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Can anyone recommend the most reliable permanent security ID for a very large database of US stocks (all historical Russell 3000 members back to 1994). I just manually stacked over 800,000 records from bloomberg. anyway they have correct SEDOLs on many obsolete companies but when i pull in Factset's "Permanent ID" on those SEDOL's i get bad identifiers that point to active securities. I don't know who to trust more, but in any event i really need to lock in the best identifier possible as a standard before i start building. it's paramount that i have as little survivorship bias in by data as possible. Stat of the day...If you go back to January 1995 and get all the as-of members (securities) of the Russell 3000, 75% of them are no longer active today.
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Rahul Chowdhury
Hey Timothy,
All reliable and permanent security identifies that exist in the market, such as CUSIP and ISIN, are proprietary, which led us to create our own security identifier. Symbols in QuantConnect are still limited by the requirement of knowing the initial listing ticker. These tickers can sometimes change; for example, GOOCV was renamed to GOOG. This can make keeping track of the security in question challenging. If you want to learn more about security identifiers, please visit our documentation.
Best
Rahul
Stinus Hojensbo
what if you just know the CUSIP and you want to work with that asset in your algorithm. How would you add that ?
Cheers :)
Jared Broad
We have the CUSIP on the backend. In theory, we could make that available, or the ability to add securities by the CUSIP. Can you please share the application/reason?
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.
Stinus Hojensbo
I'm scanning for new additions to popular funds and adding them to my own portfolio. The places I'm watching disclourses their holdings both with tickers and CUSIP. However, it would be more reliable to use the CUSIP since the ticker does not include which market the asset is from.
TIMOTHY MCCANN
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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