I am getting errors thrown whenever I run these saying that they are outside the trade range. Date doesn't seem to matter: as early as a few days ago they still aren't working.
Can someone shine light on this at all?
Hello Grant and thanks for the lead.
Trouble is,
1) that log does not reflect reality (check the charts on your favorite source: both these stocks were traded) and 2) it's throwing the following error, before running anything:
NoTradeDataAvailable: {"symbol":"KCG","property":"price","algo_time":1388673060000,"first_traded":1372433220000,"sid":44988}
Thanks for your help Grant, but this has to be a data problem from where I am sitting.
KCG trade volume is over 333,333 today. Hardly a leader, but hardly insignificant.
Thanks again.
Hi Chris:
It looks like we are missing the first two minutes of trade data for KCG on Jan 2, 2014 (9:30-9:31 am, and 9:31am-9:32 am). The third minute has a volume that's 3x the per-minute average for KCG, which looks strange.
We'll keep investigating. Thanks for bringing this to our attention.
Jean
Quantopian
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OK Jean, thank you for the update.
Thanks to you as well Grant for the help in our preliminary investigation.
Two separate market data feeds show that KCG had zero volume for the first two minutes of Jan 2 2014, but there's no indication why.
Chris - Grant's code shows how to check to make sure a bar has data for a specific security. Hope that helps.
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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.
It's pretty common for stocks to have zero-volume minutes during the day, particularly at the open. Individual stocks often have their first trade 1, 2, and even 5 or 30 minutes after 9:30.
It's one of those things that keeps algo writers on their toes. The real world ends up much more messy than the algorithm expects it to be!
Disclaimer
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.
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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.
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