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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).SymbolThanks
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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:
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.
John Munro
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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