After banging my head against the wall for a few hours, I realized that that the “missing” stocks I was looking for were actually in my Security database, but were not being downloaded with the following security master download command. I would expect all available securities to be downloaded when no filters are given. I also don’t see any defaults documented that would explain this behavior.
quantrocket master get -o full_security_master.csv
I have 21,041 securities in my
quantrocket.v2.master.main.sqlite database, but only 20,875 are downloaded. I noticed this issue when I couldn’t find a specific symbol in my security master download, but was able to query it directly from the security master database.
Oddly enough, I found that if I specify the vendor (alpaca) in which the security (FIBBG001J2N4H0) belongs, then I get this security in the master download. However, what I want is a full security master with the total unique combination from both vendors (alpaca and usstock). It’s almost as if it drops some securities if they’re not available from both vendors when you don’t specify a vendor?
Any insight is much appreciated; thanks!
P.S. Is there anyway to log the actual SQL queries that are being sent to the sqlite databases? This would help figure out what’s going on in these situations.