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I am trying to implement algorithm that takes an average of close price for the trading day of all stocks in the quantconnect universe. . Since universe is too large I am going to take few thousands stocks at a time but for backtesting I need to know the list of all available stocks for certain date in qusntconnect. thank you for suggestions.
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Nico Xenox
Hey Yuriy Glagovskiy,
you could check for the stocks that are available at that time. I attached a backtest that shows the number of stocks available. From there you could extract the name (Symbol.Value), etc.
There was a list long ago but i cant seem to find it…
Best,
Nico
Yuriy Glagovskiy
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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