Dataminer: "API request failed: starting universe <USCAN> not found

DataMiner and API
1

I’m getting the same error: what ever universe I choose from my private universes?

“2023-12-25 05:32:48,158: API request failed: starting universe not found”

image

#################################################################
# A rolling screen backtest means that the screen backtest is first
# run on the first Saturday after the Start Date and the stocks are
# held for the number of days specified as the Holding Period. Then
# the screen backtest is run again using a start date that is either
# 1 week or 4 weeks in the future as specified by the Frequency. This
# continues until tests have been run for the entire period between
# the specified Start Date and End Date.
#
# This example creates a custom universe and runs rolling screen
# backtests for several ranking systems and alters the number of 
# stocks held.
#################################################################

Main:
    Operation: RollingScreen
    On Error: Stop

Settings:
    Type: Stock
    Method: Long
    Benchmark: IWM

    Universe:
        Starting Universe: USCAN
        Rules:
            - mktcap>=30 and MedianDailyTot(91) >( 150000) and price > 0.5 
    Start Date: 2010-04-03
    End Date: 2023-04-03
    Frequency: 4Weeks
    Holding Period: 91

Iterations:
    -
        # Using quick rank
        Name: PT revision top 20
        Ranking:
            Formula: PriceTargetMean/PriceTarget4WkAgo
            Lower is Better: false
        Max Num Holdings: 10
    -
        # Using P123 pre-dedined ranking systems
        Name: Core Combination top 20
        Max Num Holdings: 20
        Ranking: "Core Combination"
    -
        Name: Core Growth top 20
        Max Num Holdings: 20
        Ranking: "Core: Growth"
    -
        Name: Core Momentum top 10
        Max Num Holdings: 10
        Ranking: "Core: Momentum"
    -
        Name: Core Momentum top 20
        Max Num Holdings: 20
        Ranking: "Core: Momentum"
    -
        Name: Core Sentiment top 20
        Max Num Holdings: 20
        Ranking: "Core: Sentiment"
2

I had this same problem once.

@danp helped me out with this…

You would get that message if the universe is used in an existing simulation and then you try to change the starting universe of that universe to one from a different region.

Same thing happens if you do it on the website. You get “This universe is in use so its region cannot be changed. Use ‘Save As’ make the change on a copy of the universe.” when you try to save the Universe after changing the starting universe to another region. Same thing happens if the Universe was used in a live strategy.

3

I did that. I created a whole new universe but am still getting the same error.

“2023-12-26 06:17:53,634: API request failed: starting universe <1USCAN> not found”

Here is the universe:

image
image934×376 17.8 KB

4

There is a limitation when defining the universe in line where the Starting Universe can only be a P123 predefined universes. Every example I have uses a P123 predefined universe, so it seems likely that it always worked this way. I’ll confirm that this is not a bug and that there was a technical reason for this with the developer when he returns from vacation.

For now, your options are:

  1. Dont define the universe in line. Meaning you just use Universe: USCAN and dont use Starting Universe.
    You would need to add your mktcap>=30… rule to that universe on the Universe page.

  2. Use a p123 universe as the Starting Universe and add all your rules from USCAN and also the mktcap>=30… rule to the Rules section in your script.

5

The developers confirmed that the Starting universe can only be a predefined P123 universe. It is the same limitation you would see on the website when you select the Starting Universe while creating a custom universe.

6

It is a big limitation for me. I would like to select all (incl. foreign) US and Polish stocks in one universe for data download. I need to create sperate downloads for different universe.

Suggested solutions:

  • allow to select multiple predefined universes from the dropdown list as a starting universe and remove duplicates,
  • allow to select universe with all possible stocks, and then filter out stocks in free form rule,
  • Or simply allow to have starting universe empty and define the universe in in free form rule.