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Noob question: Get list of symbols from OnData Tradebar

Hi All,

I am trying to iterate through every symbol present in the 'data': Data(TradeBars data) object.

Could someone please post an example code of how I can retrieve the symbol/ticker names from this object in the form of a string?


To elaborate I have tried (note the count of the data object is greater then 2):

data.Keys[0]

But this returns error:

Cannot apply indexing with [] to an expression of type 'ICollection<Symbol>'

 

Cheers

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Hi Lucas,

data, or the slice object, is a data dictionary where the keys are QC Symbol objects. Symbols have a number of attributes, but the one that contains the ticker string is Symbol.Value. I've attached a backtest with a number of ways to access the Symbol string, and this should provide you with enough information to implement the desired accessor method.

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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.


Thanks Gurumeher Sawhney, that worked! Cheers

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Update Backtest





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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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