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Edgerater Data

Posted: Fri Aug 11, 2017 12:27 pm
by nibor200
Chris,

Your blog about the new Edgerater data service advertises "8000+ publicly traded US equities" but you don't indicate what those 8,000+ symbols are nor have you provided a symbol list of the entire data set of symbols.

Where are we to find a list/symbol list of all 8000+ symbols?

Thanks,
Ed S.

Re: Edgerater Data

Posted: Wed Aug 16, 2017 9:56 am
by Chris White
I'm attaching two symbol lists:
Included_symbols.csv contains the symbols in the EdgeRater data
excluded_symbols.csv contains the symbols that were explicitly excluded and do not appear in the data
edgerater symbols.zip
(106.38 KiB) Downloaded 1000 times
The total number of symbols in the available symbol universe is 8749.
The total number of included symbols is 6757

The main reason for not including everything in the master database is that it takes extra time to download, update and access. Also would take extra disk space on your PC. The included symbols are compiled based on likelihood that someone would actually be interested or want to trade that symbol. For instance, excluded multiple series of certain depository shares such as:

AFSI.P.A AmTrust Financial Services Inc. Preferred Series A
AFSI.P.B AmTrust Financial Services Inc. Depository Shares Series B
AFSI.P.C AmTrust Financial Services Inc. Depository Shares Series C
AFSI.P.D AmTrust Financial Services Inc. Depositary Shares Series D
AFSI.P.E AmTrust Financial Services Inc. Depositary Shares Series E
AFSI.P.F AmTrust Financial Services Inc. Depositary Shares Series F

If there is something in the excluded list that you would like to see included please let me know and it can be done. Please state the reason for including it too because I have to weigh the extra overhead and performance impact against the applicability for majority of users.

Re: Edgerater Data

Posted: Sat Aug 19, 2017 5:01 pm
by nibor200
Thanks,
These lists will be a big help.

Are you putting them on your shared website also?

Ed s.

Re: Edgerater Data

Posted: Sat Aug 26, 2017 10:43 am
by Chris White
I've added the 'included symbols' list to the shared folder. It is renamed: usa-eod.csv