Crypto Dynamic Universe - Data Availability Past 90 Days?

Based on the information provided in the extracts, it's not clear why your universe constituents would stop being logged for the last 3 months. The extracts do not indicate any limitations in the data source that would cause this issue.

However, it's worth noting that the data you're using is from the Binance Crypto Price dataset. If there's an issue with the data for the last 3 months, it might be a problem specific to this dataset.

Here's a snippet of your code for adding a universe of Cryptocurrencies:

def Initialize(self) -> None:
    self.UniverseSettings.Asynchronous = True
    self.SetBrokerageModel(BrokerageName.Binance, AccountType.Cash)
    self.AddUniverse(CryptoCoarseFundamentalUniverse(Market.Binance, self.UniverseSettings, self.universe_filter))

def universe_filter(self, crypto_coarse: List[CryptoCoarseFundamental]) -> List[Symbol]:
    filtered_crypto = [cf for cf in crypto_coarse if cf.VolumeInUsd is not None and cf.VolumeInUsd > 10000000]
    sorted_crypto = sorted(filtered_crypto, key=lambda x: x.VolumeInUsd if x.VolumeInUsd is not None else 0, reverse=True)
    return [cf.Symbol for cf in sorted_crypto[:5]]

If you're still having issues, I would recommend reaching out to the QuantConnect community or support for more specific help. They might be able to provide more insight into potential issues with the Binance Crypto Price dataset.

Fyi I have tried using alternative data sources such as the Coinbase Crypto price dataset, however the same issue presents

Based on the information provided in the extracts, it's not clear why your universe constituents would stop being logged for the last 3 months, even when using alternative data sources like the Coinbase Crypto Price dataset. The extracts do not indicate any limitations in the data source that would cause this issue.

Here's a snippet of code for adding a universe of Cryptocurrencies using the Coinbase Crypto Price dataset:

def Initialize(self) -> None:
    self.UniverseSettings.Asynchronous = True
    self.SetBrokerageModel(BrokerageName.Coinbase, AccountType.Cash)
    self.AddUniverse(CryptoCoarseFundamentalUniverse(Market.Coinbase, self.UniverseSettings, self.universe_filter))

def universe_filter(self, crypto_coarse: List[CryptoCoarseFundamental]) -> List[Symbol]:
    filtered_crypto = [cf for cf in crypto_coarse if cf.VolumeInUsd is not None and cf.VolumeInUsd > 10000000]
    sorted_crypto = sorted(filtered_crypto, key=lambda x: x.VolumeInUsd if x.VolumeInUsd is not None else 0, reverse=True)
    return [cf.Symbol for cf in sorted_crypto[:5]]

If you're still having issues, I would recommend reaching out to the QuantConnect community or support for more specific help. They might be able to provide more insight into potential issues with the Coinbase Crypto Price dataset.

I look to be having a similar issue. I can change the date to something later than 12/10 and get the expected results. Apologize for any code formatting issues, the message box is covered by the page footer and the wysiwyg doesn't work geat.

class TradeAlgoFramework(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2024, 1, 1)
        self.SetEndDate(2024, 1, 20)
        self.SetCash(10000)

        # Universe
        self.UniverseSettings.Resolution = Resolution.Minute
        self.AddUniverse(self.FundamentalFilterFn)

        # Alpha
        self.AddAlpha(ORBAlphaModel())

        # Portfolio
        self.SetPortfolioConstruction(EqualWeightingPortfolioConstructionModel())

        # No risk management
        self.SetRiskManagement(NullRiskManagementModel())

        # Immediate execution
        self.SetExecution(ImmediateExecutionModel())
       
    def FundamentalFilterFn(self, fundamental: List[Fundamental]) -> List[Symbol]:
        filtered = [f for f in fundamental if f.Price < 22 and f.Price > 5 and f.DollarVolume > 1e7]

        self.Debug("SD:" + str(self.StartDate)) # Prints: 2023-12-10 00:00:00
        self.Debug("ED:" + str(self.EndDate)) 	# Prints: 2023-12-10 23:59:59.999999
        self.Debug("T: " + str(self.Time)) 	  	# Prints: 2023-12-10 00:00:00

Hey JuicyMoosey and Nick 

I ran both of your codes and was not able to reproduce the behavior you are facing with.
1) Code by JuicyMoosey 
Reference backtest

I'm getting values for the march month too.

2) Code by Nick 
Reference backtest

Let me know if you are still facing issues with data or if I'm understanding your problems differently.
Happy to help.

Cheers,
Ashutosh

Hey Ashutosh, thanks for the response. I cloned your algorithm and do not get the same results. I have a Researcher plan, are there any date limitations with account plans?