Questions tagged [market-data]

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What percent of first post-IPO earnings reports are disappointing?

It seems like every time a company has its IPO, the next earnings report fails to meet expectations and the stock price plummets. Shouldn't expectations be lower considering the frequency at which ...
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87 views

Tape data for FX pairs on google

I use google API to get intraday tape data (volume delayed by 15 min) for stocks and ETFs: http://www.google.com/finance/getprices?i=60&p=5d&f=d,o,h,l,c,v&df=cpct&q=SPY Is there a ...
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19 views

List of ISINs to MIC mapping table for dark pools

I'm trying to produce a table with all instruments ISINs in EMEA, their symbol and the MIC in which that instrument is traded. I've had success using Xythub, but this only gives ISINS in lit markets. ...
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Calculating volume-weighted-average spread (VWAS) for an index at a given size

I need to produce the effective spread at size 5K of an index. I am able to get all the securities' individual effective spread, but a simple averaging of all the effective spread of those securities ...
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Market data: what is “EANS-News”?

There are a number of market news providers like Reuters, Bloomberg, EQS, etc. While searching for news regarding certain German or Austrian securities I encountered a number of news articles which ...
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97 views

Why does stock / ETF data go FUBAR?

I hold units in the JNK junk bond ETF. On April 1st, it underwent a three-to-one reverse split so that three units were converted to one unit after the reverse split. That meant the unit price went ...
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76 views

What is the relationship between the short ratio, short interest record date, and short covering?

Assuming if company ABC settle short interest dated on September 8 (does it have to be mid or end of each month for every company to settle short interests or it is only when they have to report?), ...
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978 views

Stock symbol list for German Xetra stocks on Google Finance or Yahoo Finance

I would like to have a list of the stock symbols of companies listed on Germany's Xetra exchange that can be used on Google Finance or Yahoo Finance. Where can one download this list?