Equities without ETFs/ETNs

fg327962

Hello, a newbie here.

I need to use as initial universe the list of items in NYSE/AMEX excluding those in ETFs, ETNs

Being a newcomer to python, so far I couldn't solve the problem.

Please, Can you help me?

Thanks

Francisco

shayne

Francisco,

Give this a try ...

    @classmethod
    def is_symbol_qualified(cls, symbol, md, service, account):
        nyse_amex = service.symbol_list.get_handle('9389dd95-ca7e-4fe2-b2a6-329ce7de4665') # NYSE/AMEX combined
        etfs = service.symbol_list.get_handle('82e8721e-d9fe-4ac4-b597-5197a4309a60') # ETF's
        etns = service.symbol_list.get_handle('c3544f64-41f2-4744-bde6-dd742384c844') # ETN's
        return (service.symbol_list.in_list(nyse_amex, symbol)) and (not service.symbol_list.in_list(etfs, symbol)) and (not service.symbol_list.in_list(etns, symbol)) 

Check https://app.cloudquant.com/#/glossary/365 for more information about available lists

fg327962

Thanks a lot!!