Hello,
I've been trying to implement an algo using this dataset but there seems to be missing informations in the data provided on the Quantconnect platform.
The algorithm example here (Insider Trading) suggest that if the “shares” datapoint is positive, it's a buy and a sell otherwise.
By double checking here Insider Trading Dashboard - Quiver Quantitative, we can see that it's not the case.
I found the API documentation for Quiver here : Elements in HTML and those datapoints are currently missing :
- AcquiredDisposedCode
- TransactionCode
- fileDate
- officerTitle
- isDirector
- isOfficer
- isTenPercentOwner
- isOther
- directOrIndirectOwnership
Is it possible to update the dataset request on the quantconnect platform so It can actually be usable ?
Thanks
Mia Alissi
It seems that the current implementation of the
QuiverInsiderTrading
dataset on QuantConnect does not include the additional data points you mentioned, such asAcquiredDisposedCode
,TransactionCode
,fileDate
,officerTitle
,isDirector
,isOfficer
,isTenPercentOwner
,isOther
, anddirectOrIndirectOwnership
. These attributes are not part of the existing dataset properties or API documentation provided by QuantConnect.To address this, you may consider reaching out to QuantConnect support or forums to request an update to the dataset to include these additional data points. This would allow for a more comprehensive analysis and utilization of the insider trading data in your algorithm.
In the meantime, if you want to work with custom data or additional data points, you can use the
add_data
method in QuantConnect to integrate your own data sources. Here's a brief overview of how you can add custom data:This example shows how to add a custom data type. You would need to define
CustomDataType
with the necessary properties and data parsing logic to handle your specific data format.Sources: Insider Trading - QuantConnect.com, WallStreetBets - QuantConnect.com, CNBC Trading - QuantConnect.com, History Algorithm, Custom Data Linked Iconic Type Add Data On Securities Changed Regression Algorithm
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.
Narloc
How can I reach out to QuantConnect support ?
Alexandre Catarino
Hi Narloc,
Thank you for the suggestion.
We created a GitHub issue to add these fields:
Expand Properties to Cover Available Data #10
Best regards,
Alex
Narloc
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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