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

BlackBird
BlackBird Explorer
in Eikon Data APIs

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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Best Answer

  • m.bunkowski
    m.bunkowski LSEG
    Answer ✓

    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"
    )

Answers

  • Jirapongse
    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
    }

    1686817222808.png

    I hope that this information is of help.

  • bob.lee
    bob.lee LSEG

    @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.


  • BlackBird
    BlackBird Explorer
    https://community.developers.refinitiv.com/discussion/comment/106042#Comment_106042

    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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