Hi,
how can I identify the correct security ID. For example for CAT I find 2 codes.
Thanks
Davide
The stock market is a remarkably messy place. It seems pretty straight forward, right? Just put in the symbols, do the trades, and you get a price and a volume. But what you actually get ends up being pretty crazy. You get things like you found - CAT appearing twice.
I do a couple things when I run into that. The first is to look at the data using record() (see backtest below). When I see the results, it often tells me that one of them is the "real" one, and one of them is some one-off set of data. Sometimes you find the company changed names, or went backtrupt and re-issued, stuff like that.
The second thing I do is Google it. For this one, it looks like for whatever reason, CAT traded in a separate offering for a few weeks in the middle of 2005. It might be related to the corporate governance changes they made that month, or not. I didn't get a clear answer. But I got far enough to know that sid(1267) is the meaningful one.
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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.