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I noticed in the docs (https://www.quantconnect.com/data#fundamentals/usa/morningstar) that "Fundamental data is currently only supported in backtesting".
I'm migrating from Quantopian and want to create a sector neutral strategy of only large cap common stock. I have used the morningstar fields for 'sector', 'market cap' and 'share class' to filter for these equities. Is there a way to do this in live trading with Quantconnect?
Thanks.
Dan
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Jared Broad
That's just a documentation bug we'll update it Monday AM. Please see the migration from Quantopian thread for examples of using fundamental data. We have the fields specified in the documentation only -- it may be missing some of those fields.
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.
Dan Whitnable
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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