data / reference / ref.listings
Listings · delistings · halts ref.listings
Exchange listing events and trading status changes.
PIT · Core tier · 1996-01 → today · 44k rows
Coming soon — not served by the API yet.
Methodology
A delisting is not the same event as a halt, and a transfer between venues is neither: the three are distinct rows because the consequences differ — a halt resumes, a transfer keeps trading under a new venue, and only a delisting ends the series. delisting_return records the move through removal, which for a bankrupt issuer can be worse than the last regular-session close suggests, and it is kept even when the final print fell outside regular hours. Every event carries the reason the venue stated, uninterpreted, so a strategy can apply its own rule for what counts as a failure.
Schema
| Column | Type | Role |
|---|---|---|
as_of_ts | timestamp | knowledge time · UTC |
effective_ts | date | PIT key · event date |
symbol | string | ticker on effective_ts |
figi | string | stable instrument id |
exchange | string | reporting venue |
event | string | listing · delisting · halt · transfer |
reason | string | as stated by the venue |
last_trade_date | date | final regular-session print |
delisting_return | float64 | price change through removal |
Use cases
- Include terminal returns for names that stopped trading.
- Exclude a halted symbol from a period it could not be traded.
- Distinguish a venue transfer from a genuine delisting.
Background
- Delisted stock historical data: why delisted names decide a backtest
- Survivorship bias in backtesting: how current constituent lists hide failures
Related packages
- ref.identifiers — CIK · CUSIP · FIGI mappings
- ref.corp.actions.splits — Share splits
- ref.corp.actions.dividends — Cash dividends
- ref.corp.actions.ma — Mergers & acquisitions