Hey, Quantopian,
I've just been playing around, iterating over all the securities in my universe every day to find the one that maximizes some function or other. However, sometimes when I do this and place an order, I get an OrderNonSecurity error. What does this mean, and how can I check for it before placing the order, or how can I handle it?
If I had to guess, I would guess this is because the security stopped existing during that day. But how do I detect that?
Hello Matthew,
I wonder if you are trying to place an order against a security that does not have a trade during the tic? I could be mistaken, but I think that in order to place an order, there needs to have been a historical trade in the database for a given minute/day. Can you add something like:
if price_of_offending_security == NaN:
print 'Arghh!'
Also, would you be willing to post the code (perhaps with anything you want to keep private removed)?
Grant
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