If you’re looking to perform complex analyses, backtests, or even develop your own trading algorithms you’re going to need access to good data. What I’m going to show you today is how to use EODHD to get a list of all the exchanges in their database. Then we will use all of the symbols from the exchange to download information about that stock symbol. In a later post, we will then use these symbols to retrieve all the corporate fundamental data for that stock.
This code will generate a dataframe of Exchanges you can see that EODHD offers data on 77 different exchanges.
Exchanges
Name Code OperatingMIC Country Currency CountryISO2 CountryISO3
0 USA Stocks US XNAS, XNYS USA USD US USA
1 London Exchange LSE XLON UK GBP GB GBR
2 NEO Exchange NEO NEOE Canada CAD CA CAN
3 TSX Venture Exchange V XTSX Canada CAD CA CAN
4 Toronto Exchange TO XTSE Canada CAD CA CAN
5 Berlin Exchange BE XBER Germany EUR DE DEU
6 Hamburg Exchange HM XHAM Germany EUR DE DEU
7 XETRA Exchange XETRA XETR Germany EUR DE DEU
8 Dusseldorf Exchange DU XDUS Germany EUR DE DEU
9 Munich Exchange MU XMUN Germany EUR DE DEU
10 Hanover Exchange HA XHAN Germany EUR DE DEU
11 Frankfurt Exchange F XFRA Germany EUR DE DEU
12 Stuttgart Exchange STU XSTU Germany EUR DE DEU
13 Vienna Exchange VI XWBO Austria EUR AT AUT
14 Luxembourg Stock Exchange LU XLUX Luxembourg EUR LU LUX
15 Euronext Paris PA XPAR France EUR FR FRA
16 Euronext Brussels BR XBRU Belgium EUR BE BEL
17 Madrid Exchange MC BMEX Spain EUR ES ESP
18 SIX Swiss Exchange SW XSWX Switzerland CHF CH CHE
19 Euronext Lisbon LS XLIS Portugal EUR PT PRT
20 Euronext Amsterdam AS XAMS Netherlands EUR NL NLD
21 Stockholm Exchange ST XSTO Sweden SEK SE SWE
22 Irish Exchange IR XDUB Ireland EUR IE IRL
23 Copenhagen Exchange CO XCSE Denmark DKK DK DNK
24 Oslo Stock Exchange OL XOSL Norway NOK NO NOR
25 Iceland Exchange IC XICE Iceland ISK IS ISL
26 Helsinki Exchange HE XHEL Finland EUR FI FIN
27 Malawi Stock Exchange MSE XMSW Malawi MWK MW MWI
28 Egyptian Exchange EGX XCAI Egypt EGP EG EGY
29 Botswana Stock Exchange XBOT XBOT Botswana BWP BW BWA
30 Ghana Stock Exchange GSE XGHA Ghana GHS GH GHA
31 Regional Securities Exchange BRVM XBRV Ivory Coast XOF CI CIV
32 Prague Stock Exchange PR XPRA Czech Republic CZK CZ CZE
33 Nairobi Securities Exchange XNAI XNAI Kenya KES KE KEN
34 Casablanca Stock Exchange BC XCAS Morocco MAD MA MAR
35 Stock Exchange of Mauritius SEM XMAU Mauritius MUR MU MUS
36 Nigerian Stock Exchange XNSA XNSA Nigeria NGN NG NGA
37 Rwanda Stock Exchange RSE RSEX Rwanda RWF RW RWA
38 Dar es Salaam Stock Exchange DSE XDAR Tanzania TZS TZ TZA
39 Uganda Securities Exchange USE XUGA Uganda UGX UG UGA
40 Lusaka Stock Exchange LUSE XLUS Zambia ZMW ZM ZMB
41 Tel Aviv Exchange TA XTAE Israel ILS IL ISR
42 Zimbabwe Stock Exchange XZIM XZIM Zimbabwe ZWL ZW ZWE
43 Victoria Falls Stock Exchange VFEX VFEX Zimbabwe ZWL ZW ZWE
44 KOSDAQ KQ XKOS Korea KRW KR KOR
45 Korea Stock Exchange KO XKRX Korea KRW KR KOR
46 Budapest Stock Exchange BUD XBUD Hungary HUF HU HUN
47 Warsaw Stock Exchange WAR XWAR Poland PLN PL POL
48 Philippine Stock Exchange PSE XPHS Philippines PHP PH PHL
49 Chilean Stock Exchange SN XSGO Chile CLP CL CHL
50 Johannesburg Exchange JSE XJSE South Africa ZAR ZA ZAF
51 Jakarta Exchange JK XIDX Indonesia IDR ID IDN
52 Thailand Exchange BK XBKK Thailand THB TH THA
53 Shanghai Exchange SHG XSHG China CNY CN CHN
54 NSE (India) NSE XNSE India INR IN IND
55 Athens Exchange AT ASEX Greece EUR GR GRC
56 Saudi Arabia Exchange SR XSAU Saudi Arabia SAR SA SAU
57 Shenzhen Exchange SHE XSHE China CNY CN CHN
58 Karachi Stock Exchange KAR XKAR Pakistan PKR PK PAK
59 Australia Exchange AU XASX Australia AUD AU AUS
60 Colombo Stock Exchange CM XCOL Sri Lanka LKR LK LKA
61 Vietnam Stocks VN HSTC Vietnam VND VN VNM
62 Kuala Lumpur Exchange KLSE XKLS Malaysia MYR MY MYS
63 Buenos Aires Exchange BA XBUE Argentina ARS AR ARG
64 Bucharest Stock Exchange RO XBSE Romania RON RO ROU
65 Sao Paolo Exchange SA BVMF Brazil BRL BR BRA
66 Mexican Exchange MX XMEX Mexico MXN MX MEX
67 London IL IL XLON UK USD GB GBR
68 Zagreb Stock Exchange ZSE XZAG Croatia EUR HR HRV
69 Taiwan OTC Exchange TWO ROCO Taiwan TWD TW TWN
70 MICEX Moscow Russia MCX None Russia RUB RU RUS
71 Taiwan Exchange TW XTAI Taiwan TWD TW TWN
72 Bolsa de Valores de Lima LIM XLIM Peru PEN PE PER
73 Money Market Virtual Exchange MONEY None Unknown Unknown
74 Europe Fund Virtual Exchange EUFUND None Unknown EUR
75 Istanbul Stock Exchange IS XIST Turkey TRY TR TUR
76 FOREX FOREX CDSL Unknown Unknown
77 Cryptocurrencies CC CRYP Unknown Unknown We can now download all the symbols for the US-based stocks. Below is a sample of the S&P500 stocks but it downloads 48,292 symbols total.
