Share New Research 
based on the documentation we can use qb.History and qb.GetFundamental to assemble a dataset by calling for a date and symbol pair the date we need.. this is good but in order to prepare a dataset for machine learning we need to actually for each date in Research.ipynb access all the symbols that were tradable for a certain date…How can we do this? I dont want to select manually like 20 stocks i know were listed at the time but instead i want to filter all the symbols that had for example a certain dollarvolume for example and then get the fundamentals for each one…how can i do this using the Quantconnect platform?
QUANTCONNECT COMMUNITY
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.
QuantConnect™ 2024. All Rights Reserved
Nico Xenox
Hey Pavel Fedorov,
I would suggest using the backtester(coarse selection, etc) for the symbols at a certain time and then saving those symbols into the objectstore. In the research notebook extract all the symbols from the objectstore and then you can start doing some analysis.
Best,
Nico
Pavel Fedorov
thank you Nico,, I am doing exactly this.. just seems like there should be a direct way of doing it because thats like basic first step for any machine learning
Pavel Fedorov
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.
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!