Hi folks - Is the 'SID' securities reference system used in Quantopian algorithms proprietary to Quantopian or a public resource? The reason I ask is because I am trying to build a reference list of Corporate Social Responsibility stocks and I'd like to include SIDs so that people can easily plug them into algorithms. The thing is, I don't want to have to manually look up 500 stocks to do it! Is there a CSV anywhere that I can get hold of to create the resource, preferably based on company name and ticker symbol?
Hi Paul,
SIDs was our first method of adding securities to your algorithm. The mechanism is a unique to Quantopian and it maps a company to its trading ticker, since symbols may be reused over time.
That being said, we recently added the symbols() method to reference securities. Here is a forum post detailing the new functionality and there is more information in the help doc. Good luck!
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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.
Alisa, is there a way to get hold of the SID list that Quantopian uses (e.g. in a CSV) so I could do a lookup of ticker symbols / company names and return the SID? I could then include the SIDs in the list of ethical stocks that I am pulling together and will share on the forum.
Hi Paul,
Unfortunately we can't release the full SID to company mapping because of our contract restrictions with our vendor for historical data.
To get around this, here are 2 options to get your tickers into your algo:
Disclaimer
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.
Alisa, understood - I will simply create the spreadsheet using the Symbols function then. Thanks for the reply.
Hi Alisa,
Would it be possilbe for you guys to compile a list of tickers available on Quantopian and place it as a CSV somewhere? while the SID/ticker mapping may restricted I think the list of sybols supported may be ok (tickers are public info), and could simplify the ability to check upfront at runtime if a custom stock selection on a csv file can be managed by Quantopian or not.
Thanks,
Napoleon
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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.