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Is it possible to get the history only for specific stocks in ones universe?

I'd like to get a numerical value of the ratio of the spy and the soxx, what is the best way to do this?

def initialize(context):
context.stocks = symbols('SPY','qqq','soxx') # list of stocks
context.minuteCounter = 0 # this tracks number of handle_data calls
spy = int(sid(8554))
sox = int(sid(22904))
ratio = (sox-spy)
print ratio

def handle_data(context, data):
# increment the minute counter
context.minuteCounter += 1
y = context.minuteCounter

if context.minuteCounter >= 30:  
    context.minuteCounter = 0


    # trade logic:


    spy = context.stocks[0] # get the first stock in the list  
    sox = context.stocks[2]  
    #ratio = sox/spy  
    prices = history(bar_count = 26, frequency = '1m', field = 'price')  
    prices.  
1 response

Your "prices" variable will return 26 minute history of prices for all stocks in your universe (which are SPY, QQQ, SOXX).

If you want the historical prices for a specific stock, you can index into the history function (which is a pandas dataframe):

spy_prices = prices[spy]  
soxx_prices = prices[soxx]  

Then you can also get a subset of the data. For example, let's say you want the last 10 minutes of SPY prices:

# this will take the variable "prices" and give you only those for SPY.  
# And then return the last 10 elements.  
spy_prices = prices[spy].iloc[-10:]  

Pandas dataframes are powerful tools, if you want to learn more manipulations, take a look at this thread: https://www.quantopian.com/posts/working-with-history-dataframes

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