I am trying to get a list of all NYSE stocks including inactive ones, from 2000 to 2018.
I can't seem to get inactive NYSE stocks through the Screener.
When I run this line through the Eikon python API it yields 2900 instruments:
>>> df, err = ek.get_data('SCREEN(U(IN(Equity(active or inactive,public))/*UNV:Public*/),IN(TR.ExchangeMarketIdCode,"XNYS"))',['TR.CommonName']) >>> df.shape (2900, 2)
But it gives the same result if I omit the "or inactive" bit, and by looking at the list it omits for example MON^F18, which delisted from NYSE in June 2018.
>>> df, err = ek.get_data('SCREEN(U(IN(Equity(active,public))/*UNV:Public*/),IN(TR.ExchangeMarketIdCode,"XNYS"))',['TR.CommonName']) >>> df.shape (2900, 2)
I get similar results using Excel.
The helpdesk couldn't resolve this issue either. Apparently, Eikon cannot get a list of stocks that were listed publicly at a historical period but currently delisted.
Once a firm is delisted, often due to a merger, it usually becomes private, which is why it is not returned by the above screener call. It is not clear how to find such private firms using screener.
It would be great if Eikon added the ability to search for stock listed on a particular date.
The suggestion is to report the issue to Refinitiv Helpdesk for investigation. When communicating with the Helpdesk use Excel formula rather than Python code for illustration and replication. Refinitiv Helpdesk can be reached by either calling the Helpdesk number in your country or by using Contact Us capability in your Eikon application.