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Once added universes are stored in the IDictionary<string, Universe> UniverseManager.
We can loop through the dictionary entries to find which symbols are part of a given universe:

Thanks Alexandre, I figured out it was a dictionary, but had no idea it's variable name was UniverseManager. It really helped.

Tayler

Hi Alexandre, I'm still having trouble figuring this out. I need a list of symbols (from the universe) that I can iterate through in the onData method. When I try the code you posted above, I can't quit get a list I can iterate through.

@Taylor Just add in a foreach on the symbols and it will work. Attached is a backtest that loops through all the symbols and prints them out.

Thank you. That code works great but for some reason, if I put the foreach statement in my code, it won't work at all. There must be something wrong with my code.

I found the error. I had an extra } in my code. Sorry to waste your time.

One more question. Is there any reason I shouldn't leave out the foreach like this?

It has the same outcome in this situation.

In theory UniverseManager can have several universes.
How do you know that the universe you want the symbols from are at index 0?
In the particular case, there is only two universes: UserDefinedUniverse and Coarse Fundamental Universe, so you could leave the foreach in that form.

PS: Sending all those debug messages will be extremely slow. You might want to concatenate them to a line and log:

// untested! :D
var symbolString = string.Join(",", symbols.select(x => x.ToString())); 
Log(symbolString);

Thanks Alexandre, that makes sense.

Now I have another problem. When I try to add a warm up period, it completely skips the warm up and says "finished warming up" before printing the symbols. Any suggestions?

Sorry we do not perform universe selection during warm up. For this you'll have to set your start date a little earlier.

If I set my start date a little earlier in a live algorthm, I would have to wait that long for it to start. That seems pretty inefficient.

I figured out a solution. I first created a list of symbols from the universe within the initialize() method. Then I used that list in the warmup instead.

Nevermind. It still has problems.

In the warm up, I have to run each symbol through a function that gets history and uses it.

Is there a way to convert each symbol from the universe to a string class instead of a Symbol class?

Symbol and string are implicitly converted into each other:

// In Initialize
var symbol = AddEquity("SPY").Symbol

H1 = History("SPY", 10);
H2 = History(symbol, 10);
// H1 and H2 have the same values

Log(symbol.Value); // prints SPY

So how exactly does AddEquity() work? I am having trouble making trades in specific stocks by themselves, such as AAPL. But if I add SPY and then AAPL, AAPL will work.

AddEquity creates a Security object and subcribes to data updates. In the process of creating a Security, a Symbol object is also created, it is added to a cache so that we can use either the Symbol object or the string (implicit conversion) in all the methods that required a Symbol object as input.
Please add a concrete example of the trouble you are having. Let's make it work!

Hi 

How about python? Is there a equivalent for "userdefineduniverse" for python? Or is there a "finefiltereduniverse forpython"?

I may have this figured out. When AddUniverse(CoarseSelectionFunction,FineSelectionFunction is called in Initialization(). the two filter functions are registered, but the universe is NOT created immediately. The universe management data structure is populated later execution exits Initialization(). As a result, you cannot access universe.Members.Keys in Initialization().

The following shows a work around. They are pieces of my code with editing.  (I have less than a month experience with C# and Quantconnect, so excuse me if something does not look normal);

public override void Initialize()
{

        //code removed

        AddUniverse(CoarseSelectionFunction, FineSelectionFunction);

}

public void InitializationPart2()

        {
 
            // Use UniverseManager to find symbols from the Universe Selection
            foreach (var universe in UniverseManager.Values)
            {
                if (universe is UserDefinedUniverse)
                {
                    continue;
                }
                 
                List<Symbol> symbols = new List<Symbol> (universe.Members.Keys);
                 
                Debug(string.Join(", ",symbols.Select(x => x.Value.ToString())));
                 
                foreach (Symbol symbol in symbols)
                {
                    //code removed
                    Debug(symbol.Value);
                    /code removed
                }
 
            }

    }

   
        bool firstTimeCallOnData=true;
        public void OnData(TradeBars data)
        {
    
            if (firstTimeCallOnData) InitializationPart2();
            firstTimeCallOnData=false;

         }

The above work around does work

100% correct wu zheng! Nice work!