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Code examples, market analysis, and data quality deep-dives.

Does a Stock's Beta Depend on the Benchmark? Cap-Weighted vs Equal-Weighted Markets in Python
How Long Does a Volatility Spike Take to Fade? Half-Life Estimation in Python
How Much Does a DCF Depend on Its Assumptions? Sensitivity Analysis in Python
How to Get a List of All US Stock Tickers
Do High-Idiosyncratic-Volatility Stocks Underperform? Residual Volatility Sorts in Python
Does Foreign Revenue Make a Stock Dollar-Sensitive? Firm-Level FX Beta in Python
Does Company Size Slow Revenue Growth? Gibrat's Law Test in Python
How to Get Stock Data Into Excel With Python
Does a Large Goodwill Balance Predict a Writedown? Impairment Risk Screening in Python
Does Revenue Concentration Explain Earnings Volatility? Segment Herfindahl Analysis in Python
Is Residual Momentum Better Than Raw Momentum? Market-Adjusted Decile Sorts in Python
Financial Data API Rate Limits: How Much Do You Need?
Does Index-Fund Ownership Make a Stock Move With the Market? 13F Ownership and Beta in Python
What Is Look-Ahead Bias in Backtesting?
How Much Drawdown Does Month-End Data Hide? Sampling Frequency and Maximum Drawdown in Python
Do Companies Pay the Tax They Report? Cash vs Book Tax Rates in Python
Does a High Dividend Payout Ratio Slow Earnings Growth? S&P 500 Cross-Section in Python
Web Scraping vs a Financial Data API: What Breaks
Did Earnings or the Multiple Drive the Last Decade of Returns? Return Decomposition in Python
What Does a Trailing Stop Cost? Stop-Loss Backtest in Python
Why Do Stock Prices Differ Between Data Sources?
Does an Inventory Build Predict a Margin Squeeze? Cross-Sectional Test in Python
How Much Revenue Does a Dollar of Acquisitions Buy? Growth Decomposition in Python
Do Companies Buy Back Stock at Good Prices? Dollar-Weighted Analysis in Python
What Data You Need for Comparable Company Analysis
How Much Does a Stock Fall on Its Ex-Dividend Date? Event Study in Python
How Seasonal Is Quarterly Revenue? Fiscal Quarter Share Analysis in Python
Do Reported Financials Follow Benford's Law? First-Digit Analysis in Python
What Is Book Value? Why Price-to-Book Stopped Working
How Far Apart Do S&P 500 Stocks Move? Cross-Sectional Return Dispersion in Python
Fama-French Factor Data: Download or Build Your Own?
How Much Does the Rebalance Date Change a Backtest? 21 Rebalance Days in Python
Does Trading Volume Predict Tomorrow's Volatility? Out-of-Sample Test in Python
Do Company Insiders Predict Their Own Stock's Returns? Form 4 Cross-Section in Python
How Many Independent Bets Are There in the S&P 500? Principal Component Analysis in Python
Can a Company's Revenue Be Forecast From Its Own History? Out-of-Sample Test in Python
What Is EBITDA and Why Do Sources Disagree?
Does the Turn-of-the-Month Effect Still Work? Calendar Anomaly Test in Python
Is the S&P 500 Getting More Capital Intensive? Capex Analysis in Python
Do High-Accrual Companies Underperform? Accruals Screening in Python
What Does a Financial Data API Cost?
Do Price Gaps Get Filled? Gap-Fill Rates Against a Random Walk in Python
What Expected Returns Does the S&P 500 Imply? Reverse Optimization in Python
Which Sectors Are Really Cyclical? Revenue Betas vs Stock Betas in Python
How to Build a Stock Dataset for Machine Learning
Comparing Companies With Different Fiscal Year Ends
How Much Has Corporate Debt Actually Repriced? Effective Interest Rates in Python
Does Deferred Revenue Predict Next Quarter's Sales? Leading Indicator Test in Python
How Much Debt Is Hidden in Operating Leases? Lease-Adjusted Leverage in Python
How Much Do Profits Move When Sales Move? Operating Leverage Regression in Python
How Concentrated Is the S&P 500? Index Weight Analysis in Python
