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An array with all SIDs availables on Quantopian
Marco Picenti
edited

I want an array with all SIDs availables on Quantopian, and run it on every securities, without typing each one manually. How could i do?

I would context.secs will contains all FX, Stocks, ETFs etc. available on quantopian.

Define the stocks in your target portfolio:

context.secs =   [ sid(19662),  # XLY Consumer Discrectionary SPDR Fund  
                   sid(19656),  # XLF Financial SPDR Fund  
                   sid(19658),  # XLK Technology SPDR Fund  
                   sid(19655),  # XLE Energy SPDR Fund  
                   sid(19661),  # XLV Health Care SPRD Fund  
                   sid(19657),  # XLI Industrial SPDR Fund  
                   sid(19659),  # XLP Consumer Staples SPDR Fund  
                   sid(19654),  # XLB Materials SPDR Fund  
                   sid(19660) ] # XLU Utilities SPRD Fund
2 responses
Alisa Deychman

When you run an algorithm, there are limits of the number of securities you can backtest. If you initialize a list of securities manually, the limit is 100 stocks. If you use set_universe then you can initialize 2% (~160 stocks) in minute mode or 10% (~800 stocks) in daily mode. Alternatively, you can use Fetcher to create a custom universe of 200 securities. You're not able to test all the SIDs in our database simultaneously. But I'm curious, what kind of limits would you prefer? What does your strategy require?

Our data includes only historical data for US stocks and ETFs. We don't have data for FX or other sources, but we're considering to expand this in the future.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Marco Picenti

Ok, so i'm going to test 160 stocks per minute. I need as much as possibile because my algorithm solve an optimization problem looking for the best stock to pick, every minute.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.