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Pandas_datareader: ticker data type of get_nasdaq_symbols()


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:

  1. Listing Exchange: meaning of itself and what values('A', 'N', 'P', 'Q', 'Z', None) of it indicate
  2. Market Category : meaning of ' ', 'G', 'Q', 'S' (its value set)
  3. Test Issue : which test does it indicate?
  4. Financial Status : meaning of nan, 'D', 'H', 'N', 'G', 'E' (its value set)
  5. CQS symbol: what does CQS means in detail?
  6. NextShares: what does NextShares means?

Thanks


Solution

  • 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