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Hi All,
I have been getting this error for a while but I don't seem to find where the issue is coming from.
Looked into multiple discussion threads but I could not find a lead.
I am currently buying and selling securities using an SP500 universe using dropbox data. Any help would be really appreciated.
The security with symbol 'CVG RD6QFO3VZL2D' is marked as non-tradable.
The security with symbol 'GMCR R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'NYX TGSA236FGWO5' is marked as non-tradable.
The security with symbol 'APC R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'HSP SYCMR2MNWEHX' is marked as non-tradable.
The security with symbol 'AMCC R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'APCC R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'CELG R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'PSFT R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'ARG R735QTJ8XC9X' is marked as non-tradable.
The security with symbol 'SGP R735QTJ8XC9X' is marked as non-tradable.
Thanks,
Dario
Cole S
Instead of using dropbox look into the new ETFConstituentUniverse. I have been meaning to test it out, so I can't say how well it works, but I think you should be able to provide the ETF symbol and it will pull the constituents into a universe.
Cole S
Your error most likely has to do with data not being available for some of those symbols, using a built-in universe should avoid it.
Varad Kabade
Hi Dario,
The above error occurs when the algorithm is trying to place orders for a security that has been removed from the universe. To resolve this, please make sure you are iterating through securities currently subscribed to the universe, like using self.ActiveSecurities.
Best,
Varad Kabade
Dario Teodori
@cole I was trying to liquidate data that was not in my portfolio.
Gonna try the etf constituent filter.
Thanks for your answers guys! Appreciate the support.
Dario Teodori
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