I noticed in the docs (https://www.quantconnect.com/data#fundamentals/usa/morningstar) that "Fundamental data is currently only supported in backtesting".

I'm migrating from Quantopian and want to create a sector neutral strategy of only large cap common stock. I have used the morningstar fields for 'sector', 'market cap' and 'share class' to filter for these equities. Is there a way to do this in live trading with Quantconnect?