I'm new here and just dicovered Quant Connect, it looks promising.

Immediately I have a question though: I'm used to run backtests on all stocks and it seems I have to add each stock manually. Is there a way to run a backtest on many stocks at once? I'd like to receive, for example, minute bars for all active stocks between 1/1/2010 and 12/31/2010. So each "OnTradeBar" dictionary should have about 6000-8000 items in it if I request just NYSE and NASDAQ stocks. How would I do this in the "Initialize" method and is this even possible with QuantConnect?