We extract listed company directories, IPO schedules, trading halts, and end-of-day market summaries from nyse.com. Delivered as clean JSON, CSV, or Parquet to S3, BigQuery, or Snowflake on your cadence.
Structured, schema-consistent data across all major object types — delivered clean, typed, and ready to query.
Complete list of extractable fields for Listed Companies objects from nyse.com. All fields typed and schema-versioned.
"symbol": "IBM", "company_name": "International Business Machines Corporation", "exchange": "NYSE", "sector": "Technology", "industry": "Information Technology Services", "market_cap": 174200000000, "shares_outstanding": 918000000, "listing_date": "1915-11-11"
| # | symbol | company_name | exchange | sector | industry | market_cap |
|---|---|---|---|---|---|---|
| 1 | ||||||
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Complete list of extractable fields for IPO Calendar objects from nyse.com. All fields typed and schema-versioned.
"company_name": "Tech Innovators Inc.", "symbol": "TECH", "market": "NYSE", "price_range_low": 18.0, "price_range_high": 20.0, "shares_offered": 15000000, "expected_date": "2026-08-14", "status": "Priced"
| # | company_name | symbol | market | price_range_low | price_range_high | shares_offered |
|---|---|---|---|---|---|---|
| 1 | ||||||
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Complete list of extractable fields for Trading Halts objects from nyse.com. All fields typed and schema-versioned.
"halt_date": "2026-05-12", "halt_time": "09:41:12", "symbol": "ABC", "company_name": "Alpha Beta Corp", "exchange": "NYSE", "reason_code": "LULD pause", "halt_status": "Halted", "resume_time": "None"
| # | halt_date | halt_time | symbol | company_name | exchange | reason_code |
|---|---|---|---|---|---|---|
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Complete list of extractable fields for Corporate Actions objects from nyse.com. All fields typed and schema-versioned.
"symbol": "XYZ", "company_name": "Xenon Yields Corp", "action_type": "Dividend", "ex_date": "2026-06-01", "record_date": "2026-06-02", "pay_date": "2026-06-15", "amount": 0.45, "currency": "USD"
| # | symbol | company_name | action_type | ex_date | record_date | pay_date |
|---|---|---|---|---|---|---|
| 1 | ||||||
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Complete list of extractable fields for EOD Market Summary objects from nyse.com. All fields typed and schema-versioned.
"date": "2026-05-11", "symbol": "IBM", "open": 189.5, "high": 191.2, "low": 188.9, "close": 190.4, "volume": 3450120, "previous_close": 189.1, "change_pct": 0.68
| # | date | symbol | open | high | low | close |
|---|---|---|---|---|---|---|
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Our NYSE scraper handles every layer of the public exchange site: listed directories, IPO calendars, trading halts, and corporate actions, with JavaScript rendering and anti-bot circumvention built in.
Extract ticker symbols, sector classifications, market capitalisation, and company metadata across the entire NYSE directory.
Monitor upcoming public offerings, expected pricing ranges, share volumes, and underwriter syndicates before they hit the market.
Capture LULD pauses, news pending halts, and regulatory suspensions with exact timestamp and reason code attribution.
Track dividend declarations, stock splits, mergers, and spin-offs with ex-dates and record dates normalised into standard formats.
Extract end-of-day OHLCV (Open, High, Low, Close, Volume) data for listed equities after market close.
Map exchange-traded funds to their underlying holdings and track index constituent changes.
Extract bi-monthly short interest reports published by the exchange for regulatory compliance.
Capture consolidated volume metrics across Tape A, B, and C networks daily.
Scrape corporate sustainability links, governance metrics, and diversity reports linked from issuer profiles.
Run continuous diffs on directory updates to detect new listings or delistings without processing the entire dataset.
Brief in. Clean data out.
Provide target datasets: corporate actions, IPO calendars, or directory listings. We design the extraction schema together.
We configure Scrapy and Playwright crawlers, proxy rotation, and session management for nyse.com.
Schema validation, null-rate checks, and date-format normalisation before full launch.
