quantlab.universe.NasdaqUniverseFetcher#

class quantlab.universe.NasdaqUniverseFetcher[source]#

Bases: TiingoRosterFetcher

Roster of every NASDAQ-listed common stock, delisted names included.

Preferred shares and baby bonds listed on NASDAQ stay in this roster; only USEquityUniverseFetcher opts into dropping them.

Examples

>>> roster = NasdaqUniverseFetcher().fetch()  # downloads from Tiingo
>>> roster.columns
['symbol', 'start_date', 'end_date']
CATEGORY = 'nasdaq_all'#

The catalog category this roster is stored under. Typed as the literal so an unknown token is a type error rather than a runtime surprise.

EXCHANGE_FILTER = ('NASDAQ',)#

Exact exchange tokens kept by fetch.

MIN_ROSTER_ROWS = 1000#

Minimum row count fetch accepts; fewer rows means the vendor’s token vocabulary drifted and the roster is refused.