How Long Is Cash Tied Up in a Business? Cash Conversion Cycle Analysis in Python
Broker API vs Data API for Historical Stock Data
Where to Get Free Cash Flow Data for Stocks in Python
Are Stock Returns Skewed? Return Skewness in Python
Do High-Margin Companies Trade at Higher Multiples? EV/Sales in Python
How Much Profit Becomes Cash? Free Cash Flow Conversion in Python
Which Sectors Lead Out of a Market Bottom? Sector Recovery Analysis in Python
Are Buybacks Funded by Cash Flow or by Debt? S&P 500 Payout Analysis in Python
What to Look for in Fundamentals Data
Does Cash on the Balance Sheet Cushion a Crash? Quintile Sorts in Python
Do Corporate Insiders Time the Market? S&P 500 Insider Buying Breadth in Python
Does Unstable Volatility Warn of Deeper Drawdowns? Vol-of-Vol Sorts in Python
Does Fast Asset Growth Predict Weak Stock Returns? Decile Sorts in Python
How to Replace yfinance in a Python Script
Does the Nasdaq-100 Index Effect Still Exist? Event Study in Python
Does the Piotroski F-Score Still Work? Quality Screening in Python
How Many S&P 500 Stocks Beat the Index? Return Breadth Analysis in Python
Why Beta Differs Between Data Sources
Where to Get Historical Dividend Data for Stocks
Does a High Dividend Yield Predict a Dividend Cut? Yield-Trap Screening in Python
Do Old Ticker Symbols Still Point to the Same Company? S&P 500 Ticker Recycling in Python
What Growth Is Priced Into the S&P 500? Reverse DCF in Python
Ticker vs CIK vs FIGI: Which Company ID to Use
Does Illiquidity Still Pay? Amihud Measure in the S&P 500 in Python
Where to Get R&D Spending Data for Public Companies
Does R&D Spending Predict Revenue Growth? Cross-Sectional Test in Python
What Actually Drives Return on Equity? DuPont Decomposition in Python
What Data Do You Need to Measure Portfolio Risk?
Does a 60/40 Portfolio Actually Cut Drawdowns? Stocks and Bonds in Python
Do Steady Margins Mean Calmer Stocks? Cross-Sectional Analysis in Python
Do Sectors Diversify When It Matters? Conditional Correlation in Python
How to Get Historical Market Cap Data in Python
How Much of the S&P 500 Survives 20 Years? Index Turnover Analysis in Python
Does Joining the S&P 500 Bring New Institutional Owners? 13F Event Study in Python
Is Volatility Seasonal? Calendar Month Analysis of Realized Volatility in Python
Does Fast Revenue Growth Force Companies to Borrow? Cash Funding Analysis in Python
How Far Back Does SEC EDGAR Data Go?
Are One-Time Charges Really One-Time? Charge Frequency Analysis in Python
Does Buying the Dip Work? Short-Term Reversal by Volatility Regime in Python
Alpha Vantage vs Massive vs xfinlink for Fundamentals
How Long Does a Stock Take to Recover From a 50% Fall? Drawdown Analysis in Python
Do Companies That Shrink Their Share Count Outperform? Net Buyback Yield in Python
How Much Does the Dow's Price Weighting Distort It? Index Weighting Analysis in Python
How to Get SEC Form 4 Insider Trading Data in Python
Can Anything Predict Next Month's Stock Returns? Out-of-Sample R-Squared Testing in Python
How Much of a Stock's Return Comes From Its Sector? Variance Decomposition in Python
Altman Z-Score: Where To Get It in Python
Do Value Screens Agree on Which Stocks Are Cheap? Multiple Overlap Analysis in Python
Annual vs Quarterly Financial Data: Which to Use
Do High Returns on Capital Persist? ROIC Fade Analysis in Python
Does Past Beta Predict Future Beta? Beta Stability Testing in Python
Do Defensive Sectors Actually Defend? Up and Down Capture in Python
How to Choose a Financial Data API
Do Small Caps Actually Beat Large Caps? Size Premium Test in Python
What If You Miss the Market's Best Days? Extreme-Day Analysis in Python
Does Rebalancing Add Return? Fixed-Weight vs Drift Portfolios in Python
Which S&P 500 Companies Are Closest to Default? Merton Distance-to-Default in Python
What Happens to Stocks Removed From the S&P 500? Replacement Pair Analysis in Python
