Yes. The most natural segmentation is by **exchange, taken from the ticker suffix**, with company/ticker as the finer level beneath it. **Why exchange is the natural grouping** - The table has one row per stock per trading day, covering 152 companies and 152 tickers (2012-01-02 to 2025-08-04). - 189,108 of the 422,729 rows (about 45%) have an exchange suffix such as `.T`, `.TW` or `.SS`. The other 233,621 rows (about 55%) have no suffix and look like US-listed tickers. That gives 19 groups in total (18 suffixes plus the US-style group). - The groups differ a lot in size: - The US-style group is the largest, with 83 tickers. - Tokyo (`T`, 14 tickers), Taiwan (`TW`, 11) and Shanghai (`SS`, 13) come next. - Many European and other exchanges have only 1–3 tickers each. - The groups also differ in trading activity. Median daily volume is about 0.63M shares for US-style tickers, 1.79M for Tokyo and 9.12M for Shanghai. It is only about 1,400 for Frankfurt (`F`). - The groups differ in time coverage too. Milan (`MI`) only starts on 2022-02-15, while the others begin in January 2012. **Caveat for any cross-group comparison** - Prices are in local currency, so levels are not comparable across groups. Median close is about 22 for US-style tickers, about 1,756 for Tokyo and about 33,788 for Korea (`KS`). The overall close ranges from about 0.009 to 300,000. - Compare groups on returns, percentage volatility or indexed prices rather than raw price levels. Raw volume is also only roughly comparable across exchanges. **Other groupings you could use** - **Company/ticker** is the finest grain, and the gold tables already aggregate by company and by date (year, month, day, hour). - **Time period** suits before-and-after comparisons, such as the AI-surge era versus earlier years. - **Price or volume tiers** (for example, volume quantiles within a ticker) are possible, but they are derived groupings rather than natural ones. I suggest exchange group for the top-level segmentation, company within it, and year for trend comparisons.