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- The NYSE data contains 460 stocks with no industry or sector, ie: they listed as 'n/a'
- The NASDAQ data contains 283 stocks with the same issue as above
- The data is not very granular. When combining the NASDAQ and NYSE you have industries with hundreds of stocks and no way to divide up the companies any further.
Basically what im looking for is to be able to further sub-divide companies. @Big Mike I know in your platform thread you at one stage used NAICS codes which I presume you got from IQFeed however from what I can tell you moved away from that. Im unfortunately not an IQFeed customer (not sure if they would provide that information for a once off fee perhaps). Are you or anyone else aware of a source somewhere to further sub-divide the companies listed on the NASDAQ/NYSE?
A good start would be to at least be able to do something with the hundreds of stocks that have no classification, ie: 'n/a'
I've been looking on the NAICS website where they detail all the codes. But I can't seem to find anywhere which actually identifies the companies which fall under each code. Mike I see here you've talked a bit about parsing the naics data:
Thanks shodson, unfortunately it looks like they don't drill down any further than industry/sector. Im hoping to find sub-industries.
Thanks Mike, that's what I figured but was hoping I was wrong. The IQFeed developer api monthly cost is unfortunately just not within my budget at this stage.
All I need is to find somewhere that lists the stock symbols along with their naics code, it doesn't even need to be in a downloadable format since I can code something to scrape it. However i've had no luck finding anything.
IQFeed seems to be your best bet if you want something cheap and systematic. Level 1 fundamental messages should provide you the NAICS in field 55. I believe IQFeed's fundamental data is sourced from Morningstar, which means you will have a lot of erroneous data, make sure you do your own consistency checks.
If you ever fail to do it, I happen to have all of them.
I've taken the 3 lists on the site you mentioned and helped you fill in most of them. I can't give you all of them because I don't own the data but I can give you enough to match the ones Big Mike has since those are easily accessible from public sources. Password via PM.
I've attached the 610 symbols I mentioned to you via pm.
Im a little concerned using the naics codes you provided for these symbols because of the potential for some of these codes being for symbols which are no longer active and are being used by new company tickers.
If you get a chance (and are able to based on your data), please could you query these symbols just to make sure your codes are in fact for symbols that are still active.
Password via PM.