How do I find a SID for market indexes such as SOX / Apply History method with multiple SIDs?

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How do I find a SID for market indexes such as SOX / Apply History method with multiple SIDs?

posted Jan 30, 2015

I'm new to the Quantopian environment. The Quantopian Help descriptions don't provide detail on available SIDs or use of History with multiple SIDs declared. I've searched the community posts and haven't seen usable examples.

If I use a market index as part of my technical indicator suite, how do I find a SID for an market index? If I apply the History method to retrieve stock and index pricing, how do I declare a specific SID to limit pricing retrieval given the differences in pricing information between a stock and an index?

Thanks!

Mark

1 response

Hello Mark,

Here's a thread that might help get you started:

https://www.quantopian.com/posts/working-with-history-dataframes

For a market index, you'll have to use a proxy ETF such as SPY for the S&P 500. In the editor, if you type sid( then you should get a kind of search box. Or you can use https://www.quantopian.com/help#api-symbols.

Grant

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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.