Back

Live Universe Selection Issue

Hello All,

This morning (Dec 11th, 2018) we received a smaller daily update than normal of only 800 stocks (vs 8000). This caused the US equity-universe selection to only operate on a subset of the full universe. We have alerted the vendors to their corrupted data and are working with them to ensure it doesn't happen again.

We've also built in a redundant coarse-universe data-set based on a second equity vendor which we'll use as a back up if this happens in the future.

Sorry for the inconvenience. A data outage like this is incredibly rare for the platform but it's a high impact event so we'll continue working to ensure they never happen. 

Jared

Update Backtest





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.



Update Backtest





0

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.


Loading...

This discussion is closed

 
";