Equity

Liquidity Universes

Introduction

A liquidity universe lets you select a set of stocks with the greatest dollar volume in the market.

Create Universes

To add a dollar volume universe, call the Universe.DollarVolume.Topuniverse.dollar_volume.top helper method and pass the result to the AddUniverseadd_universe method.

// Add the 50 stocks with the highest dollar volume
UniverseSettings.Asynchronous = true;
AddUniverse(Universe.DollarVolume.Top(50));
# Add the 50 stocks with the highest dollar volume
self.universe_settings.asynchronous = True
self.add_universe(self.universe.dollar_volume.top(50))

Selection Frequency

Equity universes run on a daily basis by default. To adjust the selection schedule, see Schedule.

Examples

Demonstration Algorithms
UniverseSelectionDefinitionsAlgorithm.py Python UniverseSelectionDefinitionsAlgorithm.cs C#

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