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Hi. I write for help dealing with the asset SPXL, whose old symbol was BGU.
Attached you have a backtest which shows my issue. I am asking for SPXL quotes, before the symbol change. QuantConnect properly returns the quotes with the old ticker name (BGU), which at that time is correct. The problem is that with this way, I have to deal with the symbol name change.
Is there any way I can work with only one symbol name? Please, take a look to backtest logs, which helps to describe the problem.
Thanks.
Jared Broad
You don't need to manage this -- its done for you internally. Logging prices is against the terms of use of QuantConnect; please stop doing this or the vendors will block your account.
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.
Gabriel Moncarz
Hi Jared. Thanks to your help, I have improved with this issue. As you said, QuantConnect effectly manages the symbol name change. I currently have a small issue with the consolidator. The consolidator receives two parameters: sender and bar. The issue I have is if I ask for `bar.Symbol.Value` before the symbol change, it returns the old name(BGU), but if I ask it after the symbol change, it returns the new name (SPXL).
The question is: Is there any method that I can apply to `bar` and it returns 'SPXL' when it is called before the symbol change?
I have tried by myself and I found something similar. If I call `bar.Symbol.ID.Symbol`, it always returns the same name, which is very good for consistency, but unfortunatelly it always returns the old symbol name instead the newest one.
Thanks again
Gabriel Moncarz
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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