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BLUF: Is there any way to use the CoarseSelectionFuction to update the universe at minute intervals? I set the value as Resolution.Minute but seems to only receive daily updates.
So I am trying to write a filter function using the CoarseSelectionFunction. I set the resolution to Minute but seem to be only receiving daily updates to the universe. I am trying to make decisions on stocks at the 9:30 and 10:00 marks just built upon the simple attributes that the Coarse Universe provides (price, volume). Without these minute updates I am unable to make these decisions. Thanks for any help you can provide.
Alexandre Catarino
Coarse Universe selection data resolution is daily, meaning that there is no updates during the day.
When we set universe resolution to minute, UniverseSettings.Resolution = Resolution.Minute, we are saying that want minute-resolution data of the universe members.
If you want higher resolution updates, you need to create your own universe selection (see Custom Universe Selection) that will be evaluated more than once per day.
Justin Gallenstein
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