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Suppose $z\in\mathbb{Z}$ and let $p$ be a prime, such that $p>>z$. Can I say something what happens to Legendre symbol $(\frac{z}{p})$ if I vary $p$?

One obvious answer comes when $x^2=z$ for $x\in \mathbb{Z}$, namely $(\frac{z}{p})=1$ for $p$ big enough. Suppose now that $z$ is prime. Are sets: \begin{equation*} S_+(z)=\{\,p\;|\;(\frac{z}{p})=1\} \end{equation*} \begin{equation*} S_-(z)=\{\,p\;|\;(\frac{z}{p})=-1\} \end{equation*} of infinite cardinality?

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