Data from Individual Exchanges
Author: adrian50697
Creation Date: 8/22/2013 2:51 AM
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adrian50697

#1
Hello, I'm looking for EOD data for NASDAQ, AMEX and NYSE separately. By separately I mean I require EOD data compiled from only the trades which occured at each individual exchange. So suppose a stock trades on AMEX, NASDAQ and NYSE, then there would be 3 data sets for that 1 stock, 1 data set for each exchange.

Anyone know where I can get this? I'm willing to pay for it
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abegy

#2
You can have it with a subcription to the Reuters Datalink service : http://www.reutersdatalink.ca/.
Check the data that you are looking for on the Reuters website to see if it is what you want : http://www.reuters.com/finance/stocks/overview?symbol=AA.N
When you have the subcription, you can select stocks by exchange through the TheDownloader software or request to the technical support to have a specific list of symbol according your criteria.

I know that because I have a subscription to this service ;-)


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adrian50697

#3
I have installed "The DownLoader" and have subscribed to datalink. Where is the option to select from which exchange you would like to download from?
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abegy

#4
One simple solution is to download the "North American MetaStock Symbol Utility" from the Equis website : http://www.metastock.com/customer/support/download/symbolutility.aspx

Another solution is to request to
CODE:
Please log in to see this code.
a .sym file with the global list of symbol for markets that you want.
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adrian50697

#5
Thats just a list of each stocks primary exchange... not what I'm after.

Consider the stock XLS, it trades on NYSE and on NASDAQ. I need the EOD price history compiled from its trades at NYSE and the separate EOD price history compiled from the trades on NASDAQ. Two different data sets.

All you can do from the The DonwLoader is fetch a list of each stocks primary exchange. The primary exchange for XLS is NYSE, but it also trades on NASDAQ....
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abegy

#6
Check on the website : http://www.reuters.com/finance/stocks/lookup?searchType=any&search=Exelis
If you don't find what you want, you will not find it in the Reuters Datalink Package.

If you find what you want, just create a file with .SYM for the exension.
- Put inside all symbols with the extension for the exchange that you are looking for
- Put the file in the TheDownloader folder.
- Create your symbols to download by creating a new security and click on Look-up option
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adrian50697

#7
I don't think you understand what I need... I will try to be clearer

Consider the stock XLS. It trades on both the NYSE and on the NASDAQ. I need EOD history compiled only from the trades brokered by NYSE and I also need the EOD history compiled only from the trades brokered by NASDAQ.

So that is two price history's for one stock, one comes from trades brokered by NYSE and the other comes from trades brokered by NASDAQ.