Order of data from history() and items in the data object?

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Order of data from history() and items in the data object?

posted Jan 4, 2015

Hello,
when I call history(...) I receive an array of all my securities.
So what is the order? Is it the same as that one I receive when calling
for stock in data:
print stock

in the handle_data function?

Thanks very much for an hints!

1 response

Eugen,
The columns of the history dataframe are keyed by the security id's (sid) and sorted in ascending sid order, but it looks like they are not necessarily in the same order as when looping through data. Best practice is to select columns using the securities so there is no ambiguity. I attached a simple experiment you can play with. The data sids appear to have the same ordering as context.stocks. I hope this helps, if not, let me know your specific use case and I'll do my best to help you out.

David

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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.