How to know if an equity will be removed from the market?

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How to know if an equity will be removed from the market?

posted Sep 12, 2015

I realized that some equities are removed from the market, for example:

>>> symbols('MFE')  
Equity(26434, symbol=u'MFE', asset_name=u'MCAFEE  INC.', exchange=u'NEW YORK STOCK EXCHANGE', start_date=u'Mon, 04 Jan 1993 00:00:00 GMT', end_date=u'Mon, 28 Feb 2011 00:00:00 GMT', first_traded=None)

Is there a way to know that the equity will be ended in the near future, so I can close all positions in that equity before it is ended? In the backtest, the end_date for MFE is always 28 Feb 2011, but how to know this in real time trading?
I tried to check that the symbol's end_date is today, but right at this moment the end_date is 11 Sep 2015 for AAPL and now it is 12 Sep 2015 in UTC timezone, so it does not seem to work. Is it because the servers are in the US so a few hours behind UTC? This is how I calculated "today":
today = datetime.datetime.utcnow().date()

The attached code prints:
2015-09-08 handle_data:8 INFO end_date: 2015-09-11 00:00:00+00:00, today: 2015-09-12

Thanks for any reply.

2 responses

Andras,

As far as I know, there is no way to manage expirations under live trading, unless you do it manually. There is no data set available from Quantopian that will provide the "heads-up" to remove the security from your trading universe.

Grant

Thanks, Grant. It is bad news. I guess this is a common need for all live traders, so it would be nice to have it included into Quantopian.

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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.