In the Morningstar files which Quantopian loads each day, there are two fields
security_ID which are used to tie to the Quantopian SID. Morningstar provides secondary information to translate from these numbers to CUSIP. We internally first translate to CUSIP and then to the SID.
Morningstar data is a bit unique in that some of the data is company specific (eg number of employees, total revenue, income) while other data is security specific (eg price to book ratio, price earnings ratio, etc.). Depending on the type of data, Morningstar will provide either the
security_ID. If a
company_ID is specified, the data is broadcast to all CUSIPS before then tying to the SID.
Hope that helps.
May I inquire? What is your use case for asking?
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