NYSE vs Nasdaq universe

Here is an explanation and improved approach for Dharmesh's question about distinguishing NYSE and NASDAQ in QuantConnect:

# In QuantConnect, all US equities (regardless of whether they are listed on NYSE or NASDAQ)
# are grouped under Market.USA. The property 'Market' does NOT specify the primary exchange
# (such as NYSE or NASDAQ). Both the NYSE and NASDAQ stocks will have Securities[s].Market == "usa".

self.nyse_universe = [s for s in all_symbols if self.algorithm.securities[s].Market == "usa"]
self.nasdaq_universe = [s for s in all_symbols if self.algorithm.securities[s].Market == "usa"]

# The two universes above will include all US equities, so this does NOT distinguish NYSE from NASDAQ.

# To actually distinguish between NYSE and NASDAQ, you need an external mapping of symbols to exchanges.
# For example, you can maintain a dictionary like this:
external_exchange_map = {
    "IBM": "NYSE",
    "AAPL": "NASDAQ",
    # ...more mappings...
}

# Then, filter your universe:
self.nyse_universe = [s for s in all_symbols if external_exchange_map.get(s.value, "") == "NYSE"]
self.nasdaq_universe = [s for s in all_symbols if external_exchange_map.get(s.value, "") == "NASDAQ"]

# Summary:
# QuantConnect does NOT provide exchange-level filtering for US equities out of the box.
# You must use an external source or mapping to separate NYSE and NASDAQ symbols in your universe selection logic.

Key Points:

• Market.USA covers all US equities (NYSE, NASDAQ, etc.)—there is no exchange-level distinction using this property.
• To create NYSE- or NASDAQ-specific universes, you must use an external symbol-to-exchange mapping (such as a dictionary).
• This mapping can be sourced from files or APIs listing which symbols are listed on which exchange.

Let me know if you want a sample using a file-based mapping or more details!

Sources: US Equities - QuantConnect.com, US Equity Coarse Universe - QuantConnect.com, Security Identifiers - QuantConnect.com, Custom Data Universe Algorithm, Alternative Data Universes - QuantConnect.com