How to get data for all exchange-traded stocks historically but now delisted?

I am trying to create a backtest using all the stocks that have been publicly traded at some point in time historically (i.e. excluding OTC traded stocks) but currently are delisted or OTC traded.

But using RDP search I am not getting stocks like Lehman Brothers and BankUnited Financial in my list as the exchange presently is OTC.

Is there a way I can get a list of all these stocks?

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Accepted answers

m.bunkowski

Hi @BlackBird

To get Lehman Brothers stocks that are traded on OTC market you can try with the search endpoint
https://api.refinitiv.com/discovery/search/v1/ and using the name with a wildcard like this:

{
  "View": "EquityQuotes",
  "Filter": "IssuerCommonName eq 'Lehman Bro*' and ExchangeName eq '*OTC*'",
  "Select": "RIC,ExchangeName,IssuerCommonName"
}

to get the delisted stocks you can try a similar approach:

{
  "View": "EquityQuotes",
  "Filter": "IssuerCommonName eq 'Lehman Bro*'  and ListingStatus eq 'DEL'",
  "Select": "RIC,ExchangeName,IssuerCommonName"
}

alternatively you can use rd library:

import refinitiv.data as rd
rd.open_session()
rd.discovery.search(
    view = rd.discovery.Views.EQUITY_QUOTES,
    top = 100,
    filter = "IssuerCommonName eq 'Lehman Bro*' and ExchangeName eq '*OTC*'",
    select = "RIC,ExchangeName,IssuerCommonName"
)

All comments

Jirapongse

@BlackBird

Thanks for reaching out to us.

Please try this one:

{
  "View": "EquityQuotes",
  "Filter": "DTSource eq 'OTC Markets Group Inc - Limited Information' and ListingStatus eq 'DEL'",
  "Select": "BusinessEntity,DocumentTitle,RIC,ListingStatus,ExchangeCode,DTSource",
  "Top": 10000
}

I hope that this information is of help.

bob.lee

@BlackBird , in case you have access to the RDP Funds API and willing to use it, you can use the screen query below to get the list of funds (share-class level) that are in the ETFs universe, but the fund status is not Active (i.e. merged or liquidated).

https://api.refinitiv.com/data/funds/v1/assets?screen={criteriaItems:[{"selectedItem":"n12328","compareValue":"381","operation":"NotEqual"},{"selectedItem":"n10016","compareValue":"28027","operation":"Equal","logicalOperator":"AND"}]}

This gave me the response indicating the 5,431 funds that matches the screening criteria. That figures matches the result using Lipper for Investment desktop service.

m.bunkowski

Hi @BlackBird

To get Lehman Brothers stocks that are traded on OTC market you can try with the search endpoint
https://api.refinitiv.com/discovery/search/v1/ and using the name with a wildcard like this:

{
  "View": "EquityQuotes",
  "Filter": "IssuerCommonName eq 'Lehman Bro*' and ExchangeName eq '*OTC*'",
  "Select": "RIC,ExchangeName,IssuerCommonName"
}

to get the delisted stocks you can try a similar approach:

{
  "View": "EquityQuotes",
  "Filter": "IssuerCommonName eq 'Lehman Bro*'  and ListingStatus eq 'DEL'",
  "Select": "RIC,ExchangeName,IssuerCommonName"
}

alternatively you can use rd library:

import refinitiv.data as rd
rd.open_session()
rd.discovery.search(
    view = rd.discovery.Views.EQUITY_QUOTES,
    top = 100,
    filter = "IssuerCommonName eq 'Lehman Bro*' and ExchangeName eq '*OTC*'",
    select = "RIC,ExchangeName,IssuerCommonName"
)

BlackBird

Getting only about 120 US stocks from this list. A considerable number of historically public stocks are still missing.

Eg. Tickets.com, CoSine Communications, Silicon Graphics etc.

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