Full list of security sid's?

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Full list of security sid's?

posted

Hi,

Apologies if I'm cross posting or if it's been asked before, but where can I find a complete list of security ID's (sid numbers) for backtesting? Also, is historical FX data available?

Also, do you have a list of Python modules that Quantopian currently facilitate?

Thanks!

2 responses

Hello Sohaib,

Such a list of SIDs is often requested but does not exist at present. An option is to collate your own list(s) of up to 100 SIDs and copy/paste into algos as required. A survivorship biased NASDAQ list is here: https://www.quantopian.com/posts/list-of-nasdaq-100-sids-to-use-in-your-algo

Historical FX data, again much requested, is many months away. My guess is that it is as equally likely to happen as not happen.

A list of 'whitelisted' modules is in the docs at: https://www.quantopian.com/help#ide-module-import

p.

There is a list of some sids and their tickers here, https://www.quantopian.com/posts/sid-slash-ticker-set

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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.