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symbology

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README

The README file for this repository.

Contains functions that download symbol map files from various equity venues

ArcaSymbolMap()
ArcaEdgeSymbolMap()
NyseSymbolMap()
NyseGroupSymbols()
OpenBookSymbolMap()

BatsSymbolMap()

nasdaqtraded()
nasdaqlisted()
otclist()
otcbb()

shortSaleRuleStocks()

mpidlist()
MIC()

NYSEHolidays()

These functions use memoization to cache results so that the next time they are called the results can be returned from memory. Some of the functions (the ones that begin with a lowercase letter for the most part) accomplish this using the memoise package. You can view the source code of those functions like this, for example: environment(nasdaqlisted)$f. To force a download of the data, use memoise::forget. For example, memoise::forget(nasdaqlisted) would force nasdaqlisted() to re-download the data the next time it is called. The other functions have a cache.ok argument. For example, ArcaSymbolMap(cache.ok=FALSE) will force a download of the file.

References:
ftp://ftp.nysedata.com
http://www.batstrading.com/market_data/symbol_listing/csv/
ftp://ftp.nasdaqtrader.com
http://www.otcmarkets.com/reports/symbol_info.csv
ISO 10383

See also:
The stockSymbols function from the TTR package

WTFPL