quantlab.dataset.sharadar.permatickers.related_spans

quantlab.dataset.sharadar.permatickers.related_spans(vendor_root, code)

Return the former tickers TICKERS’ relatedtickers shows, with the security’s price span.

relatedtickers lists, space-separated, a security’s former tickers and also its related securities (other share classes, a SPAC’s units, predecessors), most of them other securities’ tickers. Only a token the security’s current ticker is followed by a number (NSTR of NSTR1) counts: TICKERS appends one when it renames a security whose ticker another took over, so the token was this security’s. It is dated from the security’s first to the day after its last price (open-ended without one), as the rename is not dated.

Parameters:

vendor_rootstr or Path

<download-dir>/sharadar.

codestr

The table whose TICKERS rows are read ("sep").

Returns:

dict

{(former ticker, permaticker): (start, end)}.

Examples

>>> related_spans("/data/downloads/sharadar", "sep")[("NSTR", 173730)]
(datetime.date(2006, 5, 8), datetime.date(2009, 7, 21))