I'm trying to get the most traded securities in each sector. According to docs there are 11 sectors total. Why am I getting less than 11?
You should change the line
most_traded = USEquityPricing.volume.latest.top(2, groupby=Sector())
to add the same mask used when defining the pipeline. Like this
most_traded = USEquityPricing.volume.latest.top(2, groupby=Sector(), mask=QTradableStocksUS())
What was happening was the most_traded filter included some securities which were not in QTradableStocksUS(). When the pipeline ran, those were filtered out. See attached notebook. Now 11 sectors show up for both the total results and the 'most_traded' results.
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