Stocks
Code Name Country Exchange Currency Type Isin
195 AAP Advance Auto Parts Inc USA NYSE USD Common Stock US00751Y1064
199 AAPL Apple Inc USA NASDAQ USD Common Stock US0378331005
245 ABBV AbbVie Inc USA NYSE USD Common Stock US00287Y1091
366 ABT Abbott Laboratories USA NYSE USD Common Stock US0028241000
575 ACN Accenture plc USA NYSE USD Common Stock IE00B4BNMY34
697 ADBE Adobe Systems Incorporated USA NASDAQ USD Common Stock US00724F1012
746 ADI Analog Devices Inc USA NASDAQ USD Common Stock US0326541051
759 ADM Archer-Daniels-Midland Company USA NYSE USD Common Stock US0394831020
787 ADP Automatic Data Processing Inc USA NASDAQ USD Common Stock US0530151036
805 ADSK Autodesk Inc USA NASDAQ USD Common Stock US0527691069
880 AEE Ameren Corp USA NYSE USD Common Stock US0236081024
924 AEP American Electric Power Company Inc USA NASDAQ USD Common Stock US0255371017
935 AES The AES Corporation USA NYSE USD Common Stock US00130H1059
1032 AFL Aflac Incorporated USA NYSE USD Common Stock US0010551028
1423 AIG American International Group Inc USA NYSE USD Common Stock US0268747849
1539 AIZ Assurant Inc USA NYSE USD Common Stock US04621X1081
1541 AJG Arthur J Gallagher & Co USA NYSE USD Common Stock US3635761097
1556 AKAM Akamai Technologies Inc USA NASDAQ USD Common Stock US00971T1016
1598 ALB Albemarle Corp USA NYSE USD Common Stock US0126531013
1660 ALGN Align Technology Inc USA NASDAQ USD Common Stock US0162551016
1682 ALK Alaska Air Group Inc USA NYSE USD Common Stock US0116591092
1689 ALL The Allstate Corporation USA NYSE USD Common Stock US0200021014
1694 ALLE Allegion PLC USA NYSE USD Common Stock IE00BFRT3W74
1863 AMD Advanced Micro Devices Inc USA NASDAQ USD Common Stock US0079031078
1871 AME Ametek Inc USA NYSE USD Common Stock US0311001004
1893 AMGN Amgen Inc USA NASDAQ USD Common Stock US0311621009
1959 AMP Ameriprise Financial Inc USA NYSE USD Common Stock US03076C1062
1996 AMT American Tower Corp USA NYSE USD Common Stock US03027X1000
2029 AMZN Amazon.com Inc USA NASDAQ USD Common Stock US0231351067
2132 ANSS ANSYS Inc USA NASDAQ USD Common Stock US03662Q1058
2196 AON Aon PLC USA NYSE USD Common Stock IE00BLP1HW54
2232 APA APA Corporation USA NASDAQ USD Common Stock US03743Q1085
2252 APD Air Products and Chemicals Inc USA NYSE USD Common Stock US0091581068
2302 APH Amphenol Corporation USA NYSE USD Common Stock US0320951017
2417 APTV Aptiv PLC USA NYSE USD Common Stock JE00B783TY65
2535 ARE Alexandria Real Estate Equities Inc USA NYSE USD Common Stock US0152711091
3146 ATO Atmos Energy Corporation USA NYSE USD Common Stock US0495601058
3191 ATVI Activision Blizzard Inc USA NASDAQ USD Common Stock US00507V1098
3320 AVB AvalonBay Communities Inc USA NYSE USD Common Stock US0534841012
3363 AVGO Broadcom Inc USA NASDAQ USD Common Stock US11135F1012
3480 AWK American Water Works USA NYSE USD Common Stock US0304201033
3545 AXP American Express Company USA NYSE USD Common Stock US0258161092
3624 AZO AutoZone Inc USA NYSE USD Common Stock US0533321024
3647 BA The Boeing Company USA NYSE USD Common Stock US0970231058
3659 BAC Bank of America Corp USA NYSE USD Common Stock US0605051046
3911 BBWI Bath & Body Works Inc. USA NYSE USD Common Stock US0708301041
4131 BDX Becton Dickinson and Company USA NYSE USD Common Stock US0758871091
4177 BEN Franklin Resources Inc USA NYSE USD Common Stock US3546131018
4550 BIIB Biogen Inc USA NASDAQ USD Common Stock US09062X1037
4584 BIO Bio-Rad Laboratories Inc USA NYSE USD Common Stock US0905722072
4741 BKNG Booking Holdings Inc USA NASDAQ USD Common Stock US09857L1089
4749 BKR Baker Hughes Co USA NASDAQ USD Common Stock US05722G1004
4843 BLK BlackRock Inc USA NYSE USD Common Stock US09247X1019
5020 BMY Bristol-Myers Squibb Company USA NYSE USD Common Stock US1101221083
5268 BR Broadridge Financial Solutions Inc USA NYSE USD Common Stock US11133T1034
5345 BRK-B Berkshire Hathaway Inc USA NYSE USD Common Stock US0846707026
5622 BSX Boston Scientific Corp USA NYSE USD Common Stock US1011371077
5847 BWA BorgWarner Inc USA NYSE USD Common Stock US0997241064
5912 BXP Boston Properties Inc USA NYSE USD Common Stock US1011211018
6095 CAG ConAgra Foods Inc USA NYSE USD Common Stock US2058871029
6217 CARR Carrier Global Corp USA NYSE USD Common Stock US14448C1045
6237 CAT Caterpillar Inc USA NYSE USD Common Stock US1491231015
6282 CB Chubb Ltd USA NYSE USD Common Stock CH0044328745
6399 CBOE Cboe Global Markets Inc USA BATS USD Common Stock US12503M1080
6411 CBRE CBRE Group Inc Class A USA NYSE USD Common Stock US12504L1098
