Is there any good way to get the entire list of securities available in Quantopian, their types (stocks vs ETFs), and common vs preferred, exchange ... I think it would be helpful to have an insight on what's made available before applying any algorithmic selection or filtering?
How to get the list of all securities available in Q and their type (common, preferred stocks and ETF ...)?
You are exactly right on. It's very good practice to use the research platform (notebooks) to get a sense of the data before jumping into an algorithm. Much of the security info you asked about is in the morningstar dataset (https://www.quantopian.com/help/fundamentals#fundamentals-overview). You will need to make some inferences about some things. For example ETFs aren't explicitly flagged but maybe can be inferred from 'exchange=none' or something. Morningstar only has data on securities so they won't return any data for ETFs (but they are still contained in the Quantopian set of securities).
I've attached a sample notebook to get started.
Take a look at this filter to also get some ideas. (https://www.quantopian.com/help#built-in-filters). Also this post may be of interest (https://www.quantopian.com/posts/pipeline-trading-universe-best-practice)
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