Hello and new to QuantConnect.

I have created my own factor strategy in python and am looking at QuantConnect to see if I could back test and then live trade that strategy on this platform.

I was excited to see the Fundamental Factor Analysis in the Research module as it turns out to be similar in many ways to my algo.

However, when trying to work through the notebook I am coming across a discrepenciy I cannot understand.

The initial symbol set provided is 97 stocks. This gets immediately used in getFundamental() to retrieve in this case "ValuationRatios.PERatio" data.

Once the call for data is complete, there is a new DataFrame called 'data.

The symbols are in the column index. When reviewing the columns index. I noticed a stock missing in the new index.

This cause me to compare the new column index against the original symbols list. There is a vast difference between the two as 18 of the returned stocks are different.

The attached notebook has all the details down to the markdown cell "End".

Any insight as to why there getFundamental() is returning different stocks would be greatly appreciated.