QuantConnect / QuantConnect/Lean

Implements CheckSum for CUSIP

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feature
Dominant language
C#
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Description

Expected Behavior

CUSIP has 9 digits with the 9th being the checksum.

Actual Behavior

We receive a 8-digit CUSIP from the data vendor.

Potential Solution

Implement the checksum. E.g.: https://dsri.github.io/cusip/

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by locating where CUSIP values from the data vendor are represented or normalized, then review the checksum reference linked in the issue. Done means an 8-digit CUSIP is handled with its checksum and focused tests cover the resulting 9-digit value.

Written by the indexing model from the issue text.

Assessment

Tech stack
csharp
Domain
data
Issue type
Feature
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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