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Swedish equities
Deleted User
posted

How do i generate full output of all stocks traded on Swedish Nasdaq OMX ?
Currently all i manage is a trunkated list of approximately 90 symbols or SIDs.
Nasdaq OMX Nordic

Thank you

# Research environment functions imports  
from quantopian.research import run_pipeline  
from quantopian.pipeline import Pipeline  

# Data imports  
from quantopian.pipeline.data import EquityPricing # OHLCV data for Global equity  
from quantopian.pipeline.domain import SE_EQUITIES # Swedish equities


# Pipeline definition  
pipe=Pipeline(  
    columns={   'price':EquityPricing.close.latest,  
                'volume':EquityPricing.volume.latest,  
            },  
            domain=SE_EQUITIES)

# Set time period - got a holdout error for 2019.  
start_period = '2018-10-15'  
end_period= '2018-10-15'


# Execution the Pipeline  
result= run_pipeline(  
                pipe,  
                start_period,  
                end_period)  
print result
4 responses
Jamie McCorriston

Hi Christian,

Welcome to Quantopian! I ran the code you shared in a research notebook and the output dataframe I get has 1025 rows (corresponding to 1025 unique assets). However, the display is truncated to ~50 rows. Can you tell me more about what you are looking to do with the pipeline output so I can help point you in the right direction?

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.

Deleted User

Hello Jamie, i am trying to get a full display / output of all Swedish equities and their corresponding SID
Also, why do i get a holdout error when i put 2019 instead of 2018, need an up to date list. /Regards

Jamie McCorriston

Hi Christian,

Printing/displaying outputs is limited in an effort to protect against data being exported from the Quantopian platform. One of the reasons we are able to offer so much data for free is because we limit the use of it to the Quantopian platform. Are you looking to use the full list of assets for something on Q? If so, your best bet is probably to get the 0th level of your dataframe index, like result.index.get_level_values(0).

In a similar vein, the holdout applies to all FactSet-provided data, which includes global equity data (pricing, fundamentals, estimates, etc.). You can read more about holdouts in the Data Reference. You can also find the specific holdout period (e.g. 1 year for Daily Pricing and FactSet Fundamentals) noted on the specific data reference page for each dataset.

Deleted User

Ok i see, one year old data can be tricky also not knowing the SID of an equity.
Picking specific assets for a portfolio is kind of basic isn't it ?

Thank you for your quick reply Jamie.

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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.