Tradable securities
are the securities that are available to be traded on the market that day. Each security could be either add into or remove from this tradable set such as delisted, company bankrupt, and so on. It’s important for us to obtain this list before we place the order on the day, otherwise, we’re probably going to buy or sell the securities that are not available on the market.
In this article, I’m going to talk about how I built mine by reverse engineering what I have in order to build this tradable securities list. Even though it’s probably not the most accurate one, but could be a start for those who don’t have enough resources to get these tradable securities from elsewhere.