What is the best approach to map security information retrieved from the fetcher to securities in quantopian?
Is there some kind of "lookup" list where one can find a mapping between the quantopian sid and other identifiers (like the isin, cusip, bloomberg- or reuters tickers)?
thanks in advance
Hi Ueli,
What is the data you're using in your CSV? How does it look? If you have a symbol and date column in your file then the symbol will automatically get mapped to a sid, based on the date it's traded. This will be done automatically under the hood.
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.
hi alisa, thanks for the reply.
could you provide some information what exactly the identifier in quantopian is? i mean is it the exchange ticker (if so it would be useful to provide the exchange information as well), the morningstar ticker, ..... ?
the problem is that it is very likely that for some of the stocks, ofher dataproviders (bloomberg, reuters etc.) have different symbols. so i doubt quantopian could merge this information automatically. therefore i asked whether there is a way to get the isins or cusips for the symbols you use in quantopian. providing this information would make the integration of additional dataproviders much easier. do you see what i mean?
Apologies for the slow reply! In your Fetcher file, when you pass a symbol and date, the backtester checks the database to map the exchange ticker to the SID in Quantopian. It is indeed done automatically on the backend :)
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.
Hi Ueli
Same problem here. The above solution didn't seem to sort out my problem, yours? I have Reuters primary RICs (alternatively their ISINs ) which I'd like to map to Quantopian's "symbol". Not sure about what convention this "symbol" follows. Alisa, more info on this would be highly appreciated.
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.
