Using Data Source Modules for Exchange-Traded Fund Features

Summary

The document explains that exchange-traded funds cannot be processed with the platform’s basic feature extraction module. The reported run shows the extractor failing to find a close-price field for the selected instruments, producing no feature rows and ending with an error. The recommended workaround is to use a data source module in place of basic feature extraction.

This is a brief platform-specific troubleshooting note rather than a trading strategy or a general account of feature engineering. It does not identify which data source module or fields to select, provide setup steps, or show a successful run after the change. The recommendation is therefore useful as a pointer for users encountering the same limitation, but the document offers little evidence beyond the described error and does not establish whether the restriction applies to every fund dataset or platform configuration.

Key ideas

• The platform’s basic feature extractor is described as unsupported for exchange-traded funds.
• The example run reports that the close-price field is unavailable and no feature rows are generated.
• The suggested workaround is to use a data source module instead of basic feature extraction.

Tags

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