Hi all,
I am having an issue in Research that the first several days for a stock did not give any data. For example,
get_pricing('SGRY', start_date='2015-10-01', end_date='2015-10-07') The data was not available for 2015-10-01 to 2015-10-05 although the trading actually started on 2015-10-01.
Any idea to how to solve this?
Thanks so much!
Our IPO pricing data isn't strong, unfortunately. From our help section: "New IPO listings often arrive too late for incorporation in the daily trading data feed. IPOs may not be tradeable on their first day, but are generally available for trading on subsequent trading days."
I'm not surprised that we are missing the data for 2015-10-01, but we would ordinarily have the data for 2015-10-02. The next two days are weekend, and the pricing is there Monday.
In this case, research is returning the data that was actually tradeable at the time. Since you couldn't actually trade the IPO on Quantopian, it's not visible in the data set.
I imagine that sometime in the future we'll make our IPO support more robust, but it's not currently a focus.
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Hi Dan,
Thanks a lot for the response!
I am only getting data from 2015-10-06. 10-01, 10-02, (weekends 10-03 and 10-04 skipped), 10-05 all showed NaN in Research.
So if I were to backtest this, would there be data available for 10-01, 10-02 and 10-05?
Thank you!
OK, the data hole is bigger than I realized, sorry.
No, the research and backtesting datasets are the same - that is missing data entirely. However, note that even if there was a backtest of it, you wouldn't have been able to actually trade it. Given that the data is missing in research, it was also missing during live trading too.
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.
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.