6539 CCI Crown Castle USA NYSE USD Common Stock US22822V1017
6552 CCL Carnival Corporation USA NYSE USD Common Stock PA1436583006
6752 CDW CDW Corp USA NASDAQ USD Common Stock US12514G1085
6765 CE Celanese Corporation USA NYSE USD Common Stock US1508701034
6929 CFG Citizens Financial Group Inc USA NYSE USD Common Stock US1746101054
7343 CHRW CH Robinson Worldwide Inc USA NASDAQ USD Common Stock US12541W2098
7362 CHTR Charter Communications Inc USA NASDAQ USD Common Stock US16119P1084
7394 CI Cigna Corp USA NYSE USD Common Stock US1255231003
7488 CINF Cincinnati Financial Corporation USA NASDAQ USD Common Stock US1720621010
7607 CL Colgate-Palmolive Company USA NYSE USD Common Stock US1941621039
7811 CLX The Clorox Company USA NYSE USD Common Stock US1890541097
7864 CMCSA Comcast Corp USA NASDAQ USD Common Stock US20030N1019
7883 CME CME Group Inc USA NASDAQ USD Common Stock US12572Q1058
7901 CMG Chipotle Mexican Grill Inc USA NYSE USD Common Stock US1696561059
7921 CMI Cummins Inc USA NYSE USD Common Stock US2310211063
8002 CMS CMS Energy Corporation USA NYSE USD Common Stock US1258961002
8071 CNC Centene Corp USA NYSE USD Common Stock US15135B1017
8159 CNP CenterPoint Energy Inc USA NYSE USD Common Stock US15189T1079
8285 COF Capital One Financial Corporation USA NYSE USD Common Stock US14040H1059
8361 COO The Cooper Companies, Inc. Common Stock USA NASDAQ USD Common Stock US2166484020
8368 COP ConocoPhillips USA NYSE USD Common Stock US20825C1045
8402 COST Costco Wholesale Corp USA NASDAQ USD Common Stock US22160K1051
8411 COTY Coty Inc USA NYSE USD Common Stock US2220702037
8441 CPB Campbell Soup Company USA NYSE USD Common Stock US1344291091
8527 CPRI Capri Holdings Ltd USA NYSE USD Common Stock VGG1890L1076
8531 CPRT Copart Inc USA NASDAQ USD Common Stock US2172041061
8705 CRM Salesforce.com Inc USA NYSE USD Common Stock US79466L3024
8831 CSCO Cisco Systems Inc USA NASDAQ USD Common Stock US17275R1023
9005 CSX CSX Corporation USA NASDAQ USD Common Stock US1264081035
9025 CTAS Cintas Corporation USA NASDAQ USD Common Stock US1729081059
9084 CTLT Catalent Inc USA NYSE USD Common Stock US1488061029
9127 CTSH Cognizant Technology Solutions Corp Class A USA NASDAQ USD Common Stock US1924461023
9144 CTVA Corteva Inc USA NYSE USD Common Stock US22052L1044
9291 CVS CVS Health Corp USA NYSE USD Common Stock US1266501006
9315 CVX Chevron Corp USA NYSE USD Common Stock US1667641005
9491 D Dominion Energy Inc USA NYSE USD Common Stock US25746U1097
9734 DD Dupont De Nemours Inc USA NYSE USD Common Stock US26614N1028
9782 DE Deere & Company USA NYSE USD Common Stock US2441991054
9985 DFS Discover Financial Services USA NYSE USD Common Stock US2547091080
10019 DG Dollar General Corporation USA NYSE USD Common Stock US2566771059
10111 DGX Quest Diagnostics Incorporated USA NYSE USD Common Stock US74834L1008
10138 DHI DR Horton Inc USA NYSE USD Common Stock US23331A1097
10168 DHR Danaher Corporation USA NYSE USD Common Stock US2358511028
10255 DIS Walt Disney Company USA NYSE USD Common Stock US2546871060
10261 DISH DISH Network Corporation USA NASDAQ USD Common Stock US25470M1099
10376 DLR Digital Realty Trust Inc USA NYSE USD Common Stock US2538681030
10392 DLTR Dollar Tree Inc USA NASDAQ USD Common Stock US2567461080
10558 DOCU DocuSign Inc USA NASDAQ USD Common Stock US2561631068
10598 DOV Dover Corporation USA NYSE USD Common Stock US2600031080
10704 DRI Darden Restaurants Inc USA NYSE USD Common Stock US2371941053
10882 DTE DTE Energy Company USA NYSE USD Common Stock US2333311072
10961 DUK Duke Energy Corporation USA NYSE USD Common Stock US26441C2044
11108 DXC DXC Technology Co USA NYSE USD Common Stock US23355L1061
11110 DXCM DexCom Inc USA NASDAQ USD Common Stock US2521311074
11154 EA Electronic Arts Inc USA NASDAQ USD Common Stock US2855121099
11244 EBAY eBay Inc USA NASDAQ USD Common Stock US2786421030
11342 ECL Ecolab Inc USA NYSE USD Common Stock US2788651006
11403 ED Consolidated Edison Inc USA NYSE USD Common Stock US2091151041
11552 EFX Equifax Inc USA NYSE USD Common Stock US2944291051
11734 EIX Edison International USA NYSE USD Common Stock US2810201077
11791 EL Estee Lauder Companies Inc USA NYSE USD Common Stock US5184391044
11981 EMN Eastman Chemical Company USA NYSE USD Common Stock US2774321002
12003 EMR Emerson Electric Company USA NYSE USD Common Stock US2910111044
12142 EOG EOG Resources Inc USA NYSE USD Common Stock US26875P1012
12243 EQIX Equinix Inc USA NASDAQ USD Common Stock US29444U7000
12262 EQR Equity Residential USA NYSE USD Common Stock US29476L1070
