Data Packages FAQ

Some stock market packages provide history for the "last 10 years" (or 20 years). How does that work?

History is initially provided back to 1st January 10 years ago (or 20). Each year after that, on 1st January, the history extent is re-set to 10 years (or 20).

Some stock market packages include "Fundamentals". Do you provide historical data for fundamentals?

No. The information is on a latest company report basis.

What does it mean if a symbol has a prefix?

Symbol prefixes are used to identify items in the database that aren't exchange-traded. The following conventions apply -

        $ = Index
        # = Economic or Market Indicator
        % = Interest Rate
        @ = Cash Commodity
        & = Continuous Futures Contract

How are symbol overlaps between AU and US stocks handled?

AU Stocks are given the country suffix .au; US Stocks have no country suffix.
Note: This solution was introduced in October 2019 with the release of version 4.0.8.33. Previously, AU stocks were only given the country suffix if US Stocks were also present. Your database may reflect the "old" solution or the "new" depending on when you subscribed.

Do you sell, or provide, lists of historical index constituents?

No.
Information concerning historical index membership is only available to subscribers (at Platinum level or above) who are using a back-testing/analysis platform such as AmiBroker, RealTest, Wealth-Lab, Python or Zipline that can be linked to our database via a plugin. There are no lists showing historical additions to, or removals from, an index. Nor are there are any lists showing constituents at year-end. Instead, the plugins can deliver a true/false answer to the question of whether any stock (either currently-listed or delisted) was a member of an index on any day. This allows index membership to be stipulated as a buy condition in a system test.

The problem with "raw" lists of historical index constituents is that subsequent name/symbol changes and other events have to be investigated and taken into account for the lists to be of any use. For instance, the old "General Motors" (GM) stock was removed from the Dow Jones Industrial Average in 2009 and finally deregistered in 2011, when its last known name/symbol was "Motors Liquidation Company" (MTLQQ). The symbol "MTLQQ" would not appear in any historical record of Dow constituents and the symbol "GM" may not appear in any database of delisted securities. The name/symbol "General Motors" (GM) should appear in a database of currently-listed securities, but not as the stock that was in the Dow prior to 2009.

I can't find company (insert name) or ticker (insert ticker) as a delisted stock. Why is that?

You may be assuming that a stock is necessarily associated with a particular company name and/or ticker. But company names and tickers are subject to change over the life-cycle of a stock. Furthermore, a name or ticker originally associated with one stock can later be used by another. A stock exists in our delisted database under its last known company name and ticker and not under any previous names or tickers. A stock only has one history.

America Online Inc was originally listed on Nasdaq in 1992 with the ticker AMER.
In 1996, it shifted to NYSE under the ticker AOL.
In 2001, it was the continuing entity in the merger with Time Warner Inc. The Time Warner stock was delisted and exists in our database under the symbol TWX-200101. The merged company took the name AOL Time Warner Inc and retained the ticker AOL.
In 2003, the company changed its name to Time Warner Inc and its ticker to TWX. The company name Time Warner Inc and the ticker TWX had been re-cycled. The original AOL stock was still trading but now under a different name and ticker.
In 2009, Time Warner Inc spun-off its AOL division which listed under the name AOL Inc and the ticker AOL. This ticker represented a different stock to the original AOL. The ticker AOL had been re-cycled. The original AOL stock was still trading as TWX.
In 2015, AOL Inc was taken over by Verizon with the stock going into delisted as AOL-201506.
Finally, AT&T took over Time Warner Inc in 2018 and the stock went into delisted as TWX-201806. So this is the symbol under which the history for "America Online" can be found. But it's the history of a stock and not that of a company name or ticker. Company names and tickers are arbitrary, re-useable things.