You may be confused about the ticker provided by Numerai in the ‘ticker universe’ provided every week; I certainly was! I have found some resources to explain the two characters following the ticker. Allow me to assist:
Bloomberg requires an ‘Exchange Code’ or a ‘Composite Code’ following a ticker in order to retrieve the relevant information about said ticker. Bloomberg’s Composite Code is a blanket suffix that accesses all exchanges in a country.
For instance, the United States has 8+ different exchanges (NYSE American, CBOE BATS, NYSE, NYSE Arca, NASDAQ Global Market, NASDAQ Capital Market, OTC markets, NASDAQ Global Select) which have their own exchange code. Having to remember which exchange AAPL trades on in order to retrieve quotes is problematic, so Bloomberg also uses a Composite Code which aggregates all of the US exchanges into a single end-point. “AAPL US” automatically routes to the correct US exchange.
Not all countries have a Bloomberg Composite Code. For instance, Turkey has a single exchange, the Istanbul Stock Exchange. Bloomberg’s Exchange Code for the ISE is “TI” and Turkey does not have a composite code. Therefore, the ticker provided by Numerai for a company traded in Turkey is followed by " TI"
Without further explanation from the team, we have to assume that we are given the Composite Code where such a code is available, otherwise the exchange code is provided.
From my Alpha Vantage mapping, I further discovered that Bloomberg represents different classes of shares using “/”. For instance, Berkshire Hathaway has Class “A” and Class “B” shares, and are passed to us from Numerai as “BRK/A US” and “BRK/B US”. This holds for the US, but a “/” also occurs in Canada. Simply replacing “/” with “-” fixes the issue. However, if “/” is followed by an empty space, dropping the “/” seems to fix mapping issues.
Numerai passes us some tickers that include an asterisk, however those companies only come from Mexico. Unfortunately, Alpha Vantage does not appear to cover Mexico at this time.
Mapping tickers from Bloomberg to the provider of your choice should not be a complicated affair now that you know what the Bloomberg ticker represents. I hope you are able to create mapping scripts incorporating this information. I encourage you to share those maps here.
I contributed to this script as a reference: numerai-signals-tickermap/alpha_vantage_tickers.py at main · hellno/numerai-signals-tickermap · GitHub