Russell 3000 stocks at time of SEC Reg SHO sample formation

A data set containing the tickers and company names for Russell 3000 at time SEC created the pilot sample. Data are created from sample supplied by FHK.

Usage

from era_pl import load_data

data = load_data("sho_r3000")

Use from era_py import load_data for a pandas dataframe.

Format

3,000 rows and 2 columns. Column types below describe the stored Parquet data; loaders also restore categories and date types using the packaged metadata.

Column	Stored type	Description
russell_ticker	string	Ticker
russell_name	string	Company name

Source

https://doi.org/10.1111/jofi.12369

Related R documentation.