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Hello guys,
does anyone know where you can find this kind of info in QC datasets? Maybe Tiingo, not sure?
However I found an interesting alternative dataset from FactSet targeting similar question. Maybe it is worth including it?
https://go.factset.com/marketplace/catalog/product/factset-signals-api#[object%20Object]
Regards
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Louis Szeto
Hi Sergej
You may refer to ETF consitituent dataset from QC. Using SPY of that as the universe, you may get the information from OnSecurityChanged event handler.
Best
Louis
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.
Sergej Gorev
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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