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US Stocks: Exchange, Market, Sector, S&P 500, Optionable

by Patrick Fonce, 3776 days ago
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This object is used to get up-to-date information for US stocks. It will create a database and download information such as the exchange, the industry, the sector and the month in which the fiscal year ends of each US stock. It will also tell you whether a stock is optionable and whether it belongs to the S&P 500.
Each time the object downloads new data; it stores them in the same database (company_desc) and associates them with the current trading day. As with other downloader (example: Broker Ratings & Recommendations, US Stocks: Size & Share Volume, EPS Estimate Revisions), this object allows you to create your own fundamental database.

Here are the different fields:
Exchange: The exchange where the stock is traded. The different values are NYSE, AMEX, INDX, PSE, NSDQ and OTC.

S&P 500: Specify whether the stock or company is included in the S&P 500 index or not.

Optionable: Specify whether this is an optionable stock or not. A stock is optionable when it has options trading on an exchange such as the Chicago Board Options Exchange. Because of some requirements, such as a minimum outstanding shares and a minimum stock price, several US stocks are not optionable.

Month of Fiscal Year End: The month in which the company's fiscal year ends. Values vary from 1 (January) to 12 (December).

Sector: The sector of the company (17 sectors).

Industry: The industry of the company (264 industries).

Here is an example on how to use the S&P 500 field using QuantShare vector-based language (This example requires that you have at least 1 month worth of data):

To get stocks that were included in the S&P 500 index during the last 30 days:
rule = GetData("company_desc", "s&p 500", LastData) == 1 and ref(GetData("company_desc", "s&p 500", LastData), 21) == 0;
First, we check that the stock is included in the S&P 500 index in the current bar, and then we check that it wasn't included 21 bars (about a month) ago.


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Type: Download Script

Object ID: 487


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

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Fundamental Analysis



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