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European market using fetcher

Hello,

I am a brand new user and if I understand things correctly it is not possible as it is now, to use Quantopian with for example the european market.
On the other hand, I see it is possible to 'fetch' data from yahoo for example, so I am wondering if the sid could be used with external data?

If nothing is possible for the moment with the european market, do you have any time estimates when this could be done?

Thanks,
Clement

3 responses

Hello, and welcome,

The current set of features is that you can only buy and sell US equities. You can import any comma-delimited time series that you wish using Fetcher, and then use that data as a trading signal on the US equities. That means you can import European prices as a signal, but, unfortunately, you can't buy and sell them yet within the backtester or within live trading.

I don't have a date for when European equities will be available. There is a lot of work left in extending our US equities features before we get to other instruments. Many months, at least.

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Hi Dan,
I have a similar question with the Israeli market. I understand that it is a large effort to support other securities. Would you be able maybe to think of any workaround?
e.g. Once the algorithm reads a given sid data (e.g. APPL), it probably stores all the symbol information (price & date) in some panda data structure, can I copy my own data prices/dates on top of that structure and this way APPL will now represent my own symbol prices. Will something like that work?
Thanks a lot
Joe

There is an offline version of Quantopian called zipline that can be run on your own data. I've never used it, but I gather that some Quantopian members use it regularly. You might give it a try. --Grant