Mariner Backtesting - ADR

American depositary receipts GUIDs

An ADR (American depositary receipt) is a negotiable certificate issued by a US bank representing a specified number of shares (or one share) in a foreign stock traded on a U.S. exchange.

ADRs are listed on either the NYSE, AMEX or Nasdaq but they are also sold OTC.

The most common use for these lists is to narrow your universe of symbols in is_symbol_qualified.

See the example below for returning only those symbols that qualified for the GUID listed, were between $2 and $500, and over 100,000 average volume...

 @classmethod
def is_symbol_qualified(cls, symbol, md, service, account):
    GUID = '6b2fc6d0-3f87-41c3-a8e2-1507f43cb36e'
    # This combination of service calls returns a 1 if the current symbol is in the specified list, a zero if it is not
    mylist = service.symbol_list.in_list(service.symbol_list.get_handle(GUID),symbol)
    return mylist and md.stat.prev_close>2 and md.stat.prev_close<500 and md.stat.avol>100000

• GUIDs are lowercase.