JSON, CSV, or Parquet pushed to your S3 bucket, BigQuery dataset, or Snowflake stage on agreed cadence.
Financial sites deploy aggressive rate limiting and complex JavaScript rendering. Here is how we maintain reliable extraction pipelines.
Financial exchanges use strict Akamai and Cloudflare configurations. We manage TLS fingerprints, HTTP/2 headers, and request timing to blend in with normal retail investor traffic.
Most data on nyse.com loads via asynchronous API calls after initial page load. We use Playwright to execute JavaScript, wait for network idle states, and capture the fully rendered DOM.
Web interfaces often cap pagination at 500 results. We intercept the underlying API requests to extract full datasets without relying on brittle UI clicking.
For IPOs and dividends, we maintain a hash index of last-seen values per field. Subsequent runs only push diffs, alerting your systems to changes instantly.
Raw scraped data often contains mixed formats. Our pipeline normalises dates to ISO 8601, strips currency symbols, and converts volume strings (e.g., '1.2M') into raw integers.
Quants ingest corporate actions, IPO dates, and directory changes to update backtesting environments and adjust portfolio weightings.
Risk systems monitor trading halts and regulatory suspensions to freeze automated trading algorithms immediately.
Analysts track the IPO calendar and upcoming lock-up expirations to publish timely research notes.
Index providers track listed company directories and market cap classifications to rebalance index constituents.
Audit firms use historical EOD pricing and corporate action histories to verify client portfolio valuations.
Retail trading platforms and financial news portals aggregate public exchange data to populate their user interfaces.
"Public exchange data dictates global capital allocation, yet extracting it reliably from web interfaces requires institutional-grade infrastructure."
Financial web interfaces are notoriously brittle and heavily protected by enterprise bot mitigation. DataFlirt manages the residential proxies, JavaScript rendering, and schema validation required to extract nyse.com data consistently, ensuring your quantitative models never consume stale or malformed records.
Everything supported by our nyse.com scraper — rendered SPA elements, auth walls, rate-limit evasion and beyond.
Open-source tooling on proven cloud infra — no vendor lock-in, full observability.
Scrapy handles crawl orchestration and deduplication. Playwright handles JavaScript rendering and API interception for dynamic tables.
We maintain pools of residential ISP proxies across US regions. Rotation happens per request to avoid WAF blocks.
Pipelines run on AWS Lambda and ECS. Airflow handles scheduling, dependency management, and SLA alerting.
Data delivered to where your team already works — no new tooling required.
About nyse.com scraping, legality, and pipeline operations.
Ask us directly →Scraping publicly available information from nyse.com is generally permissible under applicable law. DataFlirt targets only public, non-authenticated market data, directories, and corporate actions. We do not extract proprietary SIP feeds or order book depth that require exchange licenses. Clients should review exchange ToS and consult legal counsel for specific use cases.
No. Web scraping is not suitable for real-time tick data or order book depth due to HTTP latency and exchange rate limits. For millisecond-level trading data, you must license SIP feeds directly from the exchange. We provide EOD summaries, corporate actions, and directory metadata.
We use residential ISP proxies, full Playwright browser sessions with realistic fingerprints, and request timing modelled on human behaviour. We monitor for 403/429 rate spikes in real time and trigger pool rotation automatically.
Yes. The nyse.com directory and corporate action calendars include data for the primary NYSE exchange, NYSE Arca, and NYSE American. The exchange field in our schema normalises these distinctions.
All extracted dates (ex-date, record date, pay date) are normalised to ISO 8601 format (YYYY-MM-DD). Financial values are stripped of currency symbols and commas, delivered as raw floats.
Our trading halt pipelines can run at high frequencies (e.g., every 60 seconds) during market hours. Updates are pushed via Webhook immediately upon detection of a DOM or API change on the exchange status page.
Absolutely. We provide a sample run of the listed directory or recent corporate actions as part of the pre-engagement scoping process, allowing you to validate schema fit and data quality.
20-minute scoping call. Pilot dataset within the week. Production within two. Whether you need a daily EOD extract or continuous corporate action monitoring, we scope, build, and operate the pipeline. Tell us what you need.
