I wish to perform breadth analysis on an exchange. How would I go about getting a list of all issues/stocks on an exchange that I need to query?
Regards, and thank you
You can do so by using on of the COM APIs RSearch (here is the tutorial and the related download). Your asset class in this case will be "EQUITY", and the search criteria look like this (for example, London Stock Exchange):
"ExchangeCode: 'LSE' IsPrimaryQuote:Yes"
The result will be the full list of shares traded on LSE.
Trkd api is a demand based product and is not meant for bulk download. The maximum no. of results one can fetch is 4020 therefore you need to apply filters to refine the result.
You need to apply filters like exchange code = LSE, asset catergory = ORD and GICS code = 10102010 to get the results.