Is there a way to somehow filter stocks out that are in the 5c pilot program? I apologize if this has already been asked / answered but I couldn't find any results, thanks!
my worthless two cents on this since only heard about it in passing would be to filter it out by either
run a min. mkt cap requirement (think 5c applies only to under $3b mkt cap)
a. .filter(fundamentals.valuation.market_cap > (3 * 1e9)) if using fundamental_df
b. If pipeline: add below and use as a filter
market_cap = morningstar.valuation.market_cap.latest
market_cap_filter = (market_cap > 3000000000)or alternatively use fetcher to exclude stocks from ftp://ftp.nyxdata.com/Tick_Pilot/TSPilotSecurities20161230.txt (this seems to be updated daily) – see https://www.quantopian.com/help#overview-fetcher
personally would go with option 1
actually thinking about it again, option 1 could cause all under $3b cap to be weeded out and not just 5c pilot so two would be the more sure bet ... that being said, including that lower mkt cap segment will come likely with low trade volume causing a whole host of different issues depending on what you are trying to do
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