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Pre Market Scanning

I know its been discussed in previous years but has there been an update to allow a universe to scan in pre market? Any updated info on this would be great!

Update Backtest







Hi Ben; sorry what do you mean by this?

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Thank you Jared, 

I have been trying to find a universe that will allow me to scan the market for high volume and gap ups in pre-market, after some struggling I found this forum which suggested that there was no solution as of then, I was wondering if there was a universe that I could use now that would work. 

https://www.quantconnect.com/forum/discussion/1031/algorithm-for-scanning-premarket-stocks-unusual-volume-and-volatility
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You can now. It's not easy though. 

You would use normal coarse universe selection, combined with the Security Initializer to make all universe additions pass through pre-market data. You wouldn't be interested in any of the market-hours information but the universe selection is performed around 6 am so its in-time most day for your premarket scans.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thank you, much appreciated.

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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