Hi, 

I want to chain two universes, in this case an ETF universe for SPY and an option universe for SPY. What I want is to buy SPY options to protect me from the losses of the SPY constituents, I prefer to buy SPY options as buying options for each constituent would be very expensive. 

In the documentation I read:

You can combine ("chain") universes together to fetch fundamental and alternative data on a specific subset of assets. Universes filter input data and return Symbol objects. The only requirement is that Symbol objects the filter returns are a subset of the input data. The source of the Symbol objects is unrestricted, so you can feed the output of one universe into another.

 

I tried to chain my two universes but I just get orders for the options.. This must be because its a different subset of assets. Is there any other way to chain this two universes? 

 

Thanks in advance for the help.