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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Symbol Changes
Author Topic: Symbol Changes (6 messages, Page 1 of 1)

JoshSN
-Interested User-
Posts: 29
Joined: Apr 8, 2010


Posted: Oct 8, 2011 09:56 AM          Msg. 1 of 6
Will the NOTIFIES section of this page[1] keep me up to date with all symbol changes (I'm primarily interested in NYSE and NASDAQ equities and options on them) in time to change my code, or is there somewhere else I need to check.



[1] - http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Oct 10, 2011 09:04 AM          Msg. 2 of 6
There is nowhere in the feed itself to get that information. I would probably recommend downloading the symbol file (http://www.dtniq.com/product/mktsymbols_v2.zip) and building a list like what you see on the website yourself. It will be more code to write but it should be more reliable once you get it in place (and of course you have the option of modifying what markets you monitor that way as well).

wmarka
-Interested User-
Posts: 7
Joined: Jan 5, 2012


Posted: Feb 22, 2013 11:16 AM          Msg. 3 of 6
I think i’m interested in the same thing that the original poster was inquiring about, and assuming the feed still does not provide symbol change information, I’m not sure how the symbol file would help as is suggested above.

For example, when Research in Motion recently changed its symbol from RIMM to BBRY, what information in the symbol file would tell me that the RIMM symbol changed to BBRY? On February 5, 2013 (the day after the symbol change apparently occurred), both of those symbols still showed up in that day’s symbol file as equities trading on the NGSM exchange.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Feb 22, 2013 02:02 PM          Msg. 4 of 6
You're right and I probably missed the point of the original post in my initial reply. There is nothing in that file that will tell you a symbol has changed. My initial reply of using the file would simply track the additions/deletions but not changes (although the changes would show up as an addition of the new symbol and later a deletion of the previous symbol).

wmarka
-Interested User-
Posts: 7
Joined: Jan 5, 2012


Posted: Feb 22, 2013 02:10 PM          Msg. 5 of 6
Thanks for the prompt reply. Do you have any suggestions as to how I can determine when a symbol changes, as in the RIMM/BBRY situation?

Thanks again.
Mark

taa_dtn
-DTN Evangelist-
Posts: 154
Joined: May 7, 2004


Posted: Feb 22, 2013 06:38 PM          Msg. 6 of 6
I've never found a great solution to this problem. There doesn't appear to be any inexpensive source for the information, and the free sources are almost always incomplete. I added code to my app to notify me when a symbol hasn't been traded for a few days. When that happens, I check the symbol against IQFeed's changes list, Google Finance, and Marketocracy. At least one of the three will have some explanation for what happened (a name change, a company going private, an acquisition, etc.) Be aware that NASDAQ unilaterally changes symbol names in response to compliance failures, Chapter 11, and other events. For the 4000 or so symbols that I track, there are a few of these events every day.

Once I've figured out what happened, I delete or change the symbol name manually and then backfill the history.

Don't forget to monitor at least IQFeed's symbol list for new issues if that's of interest to you.
 

 

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