Pandas_datareader：get_nasdaq_symbols() 的代码数据类型

Question

我使用 pandas_datarader 获取纳斯达克股票数据。

我发现 get_nasdaq_symbols() 并且它 returns 为每只股票提供了一些有用的信息。

代码如下：

In [27]: from pandas_datareader import data as pdr
    ...:
    ...: all_symbols = pdr.get_nasdaq_symbols()
    ...:
    ...: all_symbols.head()
    ...:
Out[27]:
        Nasdaq Traded                                      Security Name  \
Symbol
A                True            Agilent Technologies, Inc. Common Stock
AA               True                    Alcoa Corporation Common Stock
AAAP             True  Advanced Accelerator Applications S.A. - Ameri...
AABA             True                         Altaba Inc. - Common Stock
AAC              True                    AAC Holdings, Inc. Common Stock

       Listing Exchange Market Category    ETF  Round Lot Size  Test Issue  \
Symbol
A                     N                  False           100.0       False
AA                    N                  False           100.0       False
AAAP                  Q               Q  False           100.0       False
AABA                  Q               Q  False           100.0       False
AAC                   N                  False           100.0       False

       Financial Status CQS Symbol NASDAQ Symbol  NextShares
Symbol
A                   NaN          A             A       False
AA                  NaN         AA            AA       False
AAAP                  N        NaN          AAAP       False
AABA                  N        NaN          AABA       False
AAC                 NaN        AAC           AAC       False

它returnspandas DataFrame对象。现在我选择了一行（符号）

In [28]: all_symbols.loc['AAPL']
Out[28]:
Nasdaq Traded                            True
Security Name       Apple Inc. - Common Stock
Listing Exchange                            Q
Market Category                             Q
ETF                                     False
Round Lot Size                            100
Test Issue                              False
Financial Status                            N
CQS Symbol                                NaN
NASDAQ Symbol                            AAPL
NextShares                              False
Name: AAPL, dtype: object

我想知道每一列的含义。我看过源代码，但没有任何相关信息。

具体来说，下面是我比较好奇的：

Listing Exchange: 本身的意义以及它的值('A', 'N', 'P', 'Q', 'Z', None)表示什么
Market Category : ' ', 'G', 'Q', 'S' 的含义（其值集）
Test Issue : 表示哪个测试？
Financial Status : nan, 'D', 'H', 'N', 'G', 'E' 的含义（其值集）
CQS symbol：CQS具体是什么意思？
NextShares：NextShares是什么意思？

谢谢

Answer 1

以下是直接取自纳斯达克网站的符号定义：

http://www.nasdaqtrader.com/trader.aspx?id=symboldirdefs

上市交易所：

The listing stock exchange or market of a security.

A = NYSE MKT

N = New York Stock Exchange (NYSE)

P = NYSE ARCA

Z = BATS Global Markets (BATS)

市场类别：

The category assigned to the issue by NASDAQ based on Listing Requirements.

Q = NASDAQ Global Select MarketSM

G = NASDAQ Global MarketSM

S = NASDAQ Capital Market

测试问题：

Indicates whether the security is a test security.

Y = Yes, it is a test issue.

N = No, it is not a test issue.

财务状况：

Indicates when an issuer has failed to submit its regulatory filings on a timely basis, has failed to meet NASDAQ's continuing listing standards, and/or has filed for bankruptcy. Values include:

D = Deficient: Issuer Failed to Meet NASDAQ Continued Listing Requirements

E = Delinquent: Issuer Missed Regulatory Filing Deadline

Q = Bankrupt: Issuer Has Filed for Bankruptcy

N = Normal (Default): Issuer Is NOT Deficient, Delinquent, or Bankrupt.

G = Deficient and Bankrupt

H = Deficient and Delinquent

J = Delinquent and Bankrupt

K = Deficient, Delinquent, and Bankrupt

CQS 符号：

Identifier of the security used to disseminate data via the SIAC Consolidated Quotation System (CQS) and Consolidated Tape System (CTS) data feeds. Typical identifiers have 1-5 character root symbol and then 1-3 characters for suffixes. Allow up to 14 characters.

NextShares：未在网站上列出，但我认为这只是表示该公司是否提供 NextShares。您可以在这里阅读更多关于它们的信息：https://www.nasdaqtrader.com/trader.aspx?id=ETMF

Pandas_datareader：get_nasdaq_symbols() 的代码数据类型

Pandas_datareader: ticker data type of get_nasdaq_symbols()

python

pandas

datareader

pandas-datareader