Hi,
I’m trying to access more information on what sort of data is available from alphien.data. I tried looking for this information in the dataxplorer page but page comes with error saying it does not exist. I would like to know whether we have volume data and how to access it.
Thanks.
Hi
The DataXplorer have been decommissioned for this competition. The dataset for the S&P 500 competition is simple: 6 fields - “open_price”, “high_price”, “low_price”, “close_price”, adjusted close (we call it “bb_live”), and “volume” of stock data that were in the S&P 500 between 2007 to end of 2016. You can get these stocks identifiers (tickers) thanks to the function getTickersSP500(). It is in the data package in Python, or directly callable in R.
You also have exogenous data that reflect the macro environment. Use getTickersSP500Data() to retrieve these tickers. The only field available for them is “close_price”.
I suggest you take a look to the first steps notebook in order to see how to retrieve prices.