Schedule an Event minutely when universe is set to daily

Scheduling is not tied to Universe selection in anyway. The universe selection happens on a day change (i.e. midnight when possible) -- if there's actions you'd like to happen at 9.35 you're probably best to save those actions to some variable, and then look at that variable when the scheduler fires. Please share an algorithm for more assistance :)

Yup! Thanks Jared. Attached is the algo; its the example Coarse Universe selection algo from LEAN. In this all I'm doing is trying to write "Hello" at 9:35am. The result is that its being fired at 0:00:00. Here's a copy of the log it generates: 2014-01-01 00:00:00 Launching analysis for 2464f89382bf594e9a97afa858629828 with LEAN Engine v2.2.0.1.173 2014-01-02 00:00:00 Hello 2014-01-03 00:00:00 Hello 2014-01-04 00:00:00 Hello 2014-01-04 00:00:00 Algorithm Id:(2464f89382bf594e9a97afa858629828) completed in 0.36 seconds at 39k data points per second. Processing total of 13,923 data points. 2014-01-04 00:00:00 Your log was successfully created and can be downloaded from: http://data.quantconnect.com/backtests/17357/213436/2464f89382bf594e9a97afa858629828-log.txt

Hey Stephen, the UniverseSettings.Resolution property is used to set the data resolution for subscriptions added via the universe. Coarse fundamental selection will always happen on day changes. In LEAN backtesting, data is the main driver of the concept of time, so since you only have daily data flowing throw the system, your event is being time stamped on the day change. If you set UniverseSettings.Resolution = Resolution.Minute then you'll get minute data and your event will fire when expected.

Thanks Michael! I was initially afraid to set it to minute because I thought it might be tied to the coarse universe rotation, and thus put undue burden on your cloud. Appreciate the time, both of you, and sorry for blowing up your email. :-P Gonna post my mistakes on here so hopefully nobody else has the same ones.

From logging it seems that universe selection happens at 4 PM(end of market) everyday. Then I can't get selected universe at 9:30 AM on the first day of my backtest so I can't do anything from the selected universe in the first day of backtest. One day being passed with doing nothing. How can I get selected universe for the first day of backtesting at 9:30 AM?

Hi Bill,

Currently, since the universe selection is based on EOD data, the selected universe is not available until one day after the start date. However, our team is working to change this so that you will be able to get selected universe on the first day of backtesting based on data from the previous day. Once this is implemented, make sure you set Resolution to Minute, and you should get the selected universe at 9:30 AM on the first day of backtesting. 

Hope this helps!