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No data for GOOG 2014-03-14 to 2014-03-26
André Pajak
posted Apr 2, 2016

For what appears to be each minute bar in the above date range, I got an error message (I'm quoting only the first and last one):

2014-03-14_handle_algoerror:2092ERRORhandle_data did not run to completion because there is no data for GOOG at 2014-03-14 13:31:00+00:00.  
...
2014-03-26_handle_algoerror:2092ERRORhandle_data did not run to completion because there is no data for GOOG at 2014-03-26 19:59:00+00:00.

Trading was not suspended. There is (daily) GOOG data reported on Yahoo Finance: http://finance.yahoo.com/q/hp?s=GOOG&a=02&b=13&c=2014&d=02&e=27&f=2014&g=d .

These are the several trading days before the split on 03-27, if it matters. GOOG data does appear in the 2014-03-27 9:30-9:31 EST bar.

Quantopian: Please explain.

1 response
Jamie McCorriston
Apr 4, 2016

Hi André,

If you look at the start_date for GOOG, it's listed as 3-27-2014. This is because when Google issued their class C stock dividend, they also changed the name of their class A stock. So GOOG became GOOG_L, and their class C stock dividend was given the symbol GOOG. Unfortunately, we don't have point-in-time symbol mappings, so when a symbol is renamed, it changes all past instances of the underlying stock's symbol in our database. This is something that's on our list of issues to fix. set_symbol_lookup_date() works for ticker symbols that are recycled, but again, won't work for the type of event that occurred with GOOG.

Does this help explain it?

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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.