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Problems with new fetcher and lack of universe in quantopian 2.0
Erik Asbjørn Arvid
posted

I am currently experiencing some difficulties adapting our old universe/fetcher setup to quantopian 2.0.

I have a csv that I fetch with two columns: date, symbol.

This represents a list of symbols to trade on a particular date. Signals are inferred from other market sources directly in quantopian.

My problem is that the data.fetcher_assets contains way too much information as old securities also seem to be in the list; i.e. for a particular date where we only have 74 symbols listed we get back more than 3000 symbols which roughly corresponds to the complete list.

How do I most easily make this work? It worked perfectly before the upgrade.

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