12340 ES Eversource Energy USA NYSE USD Common Stock US30040W1080
12458 ESS Essex Property Trust Inc USA NYSE USD Common Stock US2971781057
12549 ETN Eaton Corporation PLC USA NYSE USD Common Stock IE00B8KQN827
12568 ETR Entergy Corporation USA NYSE USD Common Stock US29364G1031
12726 EW Edwards Lifesciences Corp USA NYSE USD Common Stock US28176E1082
12774 EXC Exelon Corporation USA NASDAQ USD Common Stock US30161N1019
12812 EXPD Expeditors International of Washington Inc USA NASDAQ USD Common Stock US3021301094
12813 EXPE Expedia Group Inc. USA NASDAQ USD Common Stock US30212P3038
13042 FAST Fastenal Company USA NASDAQ USD Common Stock US3119001044
13456 FCX Freeport-McMoran Copper & Gold Inc USA NYSE USD Common Stock US35671D8570
13625 FE FirstEnergy Corporation USA NYSE USD Common Stock US3379321074
14285 FHN First Horizon National Corporation USA NYSE USD Common Stock US3205171057
14612 FIS Fidelity National Information Services Inc USA NYSE USD Common Stock US31620M1062
14629 FITB Fifth Third Bancorp USA NASDAQ USD Common Stock US3167731005
14944 FLR Fluor Corporation USA NYSE USD Common Stock US3434121022
14972 FLS Flowserve Corporation USA NYSE USD Common Stock US34354P1057
14990 FLT Fleetcor Technologies Inc USA NYSE USD Common Stock US3390411052
15068 FMC FMC Corporation USA NYSE USD Common Stock US3024913036
15539 FOSL Fossil Group Inc USA NASDAQ USD Common Stock US34988V1061
15555 FOX Fox Corp Class B USA NASDAQ USD Common Stock US35137L2043
15556 FOXA Fox Corp Class A USA NASDAQ USD Common Stock US35137L1052
15886 FRT Federal Realty Investment Trust USA NYSE USD Common Stock US3137451015
16421 FTI TechnipFMC PLC USA NYSE USD Common Stock GB00BDSFG982
16517 FTV Fortive Corp USA NYSE USD Common Stock US34959J1088
17233 GD General Dynamics Corporation USA NYSE USD Common Stock US3695501086
17312 GE General Electric Company USA NYSE USD Common Stock US3696043013
17731 GILD Gilead Sciences Inc USA NASDAQ USD Common Stock US3755581036
17830 GL Globe Life Inc USA NYSE USD Common Stock US37959E1029
17990 GLW Corning Incorporated USA NYSE USD Common Stock US2193501051
18306 GOOG Alphabet Inc Class C USA NASDAQ USD Common Stock US02079K1079
18307 GOOGL Alphabet Inc Class A USA NASDAQ USD Common Stock US02079K3059
18352 GPC Genuine Parts Co USA NYSE USD Common Stock US3724601055
18425 GPS Gap Inc USA NYSE USD Common Stock US3647601083
18545 GRMN Garmin Ltd USA NYSE USD Common Stock CH0114405324
18618 GS Goldman Sachs Group Inc USA NYSE USD Common Stock US38141G1040
19147 GWW WW Grainger Inc USA NYSE USD Common Stock US3848021040
19284 HAS Hasbro Inc USA NASDAQ USD Common Stock US4180561072
19315 HBAN Huntington Bancshares Incorporated USA NASDAQ USD Common Stock US4461501045
19333 HBI Hanesbrands Inc USA NYSE USD Common Stock US4103451021
19362 HCA HCA Holdings Inc USA NYSE USD Common Stock US40412C1018
19458 HD Home Depot Inc USA NYSE USD Common Stock US4370761029
19602 HES Hess Corporation USA NYSE USD Common Stock US42809H1077
19827 HIG Hartford Financial Services Group USA NYSE USD Common Stock US4165151048
19839 HII Huntington Ingalls Industries Inc USA NYSE USD Common Stock US4464131063
20022 HLT Hilton Worldwide Holdings Inc USA NYSE USD Common Stock US43300A2033
20184 HON Honeywell International Inc USA NASDAQ USD Common Stock US4385161066
20275 HRB H&R Block Inc USA NYSE USD Common Stock US0936711052
20304 HRL Hormel Foods Corporation USA NYSE USD Common Stock US4404521001
20445 HST Host Hotels & Resorts Inc USA NASDAQ USD Common Stock US44107P1049
20472 HSY Hershey Co USA NYSE USD Common Stock US4278661081
20572 HUM Humana Inc USA NYSE USD Common Stock US4448591028
20659 HWM Howmet Aerospace Inc USA NYSE USD Common Stock US4432011082
20908 IBM International Business Machines USA NYSE USD Common Stock US4592001014
20984 ICE Intercontinental Exchange Inc USA NYSE USD Common Stock US45866F1049
21160 IDXX IDEXX Laboratories Inc USA NASDAQ USD Common Stock US45168D1046
21225 IEX IDEX Corporation USA NYSE USD Common Stock US45167R1041
21242 IFF International Flavors & Fragrances Inc USA NYSE USD Common Stock US4595061015
21580 ILMN Illumina Inc USA NASDAQ USD Common Stock US4523271090
21744 INCY Incyte Corporation USA NASDAQ USD Common Stock US45337C1027
21861 INTC Intel Corporation USA NASDAQ USD Common Stock US4581401001
21875 INTU Intuit Inc USA NASDAQ USD Common Stock US4612021034
21959 IP International Paper USA NYSE USD Common Stock US4601461035
21986 IPG Interpublic Group of Companies Inc USA NYSE USD Common Stock US4606901001
