HTZ and SNHNL have the same symbol code by Yuri Lopukhov

Yuri Lopukhov INVESTOR

| Reward Discussion

I figured that there were two tickers that apparently have the same symbol code:

HTZ WBUEIDIFRPET

SNHNL WBUEIDIFRPET

First is Hertz Global Holdings, Inc. (HTZ) NYSE

second cannot be found on Yahoo Finance, but another source claims it is Senior Housing Properties Trust (SNHNL) on NASDAQ. I'm not sure if it is working or delisted. But there is no such data in QC data library, only for SNHN. But SNHN has different code V8HI7U4JO1GL

I don't think this is how it should be? At least I always assumed tickers have unique codes and use them as dict keys. But in my case I got both tickers at the same time slice and they clashed.

Update Backtest

Yuri Lopukhov

Accepted Answer

Update Backtest

Notebook

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.

Yuri Lopukhov

8.9k Pro ,

I found another code like this:

CCH.U WYFPRLNUYVZ9

EDTXU WYFPRLNUYVZ9

ESTC WYFPRLNUYVZ9

OCCI WYFPRLNUYVZ9

CTACU WYFPRLNUYVZ9

Jared Broad

Pro ,

Hi Yuri - The whole string "SNHNL WBUEIDIFRPET" is the symbol code, not the tail section. The first string is the ticker it was listed with at the time the stock IPO'd. Some people try and string-split the symbol code and assume the first half is its current ticker - this is not correct and will result in weirdnessTM. We recommend always using the symbol object as its safest. Check out this documentation about the Symbol object.

Yuri Lopukhov

8.9k Pro ,

But I am using Symbol object as the dict key, like this:

for x in coarse:

    if x.Symbol not in self.symbols:

        self.symbolData[x.Symbol] = SymbolData(x.Symbol)

Yuri Lopukhov

8.9k Pro ,

Maybe there is some other error, I'll try to isolate the issue in a separate algo tomorrow.

Yuri Lopukhov

8.9k Pro ,

ok, yes, it was a different thing. For some reason some symbols had two (or more) different values provided for the coarse function. Maybe it was related to them having the same code part with other symbols, but not in my code I think.

This is two separate entries in coarse collection in my coarse function, symbols are the same, time is the same, but other fields are different:

I'm not sure why is that, which of these is correct and how do I choose one? Is this situation expected to happen?

Code:

class DuplicateSymbolsInvestigation(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2019, 10, 1)

        self.SetCash(100000)

        self.UniverseSettings.Resolution = Resolution.Daily

        self.AddUniverse(self.CoarseSelectionFunction, self.FineSelectionFunction)

        self.symbols = {}



    def CoarseSelectionFunction(self, coarse):

        # initialize stock data and update SMA, avg dollar volume and score

        processed = []

        for x in coarse:

            if "CTACU" in str(x.Symbol):

                self.Debug(x)

                self.Debug(x.Symbol)

            if x.Symbol in processed:

                raise Exception(f"{x.Symbol} is duplicated")

            else:

                processed.append(x.Symbol)

        return [x.Symbol for x in coarse]



    def FineSelectionFunction(self, fine):

        return [x.Symbol for x in fine]

Shile Wen

63.5k Pro ,

Hi Yuri,

I've confirmed this issue and have reported this issue to the data team.

Best,
Shile Wen

Yuri Lopukhov INVESTOR

Update Backtest

Notebook

To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!

Platform

QuantConnect Community

Alpha League Competition: $1,000 Weekly Prize Pool

Filter Discussion by Tags

Community Ambassadors

Earn free QuantConnect cloud credits by helping others, each week we airdrop credits to the most active community members.

233,121 Quants.

Online Now

Stay Connected