I'm looking for more details on how fetcher maps symbols to sids and specifically how it handles ticker changes.
I'm using the fetcher to grab roughly 10 years of external data. During the earlier part of the dataset, this includes data for both Washington Mutual and Waste Management. WaMu used the ticker WM until it was delisted. About a year after that, Waste Management began using the ticker, switching from WMI.
What's the best way to make sure this data is mapped correctly? Do I need to code day's data with the ticker from that point in time? If possible, I'd like to avoid managing a list of ticker changes (there are roughly 1,000 unique securities and 10 years of quarterly data in this dataset). Is there a way to use SID, rather than symbol, for problem tickers in CSV data?
And for the development team, do you all have plans to support ISINs, OpenFigi or something similar for mapping fetcher data?
Thanks in advance!