22076 IQV IQVIA Holdings Inc USA NYSE USD Common Stock US46266C1053
22077 IR Ingersoll Rand Inc USA NYSE USD Common Stock US45687V1061
22145 IRM Iron Mountain Incorporated USA NYSE USD Common Stock US46284V1017
22356 ISRG Intuitive Surgical Inc USA NASDAQ USD Common Stock US46120E6023
22426 IT Gartner Inc USA NYSE USD Common Stock US3666511072
22525 ITW Illinois Tool Works Inc USA NYSE USD Common Stock US4523081093
22670 IVZ Invesco Plc USA NYSE USD Common Stock BMG491BT1088
22785 J Jacobs Solutions Inc. USA NYSE USD Common Stock US46982L1089
23656 JKHY Jack Henry & Associates Inc USA NASDAQ USD Common Stock US4262811015
23861 JNJ Johnson & Johnson USA NYSE USD Common Stock US4781601046
23870 JNPR Juniper Networks Inc USA NYSE USD Common Stock US48203R1041
23985 JPM JPMorgan Chase & Co USA NYSE USD Common Stock US46625H1005
24450 JWN Nordstrom Inc USA NYSE USD Common Stock US6556641008
24482 K Kellanova USA NYSE USD Common Stock US4878361082
24640 KEYS Keysight Technologies Inc USA NYSE USD Common Stock US49338L1035
24689 KHC Kraft Heinz Co USA NASDAQ USD Common Stock US5007541064
24716 KIM Kimco Realty Corporation USA NYSE USD Common Stock US49446R1095
24748 KLAC KLA-Tencor Corporation USA NASDAQ USD Common Stock US4824801009
24790 KMB Kimberly-Clark Corporation USA NYSE USD Common Stock US4943681035
24805 KMI Kinder Morgan Inc USA NYSE USD Common Stock US49456B1017
24876 KO The Coca-Cola Company USA NYSE USD Common Stock US1912161007
24999 KSS Kohls Corp USA NYSE USD Common Stock US5002551043
25507 LEG Leggett & Platt Incorporated USA NYSE USD Common Stock US5246601075
25543 LEN Lennar Corporation USA NYSE USD Common Stock US5260571048
25780 LH Laboratory Corporation of America Holdings USA NYSE USD Common Stock US50540R4092
25800 LHX L3Harris Technologies Inc USA NYSE USD Common Stock US5024311095
25904 LIN Linde PLC USA NYSE USD Common Stock IE000S9YS762
26011 LKQ LKQ Corporation USA NASDAQ USD Common Stock US5018892084
26044 LLY Eli Lilly and Company USA NYSE USD Common Stock US5324571083
26152 LMT Lockheed Martin Corporation USA NYSE USD Common Stock US5398301094
26200 LNT Alliant Energy Corp USA NASDAQ USD Common Stock US0188021085
26280 LOW Lowe's Companies Inc USA NYSE USD Common Stock US5486611073
26399 LRCX Lam Research Corp USA NASDAQ USD Common Stock US5128071082
26714 LUMN Lumen Technologies Inc USA NYSE USD Common Stock US5502411037
26780 LVS Las Vegas Sands Corp USA NYSE USD Common Stock US5178341070
26789 LW Lamb Weston Holdings Inc USA NYSE USD Common Stock US5132721045
26823 LYB LyondellBasell Industries NV USA NYSE USD Common Stock NL0009434992
26877 M Macy’s Inc USA NYSE USD Common Stock US55616P1049
26878 MA Mastercard Inc USA NYSE USD Common Stock US57636Q1040
27044 MAR Marriott International Inc USA NASDAQ USD Common Stock US5719032022
27064 MAS Masco Corporation USA NYSE USD Common Stock US5745991068
27272 MCD McDonald’s Corporation USA NYSE USD Common Stock US5801351017
27314 MCHP Microchip Technology Inc USA NASDAQ USD Common Stock US5950171042
27356 MCO Moodys Corporation USA NYSE USD Common Stock US6153691059
27515 MDLZ Mondelez International Inc USA NASDAQ USD Common Stock US6092071058
27565 MDT Medtronic PLC USA NYSE USD Common Stock IE00BTN1Y115
27722 MET MetLife Inc USA NYSE USD Common Stock US59156R1086
28102 MHK Mohawk Industries Inc USA NYSE USD Common Stock US6081901042
28365 MKC McCormick & Company Incorporated USA NYSE USD Common Stock US5797802064
28409 MKTX MarketAxess Holdings Inc USA NASDAQ USD Common Stock US57060D1081
28476 MLM Martin Marietta Materials Inc USA NYSE USD Common Stock US5732841060
28594 MMC Marsh & McLennan Companies Inc USA NYSE USD Common Stock US5717481023
28693 MMM 3M Company USA NYSE USD Common Stock US88579Y1010
28937 MNST Monster Beverage Corp USA NASDAQ USD Common Stock US61174X1090
28971 MO Altria Group USA NYSE USD Common Stock US02209S1033
29057 MOS The Mosaic Company USA NYSE USD Common Stock US61945C1036
29323 MRK Merck & Company Inc USA NYSE USD Common Stock US58933Y1055
29416 MS Morgan Stanley USA NYSE USD Common Stock US6174464486
29467 MSCI MSCI Inc USA NYSE USD Common Stock US55354G1004
29525 MSFT Microsoft Corporation USA NASDAQ USD Common Stock US5949181045
29710 MTB M&T Bank Corp USA NYSE USD Common Stock US55261F1049
29729 MTD Mettler-Toledo International Inc USA NYSE USD Common Stock US5926881054
29835 MU Micron Technology Inc USA NASDAQ USD Common Stock US5951121038
30457 NCLH Norwegian Cruise Line Holdings Ltd USA NYSE USD Common Stock BMG667211046
30501 NDAQ Nasdaq Inc USA NASDAQ USD Common Stock US6311031081