Does the Golden Cross Work? 50/200 Moving Average Crossover Backtest in Python
Financial Data for Academic Finance Research
Does Skipping the Most Recent Month Improve Momentum? S&P 500 Decile Sorts in Python
Does Cointegration Survive Out of Sample? Pairs Trading Validation in Python
Which Dividends Are Not Covered by Cash? Free-Cash-Flow Coverage Screening in Python
GICS vs SIC vs NAICS: Which Industry Classification to Use
How Many Stocks Does It Take to Diversify? Random Portfolio Simulation in Python
How Many Days of Data Does a Volatility Estimate Need? Range-Based Estimators in Python
How Much of S&P 500 Cash Flow Is Stock Compensation? Cross-Sectional Analysis in Python
What Is a 13F Filing? Institutional Holdings Explained
Does Revenue Growth Explain Profit Growth? Cross-Sectional Decomposition in Python
How Much of the Nasdaq 100 Is Already in the S&P 500? Index Overlap Analysis in Python
How Often Does a 99% Value-at-Risk Limit Actually Break? VaR Backtesting in Python
Real-Time vs End-of-Day Market Data: Which Do You Need?
How Concentrated Are S&P 500 Earnings? Point-in-Time Index Analysis in Python
Does Volatility Scale With the Square Root of Time? Variance Ratio Test in Python
Does Goodwill Distort the Price-to-Book Screen? Goodwill-Adjusted Valuation in Python
How Are Shares Outstanding Reported (and Why They Disagree)
Do Low-Volatility Stocks Deliver Better Risk-Adjusted Returns? S&P 500 Quintile Sorts in Python
Does Trend Following Beat Buy and Hold? Time-Series Momentum in Python
Has the Stock-Bond Correlation Flipped? 60/40 Portfolio Risk in Python
What API to Use for a Stock Screener
Which Assets Hedge Inflation Shocks? Macro Factor Betas in Python
Does Covariance Shrinkage Beat the Sample Covariance? Minimum-Variance Portfolios in Python
Do Faster Inventory Turns Mean Thinner Margins? Gross Margin Return on Inventory in Python
SEC EDGAR API vs Fundamentals API: Which to Use
Does Fast Earnings Growth Persist? Rank Correlation Analysis in Python
Split Adjustment Explained: Adjusted Close vs Close
Which Trading Day of the Month Pays Best? Turn-of-the-Month Analysis in Python
Can You Use Yahoo Finance Data Commercially?
How Many Independent Bets Does a Nine-Sector Portfolio Give You? Eigenvalue Analysis in Python
Which Volatility Forecast Wins One Month Ahead? HAR vs EWMA in Python
How Concentrated Are Institutional Equity Portfolios? Form 13F Concentration Analysis in Python
Do Stocks Earn Their Returns Overnight or Intraday? Return Decomposition in Python
When Do Corporate Insiders Actually Trade? Form 4 Timing Analysis in Python
Data Requirements for Backtesting a Trading Strategy
What Is Survivorship Bias in Backtesting?
Do High Dividend Yields Come From Bigger Payouts or Falling Prices? Yield Decomposition in Python
Do Stocks Fall Harder Than They Rise? Downside Beta vs Upside Beta in Python
Does Volatility Targeting Improve Sharpe Ratios? Seven-Asset Backtest in Python
Free Stock Market Data APIs: What You Actually Get
How to Give an LLM Financial Data With an MCP Server
Does Post-Earnings Announcement Drift Survive Real Filing Dates? PEAD Event Study in Python
Do Insider Buying Clusters Predict Returns? Signal Testing in Python
Does the S&P 500 Index Effect Still Exist? Event Study in Python
Are Companies Leaving the S&P 500 Faster Than They Used To? Index Survival Analysis in Python
Does Gross Profitability Predict Stock Returns? Quintile Factor Test in Python
What Growth Rate Is the Market Pricing In? Reverse DCF in Python
Does a Strong Balance Sheet Cushion Drawdowns? Leverage and Downside Risk in Python
Does Ticker Recycling Corrupt a Mean-Reversion Backtest? Entity-Resolved Z-Scores in Python
How Much of a Growth Screen's Backtested Edge Is Survivorship Bias? Point-in-Time Index Testing in Python
