symbols()
and it returns some good information for each stock.
Here is the code:
In [27]: from pandas_datareader import data as pdr
...:
...: all_symbols = pdr.get_nasdaq_symbols()
...:
...: all_symbols.head()
...:
Out[27]:
Nasdaq Traded Security Name \
Symbol
A True Agilent Technologies, Inc. Common Stock
AA True Alcoa Corporation Common Stock
AAAP True Advanced Accelerator Applications S.A. - Ameri...
AABA True Altaba Inc. - Common Stock
AAC True AAC Holdings, Inc. Common Stock
Listing Exchange Market Category ETF Round Lot Size Test Issue \
Symbol
A N False 100.0 False
AA N False 100.0 False
AAAP Q Q False 100.0 False
AABA Q Q False 100.0 False
AAC N False 100.0 False
Financial Status CQS Symbol NASDAQ Symbol NextShares
Symbol
A NaN A A False
AA NaN AA AA False
AAAP N NaN AAAP False
AABA N NaN AABA False
AAC NaN AAC AAC False
It returns pandas DataFrame
object. Now I picked one row(symbol)
In [28]: all_symbols.loc['AAPL']
Out[28]:
Nasdaq Traded True
Security Name Apple Inc. - Common Stock
Listing Exchange Q
Market Category Q
ETF False
Round Lot Size 100
Test Issue False
Financial Status N
CQS Symbol NaN
NASDAQ Symbol AAPL
NextShares False
Name: AAPL, dtype: object
I'd like to know what the meaning of each column indicates. I have looked source code but it doesn't have any information about that.
Specifically, below is what I am curious about:
Listing Exchange
: meaning of itself and what values('A', 'N', 'P', 'Q', 'Z', None
) of it indicateMarket Category
: meaning of ' ', 'G', 'Q', 'S'
(its value set)Test Issue
: which test does it indicate?Financial Status
: meaning of nan, 'D', 'H', 'N', 'G', 'E'
(its value set)CQS symbol
: what does CQS
means in detail?NextShares
: what does NextShares
means?Thanks
Here are the symbol definitions taken directly from the Nasdaq website:
http://www.nasdaqtrader.com/trader.aspx?id=symboldirdefs
Listing Exchange:
The listing stock exchange or market of a security.
A = NYSE MKT
N = New York Stock Exchange (NYSE)
P = NYSE ARCA
Z = BATS Global Markets (BATS)
Market Category:
The category assigned to the issue by NASDAQ based on Listing Requirements.
Q = NASDAQ Global Select MarketSM
G = NASDAQ Global MarketSM
S = NASDAQ Capital Market
Test Issue:
Indicates whether the security is a test security.
Y = Yes, it is a test issue.
N = No, it is not a test issue.
Financial Status:
Indicates when an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet NASDAQ's continuing listing standards, and/or has filed for bankruptcy. Values include:
D = Deficient: Issuer Failed to Meet NASDAQ Continued Listing Requirements
E = Delinquent: Issuer Missed Regulatory Filing Deadline
Q = Bankrupt: Issuer Has Filed for Bankruptcy
N = Normal (Default): Issuer Is NOT Deficient, Delinquent, or Bankrupt.
G = Deficient and Bankrupt
H = Deficient and Delinquent
J = Delinquent and Bankrupt
K = Deficient, Delinquent, and Bankrupt
CQS Symbol:
Identifier of the security used to disseminate data via the SIAC Consolidated Quotation System (CQS) and Consolidated Tape System (CTS) data feeds. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.
NextShares: Not listed on the website, but I would presume it just means if the company offers NextShares or not. You can read more about them here: https://www.nasdaqtrader.com/trader.aspx?id=ETMF