How to get every stock in research

Hi Tim,

You don't need to request price history at all for this — the daily universe-selection data already contains every US Equity trading on each day, point-in-time. Add a Fundamental universe whose filter returns every symbol, then request the universe history and keep only the symbols, sweeping the date range in chunks so only one chunk of universe data is in memory at a time:

qb = QuantBook()
universe = qb.add_universe(lambda fundamentals: [f.symbol for f in fundamentals])

symbols = set()
start, end = datetime(2020, 1, 1), datetime(2026, 7, 1)
step = timedelta(days=30)
current = start
while current < end:
    chunk = qb.universe_history(universe, current, min(current + step, end), flatten=True)
    symbols.update(chunk.index.get_level_values('symbol'))
    current += step

print(len(symbols))

Because each daily snapshot is point-in-time, sweeping a date range picks up every stock that traded during it — including ones that were delisted along the way. Widen the range (data goes back to 1998) to cover more of the delisted universe, or use a single recent day if you only want what is currently listed.

Two details worth knowing: each Symbol object embeds the security identifier (e.g. AAPL R735QTJ8XC9X), which stays stable across ticker renames, while symbol.value is the ticker as of that date. And the out-of-memory errors you hit come from holding price history for thousands of stocks at once — the snippet above never requests price data, so memory stays flat.

Docs reference: Research Environment > Universes > Get Universe Data.