hey guys,
i couldnt find any difference between USEquityPricing and EquityPricing. Naivly one could think that EquityPricing also has i.e. european stocks but i can't find volskwagen in neither of them so i guess thats not the difference. So my question remains, Is there any difference between them?
thanks for your help
The EquityPricing dataset is the dataset for price and volumes (see more info in the documentation here). If no domain is specified when defining a pipeline, it will default to US_EQUITIES. The USEquityPricing dataset is provided for backward compatibility and is another way of specifying EquityPricing and a domain of US_EQUITIES. If one doesn't explicitly specify a domain then the two are the same. That is why it appeared there wasn't any difference.
In order to fetch EquityPricing for non-US domains one must explicitly specify the domain. This actually does two things. It specifies the country or exchange and also the associated trading calendar. In order to find Vokswagen one must import and specify the German DE_EQUITIES domain.
from quantopian.pipeline.data import EquityPricing
from quantopian.pipeline.domain import DE_EQUITIES
pipe = Pipeline(
columns={},
domain=DE_EQUITIES, # Set the pipeline domain to equities traded on German exchanges
screen=None
)
It's sort of a two step process to get data for a specific non-US stock. First, one must run a pipeline for the desired domain. Then, search the returned dataframe for the desired stock either by name or ticker and note the SID. That SID is currently the only way fetch a non-US asset. One currently cannot use the ticker. There is an example on how to do that in this post.
Attached is a sample notebook for getting German equities and using pipeline for non-US assets.
Hope that helps?
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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.