Why Do Leveraged ETFs Decay? Measuring Volatility Drag in Python
Are Consumer Staples Margins Shrinking Under Inflation? Gross Margin Trend Analysis in Python
Do Weak Jobs Reports Predict Market Drawdowns? NFP Surprise Event Study in Python
Is the Rotation From Tech to Industrials Backed by Earnings? Relative EPS Growth Analysis in Python
Is the Semiconductor Rally Broadening Beyond NVIDIA? Return Dispersion Analysis in Python
Which Stocks Benefit Most When Oil Prices Fall? Oil Beta Screening in Python
Do Bond Returns Predict Stock Returns? Granger Causality Test in Python
Which Stocks Actually Drive Portfolio Returns? Shapley Value Attribution in Python
Does "Sell in May" Still Work? Calendar Anomaly Backtest in Python
How to Build Complete Price History Through Ticker Changes? Entity Resolution in Python
Are KO and PEP Cointegrated? Pairs Trading Signal Construction in Python
Which Commodities Have the Strongest Momentum? Rotation Backtest in Python
Which Commodity ETFs Have the Worst Tail Risk? Expected Shortfall in Python
Are Gold Miners Leveraged Gold Bets? Rolling Beta Analysis in Python
Does the Base-Metals-to-Gold Ratio Lead Cyclical Stocks? Signal Test in Python
Can Risk Parity Tame Commodity Volatility? Portfolio Optimization in Python
Are Power Stocks Becoming an AI Infrastructure Trade? Momentum Screening in Python
Which AI Chip Stocks Have Margin Momentum? Profitability Trend Analysis in Python
Which AI Stocks Are Cheapest Relative to Growth? Growth-Adjusted Valuation in Python
Does AI Stock Leadership Persist? Momentum Backtest in Python
Which AI Stocks Have the Cleanest Balance Sheets? Net Cash Screening in Python
Can Risk Parity Reduce Mega-Cap Drawdowns? Portfolio Optimization in Python
Which Growth Stocks Are Self-Funding? Cash-Flow Quality Screening in Python
Which Sectors Struggle When the Dollar Rallies? Sector Rotation Analysis in Python
Do Cheap Stocks Hold Up When Bonds Sell Off? Valuation Rotation in Python
Does the Nasdaq 100 Have Better Growth Quality Than the Dow? Index Constituent Analysis in Python
Do Healthcare Cash-Flow Margins Predict Returns? Signal Evaluation in Python
Which Dividend Stocks Survive a Cash-Flow Stress Test? Dividend Screening in Python
Does Heavy Insider Selling Predict Weak Returns? Insider Flow Test in Python
Can Quality Screens Reduce Small-Cap Balance-Sheet Risk? Russell 2000 Test in Python
Which Retailers Have Positive Operating Leverage? Margin Screening in Python
Is MSTR a Leveraged Bitcoin Proxy? Rolling Beta Analysis in Python
Is Micron's Memory Cycle Recovering? Inventory and Margin Forecasting in Python
Which Sectors Work When Bonds Rally? Rate-Sensitive Rotation in Python
Do One-Month Price Extremes Reverse? Signal Evaluation in Python
Do Low-Volatility S&P 500 Stocks Reduce Drawdowns? Factor Test in Python
Is AI Capex Paying Back Fast Enough? Revenue Hurdle Forecasting in Python
Could Shorter AI Asset Lives Hit Earnings? Depreciation Stress Test in Python
How Much AI Capex Risk Can a Portfolio Remove? Constrained Optimization in Python
Is the AI Capex Trade Crowded? Rolling Volatility and Sector Rotation in Python
Did the AI Boom Come From Existing S&P 500 Members? Point-in-Time Momentum Test in Python
Is AI Revenue Circular? Customer-Vendor Capex Loop Analysis in Python
Is the AI Trade Connected to Private Credit? Rolling Correlation Network in Python
Is Apollo More Balance-Sheet Sensitive Than Peers? Leverage Screen in Python
Are AI Earnings Supported by Cash Flow? Accrual and Capex Screen in Python
Can Defensive Stocks Hedge AI Drawdowns? Basket Regime Test in Python
How Fast Does the Market Price In Fed Decisions? FOMC Event Study in Python
How Much Are Options Sellers Overpaid? The Variance Risk Premium in Python
Which Companies Have the Worst Earnings Quality? Sloan Accrual Screen with Geographic Revenue Data in Python
