Exchange Id mapping

I have not found the full mapping, but it seem to be three letter codes; i,e, NYS (New York Stock Exchange) and NAQ (Nasdaq

Hi Luuk

Our ExchangeId/PrimaryExchangeId is directly fetched from MorningStar data. Please use the following list as a reference:

'NYS': New York Stock Exchange (NYSE),
'NAS': NASDAQ, 
'ASE': American Stock Exchange (AMEX),
'TSE': Tokyo Stock Exchange, 
'AMS': Amsterdam Internet Exchange, 
'SGO': Santiago Stock Exchange, 
'XMAD': Madrid Stock Exchange, 
'ASX': Australian Securities Exchange, 
'BVMF': B3 (stock exchange), 
'LON': London Stock Exchange, 
'TKS': Istanbul Stock Exchange Settlement and Custody Bank, 
'SHG': Shanghai Exchange, 
'LIM': Lima Stock Exchange, 
'FRA': Frankfurt Stock Exchange, 
'JSE': Johannesburg Stock Exchange, 
'MIL': Milan Stock Exchange, 
'TAE': Tel Aviv Stock Exchange,
'STO': Stockholm Stock Exchange, 
'ETR': Deutsche Boerse Xetra Core, 
'PAR': Paris Stock Exchange, 
'BUE': Buenos Aires Stock Exchange, 
'KRX': Korea Exchange, 
'SWX': SIX Swiss Exchange, 
'PINX': Pink Sheets (OTC), 
'CSE': Canadian Securities Exchange, 
'PHS': Philippine Stock Exchange, 
'MEX': Mexican Stock Exchange, 
'TAI': Taiwan Stock Exchange, 
'IDX': Indonesia Stock Exchange, 
'OSL': Oslo Stock Exchange, 
'BOG': Colombia Stock Exchange, 
'NSE': National Stock Exchange of India, 
'HEL': Nasdaq Helsinki, 
'MISX': Moscow Exchange, 
'HKG': Hong Kong Stock Exchange, 
'IST': Istanbul Stock Exchange, 
'BOM': Bombay Stock Exchange, 
'TSX': Toronto Stock Exchange, 
'BRU': Brussels Stock Exchange, 
'BATS': BATS Global Markets, 
'ARCX': NYSE Arca, 
'GREY': Grey Market (OTC), 
'DUS': Dusseldorf Stock Exchange, 
'BER': Berlin Stock Exchange, 
'ROCO': Taipei Exchange, 
'CNQ': Canadian Trading and Quotation System Inc., 
'BSP': Bangko Sentral ng Pilipinas, 
'NEOE': NEO Exchange

Best
Louis Szeto

Hi Jonas

I cannot reproduce your issue. The code below works:

def initialize(self) -> None:
    self.set_start_date(2024, 1, 1)
    self.set_end_date(2024, 1, 10)

    self.add_universe(self.selection)

def selection(self, fundamentals):
    filtered = [x.symbol for x in fundamentals if x.has_fundamental_data and x.company_reference.primary_exchange_id in ["NYS", "NAS"]]
    self.log(f"{self.time} :: selected {len(filtered)} symbols.")
    return filtered

Best
Louis