Slow Symbols execution

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Slow Symbols execution

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I am trying to load an external CSV having Ticker-Value pair into Quantopian. Tickers have to match with Quantopian SID.

However, I tried multiple approaches and none seems working.

In Research, I tried to use Symbols([ticker list]) to get the list of SIDs. However my ticker list contain items that does not present in quantopian database. The returned list does not contain information about non-exist tickers. For example, when I feed in ["IBM","No Such Ticker","APPL"], the function will return a list containing only 2 SIDs, so I cannot match with the original input ticker list.

I tried to iterate through the list and call Symbols(Ticker) one by one, but the execution is far tooooo slow to be acceptable (only several tickers matched each minute). I have >100000 ticker-value pair to match.

I tried to call SID or Symbols in IDE but of course that's blocked.

Would you please suggest a way for me to do this? I guess quantopian probably should also improve Symbols() implementation to add NaN value for unmatched ticker to make input and output ticker list length to match.

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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.