How can I filter out ETFs in a back-test using the US historical 1-minute data? This dataset doesn't seem to have a ETF field or stockType2 etc like the EOD data.
Etf
is a securities master field, so filtering out ETFs is the same for intraday and EOD data. If you're using Pipeline, you would include a filter like this in your screen:
from zipline.pipeline import master
not_etfs = ~master.SecuritiesMaster.Etf.latest
pipeline = Pipeline(
...
screen=not_etfs
)