30563 NEE Nextera Energy Inc USA NYSE USD Common Stock US65339F1012
30694 NFLX Netflix Inc USA NASDAQ USD Common Stock US64110L1061
30793 NI NiSource Inc USA NYSE USD Common Stock US65473P1057
31121 NOV NOV Inc. USA NYSE USD Common Stock US62955J1034
31132 NOW ServiceNow Inc USA NYSE USD Common Stock US81762P1021
31307 NSC Norfolk Southern Corporation USA NYSE USD Common Stock US6558441084
31466 NTRS Northern Trust Corporation USA NASDAQ USD Common Stock US6658591044
31491 NUE Nucor Corp USA NYSE USD Common Stock US6703461052
31564 NVDA NVIDIA Corporation USA NASDAQ USD Common Stock US67066G1040
31600 NVR NVR Inc USA NYSE USD Common Stock US62944T1051
31725 NWL Newell Brands Inc USA NASDAQ USD Common Stock US6512291062
31758 NWS News Corp B USA NASDAQ USD Common Stock US65249B2088
31759 NWSA News Corp A USA NASDAQ USD Common Stock US65249B1098
32070 ODFL Old Dominion Freight Line Inc USA NASDAQ USD Common Stock US6795801009
32082 ODP ODP Corp USA NASDAQ USD Common Stock US88337F1057
32309 OMC Omnicom Group Inc USA NYSE USD Common Stock US6819191064
32517 ORI Old Republic International Corp USA NYSE USD Common Stock US6802231042
32527 ORLY O’Reilly Automotive Inc USA NASDAQ USD Common Stock US67103H1077
32746 OXY Occidental Petroleum Corporation USA NYSE USD Common Stock US6745991058
32981 PANW Palo Alto Networks Inc USA NASDAQ USD Common Stock US6974351057
33075 PAYX Paychex Inc USA NASDAQ USD Common Stock US7043261079
33206 PCAR PACCAR Inc USA NASDAQ USD Common Stock US6937181088
33588 PEAK Healthpeak Properties Inc USA NYSE USD Common Stock US42250P1030
33682 PEP PepsiCo Inc USA NASDAQ USD Common Stock US7134481081
33750 PFE Pfizer Inc USA NYSE USD Common Stock US7170811035
33767 PFG Principal Financial Group Inc USA NASDAQ USD Common Stock US74251V1026
33876 PG Procter & Gamble Company USA NYSE USD Common Stock US7427181091
34000 PGR Progressive Corp USA NYSE USD Common Stock US7433151039
34060 PH Parker-Hannifin Corporation USA NYSE USD Common Stock US7010941042
34126 PHM PulteGroup Inc USA NYSE USD Common Stock US7458671010
34476 PLD Prologis Inc USA NYSE USD Common Stock US74340W1036
34639 PM Philip Morris International Inc USA NYSE USD Common Stock US7181721090
34814 PNC PNC Financial Services Group Inc USA NYSE USD Common Stock US6934751057
34879 PNW Pinnacle West Capital Corp USA NYSE USD Common Stock US7234841010
34951 POOL Pool Corporation USA NASDAQ USD Common Stock US73278L1052
35015 PPG PPG Industries Inc USA NYSE USD Common Stock US6935061076
35033 PPL PPL Corporation USA NYSE USD Common Stock US69351T1060
35232 PRGO Perrigo Company PLC USA NYSE USD Common Stock IE00BGH1M568
35479 PSA Public Storage USA NYSE USD Common Stock US74460D1090
35992 PVH PVH Corp USA NYSE USD Common Stock US6936561009
36056 PWR Quanta Services Inc USA NYSE USD Common Stock US74762E1029
36190 PYPL PayPal Holdings Inc USA NASDAQ USD Common Stock US70450Y1038
36295 QCOM Qualcomm Incorporated USA NASDAQ USD Common Stock US7475251036
36528 QRVO Qorvo Inc USA NASDAQ USD Common Stock US74736K1016
36919 RCL Royal Caribbean Cruises Ltd USA NYSE USD Common Stock LR0008862868
37109 REGN Regeneron Pharmaceuticals Inc USA NASDAQ USD Common Stock US75886F1075
37621 RJF Raymond James Financial Inc. USA NYSE USD Common Stock US7547301090
37649 RL Ralph Lauren Corp Class A USA NYSE USD Common Stock US7512121010
37740 RMD ResMed Inc USA NYSE USD Common Stock US7611521078
37937 ROK Rockwell Automation Inc USA NYSE USD Common Stock US7739031091
37941 ROL Rollins Inc USA NYSE USD Common Stock US7757111049
37949 ROP Roper Technologies Inc. Common Stock USA NASDAQ USD Common Stock US7766961061
37961 ROST Ross Stores Inc USA NASDAQ USD Common Stock US7782961038
38180 RSG Republic Services Inc USA NYSE USD Common Stock US7607591002
38335 RTX Raytheon Technologies Corp USA NYSE USD Common Stock US75513E1010
39030 SBUX Starbucks Corporation USA NASDAQ USD Common Stock US8552441094
39132 SCHW Charles Schwab Corp USA NYSE USD Common Stock US8085131055
39422 SEE Sealed Air Corporation USA NYSE USD Common Stock US81211K1007
39940 SHW Sherwin-Williams Co USA NYSE USD Common Stock US8243481061
40128 SJM JM Smucker Company USA NYSE USD Common Stock US8326964058
40243 SLG SL Green Realty Corp USA NYSE USD Common Stock US78440X8873
40572 SNA Snap-On Inc USA NYSE USD Common Stock US8330341012
40668 SNPS Synopsys Inc USA NASDAQ USD Common Stock US8716071076
40732 SO Southern Company USA NYSE USD Common Stock US8425871071
40898 SPG Simon Property Group Inc USA NYSE USD Common Stock US8288061091
