Company changes and NYSE TAQ

The NYSE TAQ (New York Stock Exchange – Trade and Quote) database is available through the Wharton portal. It contains tick by tick data (millisecond-timestamped information) on stocks traded on the NYSE stock exchange. I was intrigued by the search result I got from Compustat North America and I performed a test search to find out more about how the split of Fortune Brands Inc is handled. As I expected the ticker symbols FO, BEAM and FBHS give good output results when looking for information in either the Trades or Quotes databases.

What I did not expect was that the Code lookup tool only provides part of the company information.

Both the BEAM Inc and Fortune Brands Home & Security Inc could not be found using Code Lookup. Only information on Fortune Brands Inc could be found:

Name: FORTUNE BRANDS INC
Ticker symbol: FO
CUSIP: 349631101000

Name: FORTUNE BRANDS $2.67 CONV PFR
Ticker symbol: FOPRA
CUSIP: 349631200000

Historical ticker codes for indexes like the S&P 500 (regardless of the source) apparently work fine if you want to use them for research.

Email

%d bloggers like this: