Mariner Backtesting - Market Index GUIDs

Major US Equity Market Indexes GUIDs

Note:
  • GUIDs are lowercase.
List GUID
Dow 30 072c1578-08c5-462a-a94e-325b2bf654b6
MidCap 0ab4ba39-8b49-4c79-b062-998513608e91
Russell 3000 cc3ab113-f1e0-46a6-9a5a-ee3615f7600f
S&P 100 5af64352-6bc4-47cf-a73d-09925dab62bb
S&P 400 552dd08d-061d-49c9-a562-343e61fc0893
S&P 500 9a802d98-a2d7-4326-af64-cea18f8b5d61
S&P 600 5d414bb9-0154-46f8-8a12-f80430c7cbca

The most common use for these lists is to narrow your universe of symbols in is_symbol_qualified.
See example below for returning only those symbols that are in the S&P500 and between $2 and $500 with an average volume of over 100,000. ...

 @classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
    SP500guid = '9a802d98-a2d7-4326-af64-cea18f8b5d61'
    # This combination of service calls returns a 1 if the current symbol is in the specified list, a zero if it is not
    SP500 = service.symbol_list.in_list(service.symbol_list.get_handle(SP500guid),symbol)
    return SP500 and md.stat.prev_close>2 and md.stat.prev_close<500 and md.stat.avol>100000