Hi,
Is it possible to restrict the exchange houses when retrieving fundamental data for the stocks? Say, I am only interested in AMEX and NASDAQ. I have noticed that this is possible with sectors (using .filter and morningstar's sector code). But I haven't been able to find a similar metric that tells which exchange does the stock trade on.
Here's an example for NASDAQ:
fundamental_df = get_fundamentals(
query(
fundamentals.valuation.market_cap,
)
.filter(fundamentals.company_reference.primary_exchange_id == 'NAS')
.filter(fundamentals.valuation.market_cap != None)
.order_by(fundamentals.valuation.market_cap.desc()).limit(50))
Just by guessing I figured out NYSE simply NYSE, so that was easy, but a full list would be great is someone knows where to get one.
Alright and if anyone ends up on this thread and is wondering how to query for data across multiple exchanges you can do the following:
.filter(fundamentals.company_reference.primary_exchange_id.in_(['NYSE','NAS']))
Here is a list of primary_exchange_id mappings.
https://www.quantopian.com/help/fundamentals#exchangecodes
Also, it looks like NYSE is simply NYS. Not sure if your code is actually bringing in NYSE data.
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.
