How can I filter securities based on the Exchanges they are available on?

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

How can I filter securities based on the Exchanges they are available on?

posted

Seeking Help Using Data Tools and Tips

Before I found Quantopian, I had produced some strategies using www.profitspi.com. I am now trying to translate a strategy from there, to code on Quantopian.

The struggle I am having is that one of the filters was based on the Exchange a security might be available on. IE. NYSE, NYSE Arca, Nasdaq CM/GM/GS for example. I have no clue how to make this work for Quantopian. Any ideas? would the Q500, or Q1500 most likely produce similar universe results? Is there a part of the morning star data that would give the exchange info?

Many Thanks!

1 response

The exchange that a security trades on (stocks only) can be found in the morningstar dataset.

exchange = mornigstar.share_class_reference.exchange_id.latest

See https://www.quantopian.com/help/fundamentals#share-class-reference and https://www.quantopian.com/help/fundamentals#exchangecodes

One can make a filter to get only specific exchanges by doing something like this

my_exchanges = exchange.element_of(['NYSE','NYS','NAS'])

Note that the New York Stock Exchange was changed from NYSE to NYS sometime along the way by Morningstar.

Hope that helps.

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

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.

About Quantopian

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.