The question is in the title.
Example, https://api.tmxmoney.com/interlisted/en/all/clist.txt
BMO - listed on TSX and NYSE
Goal : to find all interlisted symbols that are traded on TSX and on any US exchange.
I don't believe you can use interlisted as a search criteria, so the only way I can think of achieving this is by running a screen that returns all stocks listed on TSX, then another screen for all stocks listed on US exchanges (make sure to include dual listed in the criteria), include CUSIP in the results for both screens and find the intersection between the results of two screens by matching the CUSIP.
Sounds promising.
"make sure to include dual listed in the criteria" - could you clarify what you mean here?
Is there a guarantee that the main part of the RIC (without exchange extension) will match for interlisted tickers?
Thanks
When setting criteria in the Screener wizard under the Universe you have an option (not checked by default) to include dual listings. Checking this option will add "countryprimaryquote" term to the expression defining the universe:
SCREEN(U(IN(Equity(active,public,primary,countryprimaryquote)),...
The ticker will not necessarily match. You can see an example in the text file you referenced: Barrick Gold Corporation is listed as ABX on TSX and as GOLD on NYSE.
what exactly parameter 'countryprimaryquote' does mean? For Toronto exchange I see 50 symbols difference. BMO.TO is in both lists.
It means include in the universe primary quotes for the issue in each country where the stock is listed in addition to the primary quote for the issue globally. Without this term BMO will be excluded from the screen for US exchanges because the primary quote for BMO stock globally is the TSX one.
