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Hey All,
In my Universe selection, I need to call a History request and get split data. I notice symbols where there was a split in 2021 such as NVDA, AAPL, and TSLA are not showing up in the Slice's Split data history. Am I doing something wrong? I have attached the backtest below.
Your feedback is appreciated!
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Louis Szeto
Hi JiTrue
We're regretted that the Split data has no historical data call available. Only slice instance was available in OnData method. Please refer to its dataset page on the usage.
Best
Louis
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.
JiTrue
Thank you for your response,
To work around this, I got split data from Polygon IO API. However, using a Web/HTTP client will not pass through the proxy server and will result in code 403 (No Authorization). You need to use the Download method.
JiTrue
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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