I have a Platinium Data subscpiption and am wondering how other users of Norgate intergrate delisted equities into a watchlist. For instance I have a NYSE sorted watchlist and want to incorporate delisted NYSE equities. Under Markets, Norgate has a special listing for US Delisted Stocks. But in the information there is nothing about what Market it was orginally under.
I read the Making Use Of Historical Index Constituents that Norgate instructs.
No information is provided about which exchange a stock was listed on in the past., so seeking to isolate a stock's time when it was listed on NYSE is not possible.
You can check whether a stock was listed on a major exchange back to 2000, but not where it was listed.
However, is that really a variable you want to control (possibly curve fit?) and turn into selection bias?
Some examples of stocks that have shifted listing venue (there are many more), plus some interesting index membership information:
Nasdaq listed: 20001208 to 20211206
NYSE listed: 20211207 to present
Garmin has been in the S&P 500 since 20121212 to present.
NYSE Listed: 20031223 through 20071205
Nasdaq Listed 20071206 through 20150726
S&P 500 member: 20061204 through 20150724.
Seagate Technology Holdings PLC:
NYSE Listed : 20021211 through 20080915
Nasdq Listed: 20080916 to present
S&P 500 member: 20120702 to present
Russell 1000 member: 20070625 to present.
Charles Schwab Corp:
NYSE Listed: 19890630 to 20051219
Nasdaq Listed: 20051220 to 20100304
NYSE Listed: 20100305 to present
S&P 500 Member: 19970602 to present
Thanks for your response. What I am trying to do is have NYSE and Nasdaq market list complete with the appropriate current and past symbols. Something like what you supply with several Indices. I will try a different method.
This is not possible with our data.
The big question is: why?
Do you think that this selection bias of listing venue provides any benefit?
Just looking. Not sure if this would be beneficial or not.