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Get all active symbols at any historic date?

Quantopian advertises that they have a complete data set for US equities going back to 2002. This way you can supposedly overcome survivor bias in the research. But, this is kind of useless unless there is some way to look up which ticker symbols were traded on any historic date. For example, I have a personal daily data set stored in MySQL database, and I can easily lookup all the available symbols for some date in the past. Basically you just need to check if they have a data point for that date. ( select distinct symbol from daily_data where date = "2010-10-10"; )

I searched on google for how to look up all symbols on quantopian, and the only thing I saw was this post: https://www.quantopian.com/posts/nyse-and-nasdaq-stock-ticker-symbols-list-ready-to-roll. Which is a waste of time because you can easily get an updated list of tradable symbols directly from the exchange websites any time of the day. But these current lists don't include any stocks which were delisted.

In Quantopian there should be some way to check the available symbols on some historic date. Then I would execute my strategy according to that set of available data. For me to even start using the platform it seems I would need this basic functionality. Is there any way to do this?

2 responses

I would recommend checking out the Pipeline API. That will allow you to create factors and filters for the securities in our database.

Wow just reading about it, it looks like exactly what I am thinking of.