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I have been searching high and low, but couldn't find a comprehensive list.

How can I find symbols for the different exchanges? I am not looking for the symbol of a security like AAPL for Apple Inc, but for the exchanges themselves.

E.g. P for the American Stock Exchange or Q for NASDAQ.

closed as off-topic by Ganesh Sittampalam Feb 12 '18 at 12:33

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3

Perhaps the most definitive source for US securities exchanges, that appears to mostly match what you've provided as an example, is the output multicast output specification from the Consolidated Tape Association. This is the official report of all trades made.

https://www.ctaplan.com/tech-specs

Specially, this one: https://www.nyse.com/publicdocs/ctaplan/notifications/trader-update/cts_output_spec.pdf

Deep in the documentation there's a field called the TRF Identifier (Trade Reporting Facility) that is a single character.

As at revision 81 of this document (dated June 2 2017), you'll see the following TRF Identifiers:

A NYSE MKT
B NASDAQ OMX BX
C NSX
D FINRA
I ISE
J Bats EDGA
K Bats EDGX
M CHX
N NYSE
P NYSE Arca
T NASDAQ OMX
V IEX
W CBSX
X NASDAQ OMX PSX
Y Bats BYX
Z Bats BZX

In the end, different data providers will have different identifiers for exchanges, and it's not clear which you actually want to use.

ISO 10383 describes a standard that has a Market Identifier Code (4 character) that is used in the FIX protocol and various other places too. See: https://www.iso20022.org/10383/iso-10383-market-identifier-codes

Data feeds from vendors typically have their own conventions and quirks too. The merger-and-aquisition of exchanges has become commonplace so trying to identify an exchange is difficult.

eg. CME - did you mean CME, CBOT, NYMEX, COMEX, KCBOT or just CME? eg. InterContinental Exchange - did you mean IPE->ICE, NYBOT, WCE->ICE Futures Canada, or NYSE Euronext (which was NYSE, Archiplegao (Pacific Exchange), Euronext, AMEX -> NYSE Mkt -> Nyse Amercican)? There's probably a few more acquisitions along the way I've not mentioned too.

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The CTA reference above from Norgate Data is useful, but the right answer is, every market data provider has their own made up list, so you have to ask that provider.

There is an official list of ISO Market Identifier Codes - you may here reference to MICs or ISO MICs. But, I've seen them mostly used in professional machine to machine communication, not retail information feeds, for some reason.

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