I have tried but failed to fetch indian stock market data using quantopian Environment.anybody have idea please help.
from quantopian.research import prices, symbols
this command only fetches us equity prices and symbols
RD
9422211601
I have tried but failed to fetch indian stock market data using quantopian Environment.anybody have idea please help.
from quantopian.research import prices, symbols
this command only fetches us equity prices and symbols
RD
9422211601
Hi,
Have a look at this post and associated notebooks. Basically you need to import the 'Indian Equities domain' first. The below code should work:
from quantopian.pipeline import Pipeline
from quantopian.pipeline.data import EquityPricing, factset
from quantopian.pipeline.domain import IN_EQUITIES
from quantopian.research import run_pipeline
pipe = Pipeline(
columns={
'price': EquityPricing.close.latest,
'volume': EquityPricing.volume.latest,
'mcap': factset.Fundamentals.mkt_val.latest,
},
domain=IN_EQUITIES,
)
result = run_pipeline(pipe, '2015-01-15', '2016-01-15')
result.head()
Note that international markets are not yet supported in the IDE/backtester AFAIK.
@Joakim,
Is there domian for Chinese stocks?
I see you use the 'from quantopian.research import run_pipeline'. Where to find / to know how many imports under 'quantopian.research'?
Thanks!
There is. Have a look at the post I linked to above. Below is the code for Chinese equities:
China CN Shenzhen Stock Exchange, Shanghai Stock Exchange
Hi Joakim when I use the above code for Indian stocks it doesn't give us the symbol of those stocks. It returns a number. On the other hand for other markets a symbol is returned. Is there a way to fetch symbols from these numbers?
@Suraj Thorat Yes, one can fetch the name and symbol for a stock. However, not all exchanges use a ticker. Some use just a number. The two main India exchanges each are different. The National Stock Exchange uses a symbol but the BSE uses a number.
Take a look at this post for a notebook showing how to get the associated symbols for Indian stocks https://www.quantopian.com/posts/identifying-the-ticker-symbols-for-global-equity-indian-market. That should get you what you want.
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Minute level data is not supported in pipeline. Currently, minute level pricing data is available only for US equities and not available for other domains including Indian stocks.
In an attempt to retrieve historical per minute data of Indian Stocks for a long period, say 1 year. Is this attempt in vain as the data collections might be on a daily basis and not minutely basis?
Should I try some other resources or is there any hope here.
Thank you so much.
@Aniket Upadhyay. Minute data , as of June 23 2020, is not available for any equities other than US markets. So, it's not available for Indian market stocks.
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.
@Dan Whitnable. I understand. Thank you so much for your reply.
Am I too rude to ask if there is any other solution to this data collection issue, If at all, anything would be appreciated, otherwise this too was much helpful.
Hi Dan Whitnable,
Does Factset provide all the stocks that are listed in NSE? Because all i get is few stocks(around 100) on any given day compared to 1381 stock that are listed.
I'm new to Quantopian, I have attached the code. Can you kindly check and let me know what is that I'm missing?
Thanks,
Nithin