Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Self-Serve Data for Macroeconomic indicators
Costantino
posted Sep 9, 2019
Seeking Help Feature Request Self Serve Data

The macroeconomic indicators already provided by Quantopian, such as inflation rate or GNP, output the same value for each asset (sid) in the Quantopian US equities database, but if we'd like to add a new macroeconomic data, for example Industrial Production, we are required to provide an existing asset, otherwise the import will be skipped.

My question is: Is it possible to upload data that applies to all assets, for example using a wildcard operator: 

date,symbol,indpro  
2019-07-01, *, 109.18  
2019-06-01, *, 109.41  
2019-05-01, *, 109.22  
...

if it's not possible, consider it as a feature request ;-)

3 responses
Karl Mun
Sep 9, 2019

+1 Costantino

Viridian Hawk
Sep 9, 2019

This is probably unnecessary. What are you trying to do?

Costantino
Sep 9, 2019

importing the industrial production data from quandl: https://www.quandl.com/data/FRED/INDPRO-Industrial-Production-Index

I'm using SPY as symbol and then a custom factor where I do something like this to get the data: 

def compute(self, today, assets, out, data):  
        indpro_index = np.where((assets == 8554) == True)[0][0]  
        indpro = data[:, indpro_index]  
        ....

I'm looking for a more elegant/less verbose solution

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

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.