40902 SPGI S&P Global Inc USA NYSE USD Common Stock US78409V1044
41139 SRE Sempra Energy USA NYSE USD Common Stock US8168511090
41518 STE STERIS plc USA NYSE USD Common Stock IE00BFY8C754
41964 SWK Stanley Black & Decker Inc USA NYSE USD Common Stock US8545021011
41968 SWKS Skyworks Solutions Inc USA NASDAQ USD Common Stock US83088M1027
42066 SYF Synchrony Financial USA NYSE USD Common Stock US87165B1035
42077 SYK Stryker Corporation USA NYSE USD Common Stock US8636671013
42139 T AT&T Inc USA NYSE USD Common Stock US00206R1023
42239 TAP Molson Coors Brewing Co Class B USA NYSE USD Common Stock US60871R2094
42577 TDG Transdigm Group Incorporated USA NYSE USD Common Stock US8936411003
42725 TER Teradyne Inc USA NASDAQ USD Common Stock US8807701029
42771 TFC Truist Financial Corp USA NYSE USD Common Stock US89832Q1094
42836 TFX Teleflex Incorporated USA NYSE USD Common Stock US8793691069
42943 TGT Target Corporation USA NYSE USD Common Stock US87612E1064
43273 TJX The TJX Companies Inc USA NYSE USD Common Stock US8725401090
43530 TMO Thermo Fisher Scientific Inc USA NYSE USD Common Stock US8835561023
43557 TMUS T-Mobile US Inc USA NASDAQ USD Common Stock US8725901040
44030 TROW T. Rowe Price Group Inc USA NASDAQ USD Common Stock US74144T1088
44139 TRV The Travelers Companies Inc USA NYSE USD Common Stock US89417E1091
44302 TSLA Tesla Inc USA NASDAQ USD Common Stock US88160R1014
44409 TT Trane Technologies plc USA NYSE USD Common Stock IE00BK9ZQ967
44490 TTWO Take-Two Interactive Software Inc USA NASDAQ USD Common Stock US8740541094
44674 TXN Texas Instruments Incorporated USA NASDAQ USD Common Stock US8825081040
44683 TXT Textron Inc USA NYSE USD Common Stock US8832031012
44725 UA Under Armour Inc C USA NYSE USD Common Stock US9043112062
44726 UAA Under Armour Inc A USA NYSE USD Common Stock US9043111072
44731 UAL United Airlines Holdings Inc USA NASDAQ USD Common Stock US9100471096
45004 UNH UnitedHealth Group Incorporated USA NYSE USD Common Stock US91324P1021
45016 UNM Unum Group USA NYSE USD Common Stock US91529Y1064
45076 UPS United Parcel Service Inc USA NYSE USD Common Stock US9113121068
45105 URI United Rentals Inc USA NYSE USD Common Stock US9113631090
45143 USB U.S. Bancorp USA NYSE USD Common Stock US9029733048
45374 V Visa Inc. Class A USA NYSE USD Common Stock US92826C8394
45603 VEEV Veeva Systems Inc Class A USA NYSE USD Common Stock US9224751084
45683 VFC VF Corporation USA NYSE USD Common Stock US9182041080
46017 VLO Valero Energy Corporation USA NYSE USD Common Stock US91913Y1001
46145 VNO Vornado Realty Trust USA NYSE USD Common Stock US9290421091
46163 VNT Vontier Corp USA NYSE USD Common Stock US9288811014
46320 VRSK Verisk Analytics Inc USA NASDAQ USD Common Stock US92345Y1064
46321 VRSN VeriSign Inc USA NASDAQ USD Common Stock US92343E1029
46337 VRTX Vertex Pharmaceuticals Inc USA NASDAQ USD Common Stock US92532F1003
46539 VTR Ventas Inc USA NYSE USD Common Stock US92276F1003
46819 VZ Verizon Communications Inc USA NYSE USD Common Stock US92343V1044
46830 WAB Westinghouse Air Brake Technologies Corp USA NYSE USD Common Stock US9297401088
46910 WAT Waters Corporation USA NYSE USD Common Stock US9418481035
47118 WEC WEC Energy Group Inc USA NYSE USD Common Stock US92939U1060
47154 WELL Welltower Inc USA NYSE USD Common Stock US95040Q1040
47351 WHR Whirlpool Corporation USA NYSE USD Common Stock US9633201069
47500 WM Waste Management Inc USA NYSE USD Common Stock US94106L1098
47501 WMB Williams Companies Inc USA NYSE USD Common Stock US9694571004
47553 WMT Walmart Inc USA NYSE USD Common Stock US9311421039
47670 WRK WestRock Co USA NYSE USD Common Stock US96145D1054
47742 WST West Pharmaceutical Services Inc USA NYSE USD Common Stock US9553061055
47838 WU Western Union Co USA NYSE USD Common Stock US9598021098
47907 WY Weyerhaeuser Company USA NYSE USD Common Stock US9621661043
48077 XEL Xcel Energy Inc USA NASDAQ USD Common Stock US98389B1008
48387 XOM Exxon Mobil Corp USA NYSE USD Common Stock US30231G1022
48486 XRX Xerox Corp USA NASDAQ USD Common Stock US98421M1062
48583 XYL Xylem Inc USA NYSE USD Common Stock US98419M1009
48717 YUM Yum! Brands Inc USA NYSE USD Common Stock US9884981013
48743 ZBH Zimmer Biomet Holdings Inc USA NYSE USD Common Stock US98956P1021
48897 ZTS Zoetis Inc USA NYSE USD Common Stock US98978V1035
Here’s how the code works
Prerequisites
Before we dive in, make sure you have the following installed:
- Python 3.x
- Pandas
- Requests
You’ll also need an API token from EODHD, which you can get by signing up on their website.
