Quotes for stocks removed from the NASDAQ100

Discussion in 'Automated Trading' started by xiangfin, Sep 3, 2010.

  1. xiangfin


    I am backtesting my system for NASDAQ100 component index. I see some stocks are removed from the index and the ticker is not trading anymore (maybe ticker is changed to a new one).

    Where to get historical quotes for them, if it is not traded any more? How to check if the ticker has changed?
  2. d08


    NASDAQ 100 is a dynamic index, the index composition is rebalanced often. Some data sources like QCharts offer data for the delisted ones, you need to include the symbol switches in your backtest if you want to do it properly.
  3. LeeD


    My expectation is data feeds that provide historical data for all of the nasdaq stocks far enough into the past would provide data for stocks that are no longer listed.

    You should be very careful with "ticker change". It could have been acquisition with shares purchased for cash or other company's stocks. It could have been bankraptcy or restructuring.

    I guess the only way to find out what exactly happen is to read the company's history in the old news stories etc.