hi there !

I had an error in an algo (which basically took my 1 week to figure out .....) that was caused by the universe filter. Long story short, the filter pulled CBS's stock CBS.A. after that I was pulling the historical data and the data for CBS would not pull properly. Anyway, i recreated the error in the research env. and wanted to get your input on how I can #1 pull the data for CBS and #2 filter stocks to get the top 1500 us stocks, excluding ETFs ans all other weird/non stocks...

Here's the code I have:

Equities = ["AAPL", "FB", "AMZN", "NFLX", "GOOG", "CBS.A"]

for Symbol in Equities:
qb.AddEquity(Symbol)

qb.SetStartDate(2018,5,1)

h1 = qb.History(qb.Securities.Keys, 5, Resolution.Daily)

print(h1)

As you will see, it returns this, and no CBS data

open high low close \
symbol time
AAPL 2018-04-25 164.456848 165.112015 160.049361 161.746839
2018-04-26 161.508597 164.208679 161.210794 162.620395
2018-04-27 162.918198 164.516409 162.173691 163.017466
2018-04-28 162.799077 163.126661 159.453755 161.141306
2018-05-01 160.922917 166.030242 160.654894 164.049851
NFLX 2018-04-25 319.400000 320.240000 302.330000 307.020000
2018-04-26 306.370000 309.950000 292.600000 305.840000
2018-04-27 310.290000 316.630000 305.710000 314.090000
2018-04-28 317.290000 317.430000 306.500000 311.770000
2018-05-01 311.490000 317.900000 310.160000 312.460000
AMZN 2018-04-25 1534.990000 1539.790000 1448.430000 1460.080000
2018-04-26 1458.000000 1469.990000 1415.020000 1461.780000
2018-04-27 1485.010000 1529.320000 1478.500000 1519.280000
2018-04-28 1634.800000 1638.110000 1567.330000 1572.600000
2018-05-01 1582.500000 1596.180000 1560.940000 1566.130000
GOOG 2018-04-25 1052.400000 1057.000000 1010.500000 1019.970000
2018-04-26 1026.000000 1032.610000 1015.200000 1021.460000
2018-04-27 1030.530000 1047.990000 1018.190000 1039.850000
2018-04-28 1045.420000 1049.530000 1025.520000 1029.970000
2018-05-01 1031.280000 1037.120000 1016.700000 1017.620000
FB 2018-04-25 165.430000 166.100000 158.190000 159.690000
2018-04-26 160.130000 161.060000 156.190000 159.960000
2018-04-27 173.230000 176.270000 170.800000 174.230000
2018-04-28 176.810000 177.100000 172.600000 173.590000
2018-05-01 173.790000 175.720000 171.710000 172.020000

Want am I doing wrong ?

Thanks so much in advance !

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