Does the Oil-to-Gold Ratio Signal Recessions? XLE/GLD Backtest in Python
Is AI Spending Crowding Out Free Cash Flow? Capex Sustainability Across the Mag 7 in Python
Does a Long Energy / Short Bonds Portfolio Capture Inflation Surprises? Factor Construction in Python
Can a Hidden Markov Model Detect Oil Market Regimes? HMM Analysis in Python
Do Grain Prices Predict Food Inflation? Granger Causality Test in Python
Does the Corporate Credit Spread Predict Stock Market Crashes? BAA-AAA Spread Analysis in Python
Do Oil Stocks Hedge Inflation? Rolling Beta Analysis in Python
Which Stocks Are Most Rate-Sensitive? Equity Duration via Bond Beta in Python
Which Companies Have the Highest Accrual Ratios? Earnings Quality Screening in Python
Is Alpha Persistent or Decaying? Rolling Sharpe Ratio Analysis in Python
Are Markets Trending or Mean-Reverting? Hurst Exponent Analysis in Python
Is Consumer Discretionary vs Staples a Leading Indicator? XLY/XLP Ratio Analysis in Python
Does Heavy Capex Predict Future Stock Returns? Capital Expenditure Analysis in Python
How to Estimate Cost of Equity Using CAPM in Python
Is Volatility Predictable? Testing for Volatility Clustering in Python
Which Industrials Are Overleveraged? Net Debt to EBITDA Screening in Python
GM Before and After Bankruptcy: Why Entity Resolution Matters for Financial Data
What Is Adjusted Beta? Merrill Lynch Beta Shrinkage in Python
How Good Is a Stock Pick? Information Ratio and Tracking Error in Python
Do Stock Returns Follow a Normal Distribution? Testing for Fat Tails in Python
Which Large Caps Have the Highest Free Cash Flow Yield? FCF Screening in Python
Which Sectors Won Over 5 Years? Sector Rotation Analysis in Python
How to Forecast Stock Volatility with GARCH Models in Python
Are Stock Prices Mean-Reverting? Augmented Dickey-Fuller Test in Python
How to Calculate CAPM Alpha and Beta with Regression in Python
How to Compare Sector Sharpe Ratios and Sortino Ratios in Python
DELL: Why Stitching Historical Price Data Together Is Wrong
How to Analyze Drawdown and Recovery for Bank Stocks in Python
How to Screen SaaS Stocks by Revenue Growth and Cash Flow in Python
How to Screen REITs by Dividend Yield and Valuation in Python
How Correlated Are the Magnificent 7? Intra-Group Correlation in Python
AAPL vs XOM: Do Individual Stocks Have Seasonal Patterns?
How to Rank Large-Cap Stocks by Momentum in Python
How to Build a Multi-Endpoint Financial Dashboard in Python
How to Compare Volatility Across Energy Stocks in Python
How to Screen Healthcare Stocks by Valuation in Python
How to Build a Sector Correlation Matrix for Portfolio Diversification in Python
How to Find Oversold and Overbought Stocks Using Z-Scores in Python
How to Measure Earnings Quality: Cash Flow vs Net Income in Python
How to Build a Multi-Factor Stock Screen in Python (Value + Momentum + Quality)
How to Build a Simple DCF Model for Any Stock in Python
How to Screen Tech Stocks by Revenue Growth in Python
How to Screen Stocks by Balance Sheet Health in Python
Is "Sell in May" Real? SPY Monthly Seasonality Over 10 Years
How to Compare Sector Performance YTD Using Python
How to Screen Dividend Stocks by Yield and Quality in Python
How to Calculate Max Drawdown and Recovery Time for Any Stock in Python
How to Compare Profitability Across Mega-Cap Tech Stocks in Python
Why Ticker Symbols Are Unreliable: The Recycling Problem Every Quant Should Know
How to Calculate and Compare Stock Volatility in Python
How to Screen Blue-Chip Stocks by P/E Ratio in Python
How to Track Companies Through Ticker Changes, Bankruptcies, and Renames in Python
S&P 500 Turnover: How Much the Index Has Changed Since 2010
How to Calculate Stock Beta and Correlation in Python
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How to Get a List of All US Stock Tickers

