Contents

Universe Selection in Live Trading

Live Trading

Universe Selection

Universe Selection in Live Trading

Universe selection occurs roughly 10-12 hours after the market stops trading for the day at 04:00 - 07:00 EST Tuesday, Wednesday, Thursday, Friday, and Saturday. Once the market completely closes (21:00 EST), we process all the ticks into trade bars and universe data for the live environment.

Universe selection happens immediately when you deploy your algorithm. If you deploy before 07:00 EST, it will likely happens twice before market open. The first when the algorithm is deployed and another when new data arrives. This is identical behaviour to backtesting; however, as time is compressed in backtesting, you may not realize that the universe selection happens in the early morning hours.

You can also see our Tutorials and Videos. You can also get in touch with us via Chat.

Did you find this page helpful?

Contribute to the documentation: