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I would like to use the REST API to implement a stock scanner with custom criteria. For example, a scanner for BiggestPercentGain would return a list of stock symbol, percentageGain, high, low, open, close. I'd also like to backtest a scanner, for example, run a scanner on a supplied day from the historical data. Is that possible? Can anyone point me to some sample or documentation?
Thanks, John
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Welcome @John! Although it might be possible this would be abusing QC a little. I don't think it would run in a timely manner if you're backtesting hundreds of symbols with minute resolution.

For this particular behavior (filtering, universe selection) I'd recommend waiting. We'll soon implement a properly designed universe selection tool which will handle this for you using daily data which would be 100x faster.
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Thanks Jared. I wasn't clear enough, but I meant to use daily data.

Any idea when you might have a selection tool? Do you have plans to allow it to select on a specified day in the past?
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Hey John, its planned after optimization. I can't be 100% on timeline at the moment - but it would work by setting the universe criteria and then data for the specific day would be passed into strategy. Your algorithm date range is specified in the initialize.
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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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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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