Two free files answer the narrow version of this question. The Nasdaq symbol directory (nasdaqlisted.txt plus otherlisted.txt) lists every symbol trading on a US exchange right now, and the SEC’s company_tickers.json maps ticker to CIK for every company that files with the SEC. Both describe today. If the list has to include companies that stopped trading, or has to join to prices and financial statements afterwards, neither file will do it, and the job becomes a query against a data API rather than a download.

Which ticker list do you actually want?

The phrase “all US stock tickers” covers three different requests that need three different sources.

A list of what trades today is a listings question, and the exchanges publish it. A list of everything that has ever traded is a history question, and no live directory holds it, because a symbol leaves the file on the day the company leaves the market. A list of the names worth analysing is a universe question, usually answered better by an index roster than by a dump of every symbol.

Most people who search for the first are really after the second or the third. A screener built on today’s symbols and run over ten years of history quietly deletes every company that failed, merged or went private during the window, which is the standard route into survivorship bias.

Where do the free symbol files come from?

The Nasdaq symbol directory at nasdaqtrader.com/dynamic/symdir/ publishes two pipe-delimited files: nasdaqlisted.txt for Nasdaq issues and otherlisted.txt for everything on the other US exchanges. The pair carried 13,155 rows flagged as non-test issues in the file stamped 4 September 2026, with an ETF column separating funds from operating companies. No history, no company identifier beyond the symbol, and no sector.

The SEC’s company_tickers.json is the other free option, and it answers a different question than people assume. Fetched on 7 September 2026 it held about 10,400 records across roughly 8,000 distinct CIK numbers, since a company with two share classes appears twice. Two pulls a little over an hour apart that morning differed by three records, so the file is refreshed continuously and any exact count is good for a moment rather than a day. It covers SEC filers rather than listed securities, so it includes companies whose shares do not trade on an exchange and excludes nothing on the way out. There are no validity dates in the file.

Alpha Vantage is worth naming here because its LISTING_STATUS endpoint does something the two files above do not. Its documentation, read on 7 September 2026, states that it “returns a list of active or delisted US stocks and ETFs, either as of the latest trading day or at a specific time in history” and that “any YYYY-MM-DD date later than 2010-01-01 is supported”. A call to the documented URL returned 14,409 active rows the same day, with ipoDate and delistingDate columns attached. For the question “what was listed on 3 August 2013”, that endpoint is a genuinely good free answer, and its 2010 floor is the thing to check against the period a study needs.

Source What it returns History Identifier Joins to prices and fundamentals
Nasdaq symbol directory Currently listed symbols (13,155 non-test rows, 4 Sep 2026 file) None Symbol only No
SEC company_tickers.json Current SEC filers with a ticker (about 10,400 records, 8,000 CIKs) None Ticker, CIK, name Through further EDGAR calls
Alpha Vantage LISTING_STATUS Active or delisted US stocks and ETFs (14,409 active rows, 7 Sep 2026) Any date after 2010-01-01, per its documentation Symbol Separate calls, keyed on symbol
xfinlink xfl.search() Every US entity on file, listed or not Full registry, no date floor entity_id, ticker, SIC, NAICS, GICS Yes, by entity_id

How do you pull the whole US universe in Python?

xfl.search() returns entities rather than symbols, and with no filters it returns all of them. The per-call maximum is 500 rows, so a full pass is a loop over offset.

import pandas as pd
import xfinlink as xfl

xfl.set_api_key("YOUR_API_KEY")  # free at https://xfinlink.com/signup

PAGE = 500  # per-call maximum for search
frames, offset, calls = [], 0, 0
while True:
    page = xfl.search(limit=PAGE, offset=offset)
    calls += 1
    frames.append(page)
    if len(page) < PAGE:
        break
    offset += PAGE

universe = pd.concat(frames, ignore_index=True)

print(f"entities         {len(universe):,}")
print(f"HTTP calls       {calls}")
print(f"unique entity_id {universe['entity_id'].nunique():,}")
print()
print(universe["entity_type"].value_counts().to_string())
print()
print(f"rows with a ticker  {universe['ticker'].notna().sum():,}")
print(f"distinct tickers    {universe['ticker'].nunique():,}")
print(f"with a GICS sector  {universe['gics_sector'].notna().sum():,}")
print(f"with an SIC code    {universe['sic'].notna().sum():,}")

names_per_ticker = universe.groupby("ticker")["entity_name"].nunique()
print(f"tickers ending on two or more companies  {(names_per_ticker >= 2).sum():,}")
entities         46,502
HTTP calls       94
unique entity_id 46,502

entity_type
corporation        40924
etf                 5575
closed_end_fund        3

rows with a ticker  45,665
distinct tickers    42,467
with a GICS sector  38,255
with an SIC code    41,404
tickers ending on two or more companies  2,731

