Hi John,

You can't search the entire database, only a subset of it, using set_universe described on https://www.quantopian.com/help. Would this work for you? If so, and you have trouble putting together an algorithm, I can provide an example.

Grant

Thanks for the reply,

I've been playing around with your suggestion, I keep getting the error that the error, UniverseExceedsSizeLimit: .

So I am guessing, an algorithm which detects when a share has fallen below $5 is not possible on Quantopian.

John

John,

Please see attached. To find the ticker symbol, you'll need to look it up manually within the Quantopian editor, using the SID.

I suspect you were trying to get access to more of the universe than allowed.

Cheers,

Grant

@John, I'm not sure I fully understand your question. The way you have worded it could mean a couple things.

1) You'd like to track a particular stock and set a flag when the price is under $5 in the backtest.

2) You'd like to track all stocks in the database and get a list of all those under $5 at a certain point in time.

Option 1 is very easy, just use data[stock].price < 5.0

Option 2 is currently not possible as the entire database is about 8000 stocks. The backtester is limited in the number of stocks in can deal with. The exact number depends on whether you are specifying them manually or using set_universe. Also the backtester will accept more stocks simultaneously in daily mode than in minute mode.

At the moment Quantopian doesn't provide a historical stock screener as such.

We don't currently have a stock screener that can do what John is asking, but it's commonly requested and is in our development pipeline. We've been prioritizing getting live market data and live trading done, but then I wouldn't be surprised if stock screening became a very high priority.

Sorry for the temporary inconvenience!

thanks,
Jean

@Dennis , Option 2 what what I wanted and I realize it's currently not possible.

@Jean Sounds great, cheers for your hard work!