Importing Necessary Modules
Let’s start by importing the necessary modules. We’ll need logging for logging, pandas for data manipulation, requests for making HTTP requests, io for handling CSV data streams, and pathlib for file path manipulation.
import logging
import pandas as pd
import requests
import io
from pathlib import Path
Setting Up Logging and Pandas Configuration
We’ll set up logging to the INFO level and configure Pandas to display all columns for our dataframes.
logging.basicConfig(level=logging.INFO)
pd.set_option('display.max_columns', None)
pd.set_option('display.expand_frame_repr', False)
Fetch and Save Exchanges
The first function fetch_and_save_exchanges fetches the list of all stock market exchanges and saves them to an HDF5 file. You can also opt to read this data from a local file if it exists.
def fetch_and_save_exchanges(api_token, data_dir, local_only=False):
# ... (code)
This function takes an API token and a directory path as its arguments and also has an optional argument local_only to specify whether to use local data if available.
Here’s how to call it:
df = fetch_and_save_exchanges(api_token, data_dir)
logging.info(df.head())
logging.info(df.tail())
Fetch and Save Symbols
The second function fetch_and_save_symbols fetches stock symbols for each exchange and saves them to an HDF5 file.
def fetch_and_save_symbols(api_token, data_dir, exchange_codes):
# ... (code)
This function iterates over each exchange code and fetches its symbols. Here’s how to call it:
# Uncomment the following line when you want to fetch and save symbols
# fetch_and_save_symbols(api_token, data_dir, exchange_codes)
Inspecting Your Local Database
The final function, print_h5_file_info, allows you to inspect what’s inside your HDF5 file. It lists all the market codes (keys) and can export a specific one to a CSV file.
def print_h5_file_info(h5_file_path, market_code=None, csv_export=False):
# ... (code)
To check the content of your HDF5 file, simply call:
print_h5_file_info(data_dir + 'symbols.h5', 'US')
The entire code is below
You will need to create a python file key.py to store your api_token variable.
from keys import api_token
data_dir = '/home/shared/algos/data/'
import logging
import pandas as pd
import requests
import io
from pathlib import Path
logging.basicConfig(level=logging.INFO)
# Configure Pandas to display all columns
pd.set_option('display.max_columns', None)
pd.set_option('display.expand_frame_repr', False)
def fetch_and_save_exchanges(api_token, data_dir, local_only=False):
h5_file_path = Path(data_dir, "exchanges.h5")
if local_only:
if h5_file_path.exists():
df = pd.read_hdf(h5_file_path, key="exchanges")
print(f"Loaded data from {h5_file_path}")
else:
print("Local file does not exist. You might want to fetch it first.")
return None
else:
url = "https://eodhd.com/api/exchanges-list/?api_token=" + api_token
response = requests.get(url)
if response.status_code == 200:
json_data = response.json()
df = pd.DataFrame(json_data)
df.to_hdf(h5_file_path, key="exchanges", mode="w")
print(f"Saved data to {h5_file_path}")
else:
print(f"Failed to fetch data. HTTP Status Code: {response.status_code}")
return None
return df
df = fetch_and_save_exchanges(api_token, data_dir)
logging.info(df.head())
logging.info(df.tail())
exchange_codes = df['Code'].tolist()
def fetch_and_save_symbols(api_token, data_dir, exchange_codes):
h5_file_path = Path(data_dir, "symbols.h5")
for exchange_code in exchange_codes:
url = f"https://eodhistoricaldata.com/api/exchanges/{exchange_code}?api_token={api_token}"
response = requests.get(url)
if response.status_code == 200:
csv_data = response.text
csv_stream = io.StringIO(csv_data)
# Create DataFrame from CSV stream
df = pd.read_csv(csv_stream)
# Append DataFrame to H5 file under the key `exchange_code`
df.to_hdf(h5_file_path, key=f"{exchange_code}", mode='a')
print(f"Saved data for {exchange_code} to {h5_file_path}")
else:
print(f"Failed to fetch data for {exchange_code}. HTTP Status Code: {response.status_code}")
# fetch_and_save_symbols(api_token, data_dir, exchange_codes)
def print_h5_file_info(h5_file_path, market_code=None, csv_export=False):
h5_file_path = Path(h5_file_path)
# Check if the file exists
if not h5_file_path.exists():
logging.info(f"The file {h5_file_path} does not exist.")
return
with pd.HDFStore(h5_file_path, 'r') as store:
# Log available keys (symbols)
logging.info("Available market codes in the HDF5 file:")
for key in store.keys():
logging.info(key.lstrip('/')) # Remove the leading '/' from the key name
# If a market_code is specified, try to read its data
if market_code:
if f'/{market_code}' in store.keys():
# Read the DataFrame for the specific market code
df = pd.read_hdf(h5_file_path, key=market_code)
# Log the DataFrame
logging.info(f"\nData for market code {market_code}:")
logging.info(df)
# If csv_export is True, save the DataFrame to a CSV file
if csv_export:
csv_file_path = h5_file_path.parent / f"{market_code}.csv"
df.to_csv(csv_file_path, index=False)
logging.info(f"DataFrame has been saved to {csv_file_path}")
else:
logging.info(f"\nThe market code {market_code} does not exist in the HDF5 file.")
print_h5_file_info(data_dir + 'symbols.h5', 'US')
