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Super Sector, Sector, Group and Industry Mappings

Hi all,

I am exploring quantconnect as Quantopian no longer supports live trading.

As part of my research before the switch, I wanted to check if the Super Sector, Sector Group and Industry Mappings provided by Morningstar which is available in Quantopian is also available here.

When i look at the documentation between the 2 morning star pages for metrics available. I am not seeing this mapping available in quantconnect.

Can anyone who is experience with quantconnect confirm?

Terms: Super Sector, Sector, Group and Industry Mappings:

  • quantopian.com/help/fundamentals
  • quantconnect.com/data#fundamentals/usa/morningstar
  • quantconnect.com/lean/docs#topic14760.html

Thanks in advance!

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Stevin Chac, QC does NOT have 'sector' seletion feature or 'Super Sector' (just like in Quantopian) yet (Only has 'Industry' selections, which does not help much.). I saw some other people also asked about this. For now, the only way is to do this manually. Let's ask QC' staffs for this. 

Hi Jared, Can you add Morningstar's 'Sector' feature here into QC's fundamental data selection? If we could have this feature, it would be a lot helpful to many people. Thanks a lot. 

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i only found this :

CompanyReference.IndustryTemplateCode

# select stocks with top dollar volume in every single sector 

->

https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/ConstituentsQC500GeneratorAlgorithm.py#L96https://github.com/QuantConnect/Lean/blob/26c46cb18209751272035d22abd3d7f6ea23c03f/Common/Data/Fundamental/Generated/CompanyReference.cs#L110

 

 

 

/// <summary>/// This indicator will denote which one of the six industry data collection templates applies to the company. Each industry data/// collection template includes data elements that are commonly reported by companies in that industry. N=Normal/// (Manufacturing), M=Mining, U=Utility, T=Transportation, B=Bank, I=Insurance/// </summary>/// <remarks>/// Morningstar DataId: 11/// </remarks>[JsonProperty("11")]

public string IndustryTemplateCode { get; set; }

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