Hello friends,
I am trying to generate a breakdown of holdings by industry for my backtests in Notebooks and was running into trouble getting the industry of an equity using it's SID. Does anyone know how to do that?
Thank you!
The industry codes, along with sector and some other classifiers, are in the Morningstar fundamentals. To get this data, one needs to define and run a pipeline to then return a dataframe. This dataframe will be indexed by the equity objects and one can then lookup the industry codes.
See attached notebook for some ideas.
Good luck .
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