Bonjour,
I am struggling with an admittedly minor issue, but still...
When requesting historical data in research, I can do so with the Equity Ticker, such as "AAPL".
Nevertheless, in a multi-security request (see below), the DataFrame returned uses as level-0 index the Symbol, such as "AAPL R753QTJ8XC9X". I have searched around on how to get the full symbol string from the symbol object, but so far without success.
For clarification of the question, see the code:
# init the QuantBook --------------
qb = QuantBook()
# add some Equities --------------
spy = qb.AddEquity("SPY")
aapl = qb.AddEquity("AAPL")
goog = qb.AddEquity("GOOG")
# request history ------------
history = qb.History(qb.Securities.Keys,10)
# now, the level-0 key in history is NOT "SPY","AAPL" and "GOOG", but "SPY R735QTJ8XC9X","AAPL R735QTJ8XC9X" and "AAPL R735QTJ8XC9X" <- how can I get those ones from the Equity objects that I created previously with AddEquity, instead of doing some pattern matching (i.e. identify which keys start with "SPY")?
Adam W
You can convert back and forth like:
ticker = 'SPY' # API Methods symbol = qb.Symbol(ticker).Symbol # Symbol Object; returned by qb.AddEquity(*) securityID = symbol.ID # Security IDs (the keys of history) ticker = symbol.Value # Get string ticker
For instance, to slice 'SPY':
spyData = history.ix(qb.Symbol('SPY').ID, level=0) or spyData = history.ix(spy.ID, level=0) # since you saved a reference to the symbol in spy
Chris F
symbol = qb.Symbol(ticker).Symbol
does not work, since Symbol does not have another Symbol attribute, but the .Value vs .ID was exactly what I was looking for, thanks a lot!
Chris F
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