Quantopian's fetch_csv()

Question

The description of an argument of Quantopian's fetch_csv() function is the following:

A well-formed http or https url pointing to a CSV file that has a header, a date column, and a symbol column (symbol column required to match data to securities).

How can my CSV possibly have BOTH a date column and a symbol column? In my CSV, (created using pandas.DataFrame's to_csv() function), the dates occupy a column, but the symbols constitute a row, and it is blatantly obvious that if the dates are in a column, the symbols cannot also be. Can anyone explain this to me? Thank you.

Answer 1

It might be allowing you to upload, via CSV, values for multiple dates and multiple securities, all in one go.

Think about how you would format the columns if you had 4 dates of values for stockA and 10 dates of values for stockB

Answer 2

for example:

your file:

#N/A,     SX5E
20170519, 3590
20170518, 3585
20170517, 3586
20170516, 3583
20170515, 3582

Now say we have SX5E and also N225 - they have different holidays, so you might (in your format) have something like this:

#N/A,     SX5E, N225
20170519, 3590, 19600
20170518, 3585, 19590
20170517, 3586, #N/A
20170516, 3583, 19596
20170515, 3582, 19589

the format they're asking for sounds more like this:

Date, Ticker, Value
20170519, SX5E, 3590
20170518, SX5E, 3585
20170517, SX5E, 3586
20170516, SX5E, 3583
20170515, SX5E, 3582
20170519, N225, 19600
20170518, N225, 19590
20170516, N225, 19596
20170515, N225, 19589