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Handle invalid tickers provided by the API #3

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Merged
DerekMelchin merged 1 commit into from
Mar 30, 2026
Merged

Handle invalid tickers provided by the API #3

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11 changes: 11 additions & 0 deletions DataProcessing/QuiverCNBCDataDownloader.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,7 @@
using System.Globalization;
using System.IO;
using System.Linq;
using System.Text.RegularExpressions;
using Newtonsoft.Json;
using QuantConnect.Data.Auxiliary;
using QuantConnect.DataSource;
Expand Down Expand Up @@ -99,6 +100,16 @@ public bool Run(DateTime processDate)
}

ticker = ticker.Split(':').Last().Replace("\"", string.Empty).ToUpperInvariant().Trim();
// Strip characters not allowed in tickers (only letters, digits, and mid-string dots are valid)
ticker = Regex.Replace(ticker, @"[^A-Z0-9.]", string.Empty);
ticker = ticker.Trim('.');

// Validate: must be non-empty, only letters/digits/dots, dot not at start or end
if (!Regex.IsMatch(ticker, @"^[A-Z0-9][A-Z0-9.]*[A-Z0-9]$") && !Regex.IsMatch(ticker, @"^[A-Z0-9]$"))
{
Log.Trace($"QuiverCNBCDataDownloader.Run(): Skipping invalid ticker '{ticker}' on {processDate:yyyyMMdd}");
continue;
}

if (!cnbcByTicker.TryGetValue(ticker, out var _))
{
Expand Down
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