Ninety-four calls, no duplicate ids, and 46,502 entities against the 13,155 symbols in the current listings file. The gap is the part of the market that has already been and gone: New York Central Railroad, whose hold on the ticker CN runs from 1925 to 1968 in the registry, sits in that file alongside Apple. Each row carries the classification codes as well as the name, so filtering the universe to one sector or one SIC code happens in pandas rather than in a second round of lookups.

The request count is worth planning for. A free key allows 100 requests a day with no more than 40 in an hour, so a full universe pass spans a few hours on the free tier and runs in one go on any paid plan; the pricing page has the per-tier figures. Most callers do not need the full pass more than once, since xfl.search(gics_sector="Energy") or xfl.search(sic="3711") narrows the request at the source.

Why is the ticker not the identifier?

In the pull above, 45,665 rows carry a ticker but only 42,467 ticker strings are distinct. On 2,731 of those strings, two or more differently named companies ended their run. Symbols get released and reassigned. A list keyed on the string alone therefore silently merges companies that have nothing to do with each other.

OPEN:
   18214  OPEN ENVIRONMENT CORP         1995-04-13 to 1996-11-18
   14050  OPENROUTE NETWORKS INC        1998-06-17 to 1999-12-22
   28927  OPEN SOLUTIONS INC            2003-11-26 to 2007-01-23
   33554  OPENTABLE INC                 2009-05-21 to 2014-07-23
   19789  OPENDOOR TECHNOLOGIES INC     2020-12-21 to None

Five companies, one symbol, three decades. xfl.resolve("OPEN") returns them with the dates each held the ticker, and the entity_id on the left is what the price, fundamentals, metrics, insider and holdings functions accept in place of a symbol. Passing entity_id=33554 reaches OpenTable’s own history, which the string “OPEN” no longer points at. The wider identifier question is covered in ticker vs CIK vs FIGI, and the delisted case in historical data for delisted stocks.

When is an index roster the better universe?

Very few analyses want 46,502 names. Screens, factor tests and comparable-company work all want a defined universe with a membership rule, and for those the index endpoint replaces the whole exercise: xfl.index("sp500") returned 504 rows today and xfl.index("ndx100") returned 101, one call each, with russell2000 and djia available on the same function. Adding as_of="2014-06-30" returns the roster as it stood on that date rather than today’s, which is the difference between a backtest that tests a strategy and one that tests hindsight.

Start with the index if the work has a benchmark. Fall back to the full entity pull when the question is genuinely market-wide, such as counting how many companies in a sector have ever filed, or building a mapping table that has to survive a renaming.

FAQ

How many US stock tickers are there?
About 13,000 symbols trade on US exchanges at any moment, which was 13,155 non-test rows in the 4 September 2026 Nasdaq directory file. Counting every company that has traded raises the figure several times over; the xfinlink entity registry held 46,502 US entities on 7 September 2026, of which 40,924 are corporations and 5,575 are ETFs.

Can I get a list of delisted tickers?
Yes, from a source that keeps history. Alpha Vantage’s LISTING_STATUS endpoint serves a delisted list for any date after 2010-01-01 according to its documentation. xfl.search() returns delisted and live entities together with no date floor, and each carries an entity_id that still reaches its price and statement history.

Does the symbol list need an API key?
The Nasdaq and SEC files need none. xfl.search() answers without a key under a per-IP limit of 60 requests an hour, and a key moves the request onto the account’s own allowance instead; the docs list the limits per tier.

Why does the same ticker appear against several companies?
Because exchanges reuse symbols after a company leaves. Any list that treats the string as a primary key will collide on 2,731 of them in the US registry, which is why entity ids exist.

Built with xfinlink — free financial data API for Python. pip install -U xfinlink

Built with xfinlink — free financial data API for Python. pip install -U xfinlink
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