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Get all tradable symbols at any historic date - Research API
elemenope
posted Jan 31, 2016
API Getting Started Using Data Pipeline

Hi,

I find the possibility of having access (for free) to all the data you provide here absolultely amazing. Cheers for that :-)

I am new here, read through your tutorials and documentation, but am really just getting started.
Today I to played around in the research environment a bit, and was wondering about something that seems of crucial importance: accessing all the data available in the research API.

How can I get the data for all tradeable assets at any point in time (the number and tickers will of course change over time) in the research API?
I know a similar question came up previously (see here: https://www.quantopian.com/posts/get-all-active-symbols-at-any-historic-date), and the recommendation there was to look into pipelines.
I did that, but as far as I understand this only works in the developement IDE, and not the research API.
The run_pipeline() command seems like a promising candidate to solve this, but I can't figure out how to use it? (I didn't find anything about it in the research API Tutorial nor any other examples for this out there, apologies if I missed it).

So: How do I access all this beautifule data of all tradeable assets at any point in time in the research API?

Thanks for your help in advance,
Phil

1 response
Grant Kiehne
Jan 31, 2016

Pipeline only supports daily bars, so if you need minute data, you'll have to roll your own. You should be able to adapt this to work with minute bars:

https://www.quantopian.com/posts/analysis-of-entire-quantopian-database-using-quantopian-research-platform

If you just need to analyze one security at a time, then it is basically a matter of looping over all of the securities. Note that the security object includes start and end dates, so you can determine when a given symbol was tradeable.

In terms of efficient workflow, I think the pipeline approach might be best, as an initial filter. Then you can do minute-level analysis of a subset of securities. However, if you need to screen everything at the minute-level, then you'll need to do something like I show, as far as I understand.

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