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Equity data missing on Oct 19th 2018, Daily The issue starts from Oct 19th, 2018; and continues until Oct 19th, 2018

Ticker Equity data missing on Oct 19th 2018
From 2018-10-19 00:00:00
To 2018-10-19 00:00:00
Security Type Equity
Market USA
Resolution Daily
Status Closed

 

Hi,

Yesterday when I was backtesting my algorithm in WebIDE, I found the equity data was missing for 2018/10/19 (no data was passed into CoarseSelectionFunction). Then I checked https://www.quantconnect.com/data/file/equity/usa/daily/a*/aapl.zip/aapl.csv#p=51

and confirmed the data is missing. 

 

 

def CoarseSelectionFunction(self, coarse):
self.Log(f'{self.Time}: Coarse begins')
selected = [x for x in coarse if x.HasFundamentalData and x.Price > 3]
filtered = sorted(selected, key=lambda x: x.DollarVolume, reverse=True)
if len(coarse) == 0:
self.Log(f'{self.Time}: No data for coarse!')
return self.symbols
else:
self.symbols = [x.Symbol for x in filtered[:30]]

The log tells

74233_1559146753.jpg

Best,

Xiyuan

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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.


This issue was already fixed.

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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.


JayJayD has marked this issue as closed.

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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.


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