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How to run a strategy on all equities available (versus specifying individual stock symbols)?

How can I run an algo across all equities instead of only testing it on individual ones? Do I have to add all IDs of each individual stock or is there a (ALL) variable which tests my algo on all stocks available (limiting for market cap)? I would be interested in testing for minute level data for the 1500 largest companies by market cap for the last 6 - 10 years.
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Hey @Maximilian von Wallenberg -- Its on the to-do list but at the moment its best to just request 500 you might use and filter down from there.

We're rolling out a few massive upgrades at the moment but we'll send out an email blast when its done :)
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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