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Hi all! I am pretty new to quantconnect, and am looking into some dead stocks. I am curious if there is any way I can use a universe or some other function to generate a table of dead stocks per year since the first year of data, and also include fundamentals about each stock such as price per share and quarterly earnings. Any help would be greatly appreciated! Thanks in Advance!
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Hi Cole,
You may find some code that identifys a future delisting here:
https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/DelistingEventsAlgorithm.py
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Hi Cole,
At the moment, it is not possible to create a Universe of dead stocks in one pass, however, we can get delisted stocks using the Delistings of the Slice object and store them to ObjectStore.
Best,
Shile Wen
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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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