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Hey, not sure if this is a newb question but I couldn't find any documentation on this... Is there any way to detect whether a security is a stock or an ETF? Like say I want to filter out ETFs and only add individual stocks to my Universe. Is that possible?
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Alexandre Catarino
If you don't have any external source with the list of ETFs, you can use HasFundamental member in Coarse Fundamental:
class CoarseFundamental { public long Volume; // Traded shares public decimal DollarVolume; // Traded shares x Price public decimal Price; // Yesterday close price public Symbol Symbol; // Asset symbol public bool HasFundamentalData; // Whether it has fundamental }Since ETFs do not have fundamental data. However, this property was not created for that purpose, it is a flag to be used when using fine fundamental selection.
Reverb
Great, thank you.
Reverb
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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