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I am trying to select stocks from certain exchanges only for my universe. If I am correct this only possible for stocks that have fundamental data. In the fundamental data there is the PrimaryExchangeId property and the ExchangeId property, however I don't know what the Ids mean / what to expect. The quantconnect and morningstar documentation refers to a separate exchange mapping document (https://www.quantconnect.com/docs/data-library/fundamentals#companyreference-primaryexchangeid) but I can't find this document. Does anyone have experience with this?
Luuk
I have not found the full mapping, but it seem to be three letter codes; i,e, NYS (New York Stock Exchange) and NAQ (Nasdaq
Louis Szeto
Hi Luuk
Our ExchangeId/PrimaryExchangeId is directly fetched from MorningStar data. Please use the following list as a reference:
Best
Louis Szeto
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Luuk
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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