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Hi
Does anyone know to retrieve index data from Russell 2000? I've tried the following but it doesn't seem to contain anything.
self.symbol = self.AddIndex('RUT', Resolution.Daily).Symbol
Thanks
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Mia Alissi
Hi John,
Unfortunately, as of now, QuantConnect does not directly support index data for Russell 2000 (RUT). However, you can use the ETF "IWM", which tracks the Russell 2000 Index, as a workaround. You can add it to your algorithm like this:
For live trading, if you have a subscription to Interactive Brokers, you can use the
AddIndexmethod to initialize an index after having data for the index from your subscription. However, please note that this is not trivial and requires familiarity with using websockets and REST APIs in Python.For more information, you can refer to the QuantConnect documentation on requesting index data.
Sources:
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