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Hi I tested this code inside fineUniverse
for x in myuniverse:
self.Debug(f'{x.Symbol.Value} {str(x.AssetClassification.MorningstarIndustryGroupCode)}') some output was
2021-07-13 00:00:00 DYNT 20650
2021-07-13 00:00:00 IPDN 31020
2021-07-13 00:00:00 MSN 31120
2021-07-13 00:00:00 RCG 10310
2021-07-13 00:00:00 XBIO 20610
2021-07-13 00:00:00 CTIB 10280
2021-07-13 00:00:00 CPHI 20620
2021-07-13 00:00:00 SONM 31120
2021-07-13 00:00:00 SGRP 31020
However they do not match with what was in MorningStar code found in QC's asset classification as well as in the morningstar's sector article. None of the code printed out could be found. Did I do something wrong?
https://indexes.morningstar.com/resources/PDF/Methodology%20Documents/SectorArticle.pdf
Can do a check on this? Thks!
Louis Szeto
Hi Pranava
Thank you for reporting this issue. MorningStar had revised their sector, industry group and industry codes in 2019, which LEAN had adopted but our doc has not been updated to the newest version. Please follow this MorningStar doc and this LEAN class for the updated codes.
Best
Louis
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Pranava
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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