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Primary Asset format in Self-Serve Data
Roman Siromakha
posted Aug 6, 2018
Seeking Help Self Serve Data

I have problem with uploading. Documentation says not much about primary asset column format.

Primary Asset: A column must be selected as the primary asset. This symbol column is used to identify assets on that date. If you have multiple share classes of an asset, those should be identified on the symbol with a delimiter (-,/,.,_). ex: "BRK_A" or "BRK/A"
Note: Blank values will cause errors. Records that cannot be mapped from symbols to assets in the Quantopian US equities database will be skipped

But event listed rules doesn't work. I need to upload symbols with names containing - (ex: 1AF-FRA), but system just skip all such rows. So I've made a little test. From this example

date,symbol,price  
2014-01-01,a,1  
2014-01-01,A,1  
2014-01-01,1,1  
2014-01-01,A1,1  
2014-01-01,1A,1  
2014-01-01,A-A,1  
2014-01-01,A.A,1  
2014-01-01,A/A,1  
2014-01-01,A_A,1

only two rows are uploaded 2014-01-01,a,1 and 2014-01-01,A_A,1. But from file

date,symbol,price  
2014-01-01,TIF/B,1204.5  
2014-01-01,TIF_B,1204.5  
2014-01-01,TIF.B,1204.5  
2014-01-01,TIF-B,1204.5  
2014-01-01,TIF,1204.5  
2014-01-01,A1TIF,1204.5

only 2014-01-01,TIF,1204.5 is accepted.

Could you please explain (better inside documentation) what are Primary Asset column format requirements? Thank you.

3 responses
Chris Myles
Aug 7, 2018

Hi Roman,

The Primary Asset is specifically looking for the stock/ticker symbol and our current Quantopian US equities database includes all assets traded on NYSE, NASDAQ, and AMEX. I've attached a notebook which leverages symbols(), which can be helpful when investigating symbol/asset support.

It looks like 1AF:FRA is the Frankfurt Stock Exchange symbol for "Affinor Growers Inc", which is not currently supported.

We are working on expanding our universe to include other global equity markets as part of our Factset partnership. Once a new equity market is released, we will follow that release with Self-Serve support. Note: it may be necessary to switch to other global identifiers such as CUSIP, SEDOL and ISIN to help differentiate assets across various markets.

Hope this helps

-Chris

Disclaimer

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.

Joseph Moorhouse
Oct 8, 2019

Hi @Chris,

I'm a little confused about the asset column. How would you advise this column should be populated? Is it OK to simply use the tickers from the NYSE, NASDAQ, AMEX exchanges? Do we need to concern ourselves with possible ticker name changes over time? How should we account for depreciated symbols or symbol changes?

Thanks in advance

Chris Myles
Oct 8, 2019

Hi Josef,

The documentation should give you all the details you are looking for https://www.quantopian.com/docs/user-guide/tools/self-serve#primary-asset .

Is it OK to simply use the tickers from the NYSE, NASDAQ, AMEX exchanges?

Ticker is the proper format

Do we need to concern ourselves with possible ticker name changes over time?

Yes, Ticker symbols provided in the primary asset identifier should be historically accurate. Quantopian will attempt to map each record to an asset in the database by looking for the asset that traded with the given ticker symbol on the given primary date of that record.

Example: if company A traded under symbol "AA" until 2017 and then changed their ticker to "AAA", you will need to provide "AA" in the primary asset field prior for records with a primary date value prior to 2017 and "AAA" for records with a primary date value after 2017 in order for all records to be properly mapped to company A.

Hope this helps,

Chris

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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.