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Fetcher: How can I import a list of stocks but also with a value for each stock
QQQ VVV
posted Jul 17, 2017
Seeking Help Fetcher Using Data Pipeline

Hi,

I am trying to fetch a file as a list of stocks but also there is a column containing a single value for each stock I would like to use in the trading algo.

Such as (also in the Backtest):
symbol,Date,Value
AAPL,2015/10/01,1
MSFT,2015/10/31,2
EBAY,2015/11/01,3

The "Value" column is the one I would like to use with the list of stocks. But I was wondering if I could import that information as if I just use data.fetcher_assets, it returns a list of stocks without anything in the "Value" column.

Thank you for your help in advance!

4 responses
QQQ VVV
Jul 18, 2017

bump for answers... thanks!

Ian Lloyd
Jul 20, 2017

Values from fetcher can be read using the data.current(symbol, key) method.

So in your example, to get the current Value of a security, you would do the following:

symbol = sid(...)  
data.current(symbol, "Value")
Delman Woodrum
Jul 21, 2017

Sorry for the dumb question, but how would this look/work in a functioning algorithm?

Ernesto Perez
Jul 23, 2017

Hi Delman,

The attached backtest demonstrates what Ian explained above. I modified your algorithm to log the security and Value every time show_fetched_assets is executed.

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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.