Hi to all the community. I have just started with QuantConnect after being on Quantopian many years ago. I am adapting my algorithm and have tried not to ask for help but I believe I am now at the point where I need some help as I can't figure this one out from the documentation.

I am trying to get my head around Universes, because this is done quite differently to how it was done on Quantopian. I have done a simple example of using the coarse universe selection to get the 100 stocks with the highest dollar volume. If I do this without the fine universe selection I end up with 100 stocks in my “on data” call. However, if I also use a fine universe selection, even though this fine selection does not filter out any stocks, I only end up with about 70 stocks in my “on data” call. I am wondering what is happening behind the scenes to mean that my fine universe selection method is only receiving 70 of the stocks from the 100 in the coarse selection? Thank you very much

P.S. the reason I want to use the fine selection as well, even though it does nothing yet, is that I want to use it to get and store fundamental data for later use in the algorithm - if anyone knows a less “hacky” way of getting fundamental data I am all ears!