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Historical EOD data for LSE-listed Stocks and ETFs

by QuantShare, 400 days ago
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This component gets historical OHLCV data for all stocks and ETFs listed on the LSE (London Stock Exchange).
The downloader accepts ticker symbols with and without a suffix. If a suffix is found (SLVR.L for example) then it will remove it and pass the new ticker symbol (SLVR) to the next step in the downloading process.

Ticker symbols can be found in the London Stock Exchange website or on this page. On the latter webpage, to download list of all stocks listed on LSE, type "Equity" in Market Sector, "London Stock Exchange" in Exchange field and "Common Stock" in Security Type field. To get all exchange-traded funds (ETFs), type "ETP" instead of "Common Stock".

Historical EOD data spans from 2000 to present for stocks and from 2006 to present for the majority of exchanged-traded funds.

A post-script is also added to the downloader to fix data problems from the provider. The script updates the open, high and low prices in case their value is equal to zero.


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Type: Download Script

Object ID: 946


Country:
United Kingdom

Market: Stock Market

Style:
All

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