Backtest Not Including Delisted Symbols

Hi Prescott

To use the older Symbol, we can call the following Symbol object:

self.AddEquity("Dell.1")

In this case, it is considered as 2 different equities for re-listing, by 2 different IPOs. Thus, they are not the same and cannot be fetched using the same Symbol object.

Best
Louis Szeto

Thank you, that solution works if the symbol I enter still trades now, for example Dell is currently trading under DELL but went private and relisted as a new company, as you mentioned. So DELL.1 is an easy fix. But that does not address the more common problem of mergers and bankruptcies. 

For example AOL traded under that symbol in 2000 but what works now on Quantconnect is not AOL or AOL.1 but TWX.1. The reason is because Time Warner acquired AOL. If I search for AOL on the Data explorer on Quantconnect it has the data but does not tell me which symbol to use to actually implement the data on an algo. 

Is there somewhere I can map old symbols to what they are able to be accessed under in Quantconnect? For instance how would I find what AOL is testable under without having known about the Time Warner acquisition? Thanks

Hi Prescott Henning ,

QuantConnect has the mapping information. However, it's not accessible via Data Explorer. It's an interesting feature that we will implement as soon as possible. We have recently added support for getting a Lean symbol based on FIGI, CUSIP, ISIN, SEDOL #5922 that might also help in this case, but it still requires some research from the quant.

Regardless, if we want to get the Symbol for a given ticker and date/time, we can use the following approach:

ticker, timestamp = 'DELL', datetime(2000,1,1)
self.symbol = Symbol(SecurityIdentifier.GenerateEquity(ticker, Market.USA,
    mappingResolveDate = timestamp), ticker)

self.AddSecurity(self.symbol)