Financials Archive

Public Data from the Exchanges, Part 3

Today we review the data available from three New York exhanges with restrictive linking policies: NSX, NYSE, and NASDAQ. NSX and NYSE do not permit linking directly to any part of their web sites without prior written permission. NASDAQ permits linking only to their front page without other authorization.

  • The National Stock Exchange (http://www.nsx.com) has a policy which prohibits any and all hypertext linking to their web site without prior written consent. They don’t have a lot of data series publicly available at this point, but you can find their daily short interest archives on their web site without registration. With free registration, they also provide some volume and pricing historical information on ETFs traded on their exchange.
  • NASDAQ prohibits linking to any of its pages (other than its front page) without prior written permission, but they offer a tremendous wealth of data, including:
    • Quotes, both real-time and historical (up to 10 years)
    • After-hours and pre-market quotes (realtime)
    • Options quotes
    • Analyst estimates
    • News
    • Technical indicators (with StockConsultant)
    • News
    • Financial variables from SEC 10-K (past four years) and 10-Q (past year) in XBRL
    • Short sale information, updated twice monthly
    • Institutional and insider trading information
    • Competitor information
    • Transcripts from earnings calls, conference calls, and the like

    NASDAQ also operates an anonymous ftp site on which it files data per regulatory requirements (short selling and threshold securities) and for other purposes at ftp://ftp.nasdaqtrader.com/. Sometimes it is hard to access it, perhaps due to high demand.

  • The New York Stock Exchange sells detailed market data through their web site, NYSE Technologies (http://www.nyxdata.com/), but they do make some information available for free on their main corporate web site (http://www.nyse.com/), including:
    • Summary information for listed securities
    • SEC filings, with an increasing number of tables in spreadsheet format
  • NYSE also operates an anonymous FTP site for regulatory compliance and other purposes at ftp://ftp.nyxdata.com/. It contains short sale information for ARCA securities and other data. Access to it is a bit patchy during some times of the day, perhaps due to high demand.

Stay tuned for part four in this series: data from OTC exchanges.

Share on TwitterShare via email

Historical Company Financial Data Providers

A wide array of company financial data is found in 10-K and 10-Q reports, filed annually and quarterly with the Securities and Exchange Commission. All annual and quarterly reports since 1996 for domestic companies are available in the SEC Edgar system. While useful, documents in Edgar utilize a variety of free-form HTML and plain text formats, and harvesting the fundamental data from them is nontrivial. The SEC has put into motion plans to require all companies to file data in the standardized eXtensible Business Markup Langage, but these plans will not be fully implemented until 2011.

Many well-known sites such as Yahoo! and Motley Fool offer free financial data for viewing, but generally they are limited to the past four-five years for annual reports and past one year for quarterly reports. In addition, they discourage mass downloads. A few sites such as Wikinvest offer two years of quarterly report data. ADVFN offers several years worth but may require free registration.

Share on TwitterShare via email
Partly powered by CleverPlugins.com