evdubs
commented
4 years ago The query to pick symbols is:
select
component_symbol as symbol
from
spdr.etf_holding
where
etf_symbol in ('SPY', 'MDY', 'SLY') and
date = (select max(date) from spdr.etf_holding) and
case when $1 != ''
then component_symbol >= $1
else true
end and
case when $2 != ''
then component_symbol <= $2
else true
end
union
select distinct
etf_symbol as symbol
from
spdr.etf_holding
where
date = (select max(date) from spdr.etf_holding) and
case when $1 != ''
then etf_symbol >= $1
else true
end and
case when $2 != ''
then etf_symbol <= $2
else true
end
union
select distinct
component_symbol as symbol
from
invesco.etf_holding
where
date = (select max(date) from invesco.etf_holding) and
case when $1 != ''
then component_symbol >= $1
else true
end and
case when $2 != ''
then component_symbol <= $2
else true
end
order by
symbol;In effect, this is just picking SPDR ETFs and ETF components (with Invesco, too, but since most of those ADR ETFs are delisted, their impact is minimal).
If you want a bigger list of stocks to pull from OIC, you'll need to replace this query.
CatspersCoffee
Hi evdubs, Just noticed some symbols that are in the nasdaq list on the DB are not having the OIC data pulled from options quotes website. for example if i run in pgAdmin: