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After filtering down to a set of securities for my universe, I notice that in OnData I'm getting duplicate entries for the same security, because of a ticker name change due to a merger. Specifically, I'm getting data for these symbols:
- MDGL WCI18MAHLT9H
- SNTA TPY4TEPZ3NFP
But in both cases symbol.Value is set to ‘MDGL’ and the data is otherwise identical. This is causing duplicate orders for the same security in my algo. Is there a good way to avoid processing the same security twice in OnData? I could skip duplicate tickers (symbol.Value), but there might be legitimate cases where two different securities share the same ticker value.
Derek Melchin
Hi Mike,
We created a data issue to get this resolved.
Best,
Derek Melchin
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Mike Lin
That's great. Thank you!
Mike Lin
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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