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Fetch short interest data for batch of Stocks and universe stocks
joe lee
posted May 22, 2015

I am trying to fetch short interest data using fetcher and quandl.

My issues:
1. I get an unknown error in line 31
2. I don’t manage to retrieve it for list of stocks defined in context.stocks. If I use 'for' loop with fetcher I get an error it can be called only 5 times. and I want to fethc it for more than 5 stocks. I couldnt find a way in quandl or other to fetch a list all together of short interest data. any idea ?
2. how can I use universe and run fetcher on the universe selected stocks and/or on fundamentals filter ?

3 responses
Johnny Wu
May 23, 2015

You'll probably need to copy and paste your code or comment out the offending line so your backtest can finish. As of right now, I can't see any code to help you.

joe lee
May 26, 2015

Please see the re-attached backtest commenting out the fetch lines. anyone has an ideas how to solve this issues ?

Jay Teguh Wijaya
Feb 20, 2020

The algorithm does not allow you to do requests to external URLs. Use Self-Serve Data for this: https://www.quantopian.com/posts/short-interest-data-pipeline-for-quandl-dataset

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