Skip to content
All library documents

Fixing a Missing Date Key When Merging BigQuant Data Sources

Article BigQuant
Read the original

Summary

This forum exchange describes a fix for a BigQuant data query that failed with a missing date key while combining two data sources. The suggested query explicitly selects the date and instrument fields along with technical factor fields. It also filters records to a stated date range.

A second adjustment appends the letter A to instrument identifiers because the newer data source uses a different suffix convention from the older one. The questioner confirms that the changes resolved the issue, then asks where backtest buy and sell points should be configured. The exchange does not answer that follow-up, and it offers no assessment of the resulting factors or strategy performance. The advice is specific to the described schema mismatch, so other datasets may use different field names or identifier formats.

Key ideas

  • Select the date and instrument fields explicitly when later code expects them.
  • The suggested query also retrieves the required technical factor columns over a chosen date range.
  • Append the suffix used by the newer data source to instrument identifiers when formats differ.
  • The poster reports that these adjustments resolved the merge error.
  • The discussion does not explain how to configure buy and sell rules for backtesting.

Tags

EquitiesTechnical indicatorsBacktesting

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.