The number of SIDs being returned is different between two methods when I would expect them to be the same.
Data Source: sharadar stocks only
Date: 2023-04-12
Method 1
quantrocket get_prices method
the resulting data frame has a shape of (1, 8037)
Method 2
a Zipline CustomFactor where the input data is sharadar fundamentals accessed via sharadar.Fundamentals.slice(dimension="ARQ", period_offset=0).MARKETCAP.latest
the ndarray passed to the compute function has shape (1, 8000)
It looks like 37 SIDs are missing between method 1 and method 2. Here is the list of the differing real sids...
['FIBBG00ZDPM2K1',
'FIBBG00XS6SZX9',
'FIBBG0148QSV23',
'FIBBG016D6P287',
'FIBBG00YNGYGH3',
'FIBBG014MYSYB4',
'FIBBG013976DV8',
'FIBBG00Z3KS8N1',
'FIBBG011MF66G1',
'FIBBG013JQV214',
'FIBBG016Q0L5J1',
'FIBBG012VJJK12',
'FIBBG011BZ65T7',
'FIBBG0129GCXJ3',
'FIBBG01BDY7PT1',
'FIBBG00ZGYP2S8',
'QA000000023622',
'QA000000026973',
'FIBBG011ZVWCS7',
'FIBBG013RT4601',
'QA000000026148',
'FIBBG012TVXGQ4',
'FIBBG0137WPN15',
'FIBBG0127RJHN4',
'FIBBG0140F61M3',
'QA000000026246',
'FIBBG00Z931NS4',
'FIBBG010WX41L0',
'QA000000025901',
'FIBBG011C6WC34',
'FIBBG0130V7L81',
'FIBBG01353PMZ6',
'FIBBG00Z9FNMK3',
'FIBBG011M1PJR1',
'FIBBG0146ZHG39',
'FIBBG011740107',
'FIBBG00YZ6J1P3']
Is this expected behavior? I have double checked my implementation, but it is entirely possible I am still doing something wrong.