Is there anyway to query for a certain price in before_trading_start? For example I want all stocks with a price < 10.00. Thanks.
Is there anyway to query for a certain price in before_trading_start? For example I want all stocks with a price < 10.00. Thanks.
Right now, before_trading_start() doesn't have access to market price data. It is primarily used for setting your universe of stocks, typically based on fundamental data.
Maybe your criteria can be handled by some of the 600+ metric available from get_fundamentals() like market cap? Enterprise value?
Checkout quantopian.com/help/fundamentals
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Hello Banana,
The only price available prior to open is the prior day's close. If you want price data available within the call to before_trading_start(), you can store the data in context (see https://www.quantopian.com/posts/history-not-working-in-before-trading-start).
Grant