Hey guys. Does anyone know where are the codes and mappings for things like exchange_id or morningstar_sector_code are? The fundamentals documentation says we can find them in the appendix, but I can't seem to find the appendix?
Try the get_fundamentals reference guide which has all of the Morning Star data And there are links to the information you are wondering about. Like here are the country codes. Another thing I'd recommend over using a reference is to actually get those metrics with get fundamentals, print them, and see for yourself what the different codes and mappings are. I think that it is probably a good thing to understand the underlying process of everything that you would potentially run money on.
J
Disclaimer
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.
Here is one way to do it, just query the database for fundamentals.company_reference.primary_exchange_id, then drop the duplicates. That will give you the set of available exchanges.
fundamentals = init_fundamentals()
exchanges = get_fundamentals(query(fundamentals.company_reference.primary_exchange_id), pd.Timestamp.today())
exchanges.T.drop_duplicates()
david... to my knowledge.. there are only three exchange... available in quantopian.. 'NYSE', 'NAS', 'AMEX' is there some more..??
I also was wondering where this appendix was. A quick search turned up this document on the morningstar website that has information on the sector, industry, and industry group codes. It is dated May 2011 so I wonder if it's still up to date?
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.