PFIX data - issues in master db?

Hi Brian,

Can you please check the "PFIX" data in the quantrocket.v2.master.sqlite , Security table?

Sid is FIBBG010Z8GW59 but the 'usstock_' attributes are missing and I suspect this is the cause why this asset is not tradable, using usstock-1min bundle:

{'status': 'error', 'msg': 'No such sid in bundle: FIBBG010Z8GW59 (See detailed logs for full traceback)'})

quantrocket_zipline_1|Traceback (most recent call last):
quantrocket_zipline_1|  File "sym://qrocket_app_py", line 795, in post
quantrocket_zipline_1|  File "sym://qrocket_qrzipline_backtest_py", line 157, in backtest_algo
quantrocket_zipline_1|  File "/opt/conda/lib/python3.8/site-packages/zipline/algorithm.py", line 652, in run
quantrocket_zipline_1|    for perf in self.get_generator():
quantrocket_zipline_1|  File "/opt/conda/lib/python3.8/site-packages/zipline/gens/tradesimulation.py", line 200, in transform
quantrocket_zipline_1|    algo.before_trading_start(self.current_data)
quantrocket_zipline_1|  File "/opt/conda/lib/python3.8/site-packages/zipline/algorithm.py", line 460, in before_trading_start
quantrocket_zipline_1|    self._before_trading_start(self, data)
quantrocket_zipline_1|  File "backtest", line 149, in before_trading_start
quantrocket_zipline_1|  File "/opt/conda/lib/python3.8/site-packages/zipline/utils/api_support.py", line 56, in wrapped
quantrocket_zipline_1|    return getattr(algo_instance, f.__name__)(*args, **kwargs)
quantrocket_zipline_1|  File "sym://qrocket_qrzipline_patch_py", line 55, in smart_sid
quantrocket_zipline_1|  File "sym://qrocket_qrzipline_bundles_sid_py", line 45, in real_sid_to_zipline_sid
quantrocket_zipline_1|ValueError: No such sid in bundle: FIBBG010Z8GW59

I am guessing you are mixing data from different providers, as the sid for PFIX is QI000000227283 in the usstock dataset but FIBBG010Z8GW59 in the sharadar dataset.

Securities can sometimes have different sids under different data providers for reasons explained in the usage guide.

Mixing data from different providers is encouraged, but this caveat applies.

Thanks Brian will take a look.