I am using the algorithm framework, and specifically a coarse universe selection model to select the securities.
I am not interested in getting fundamentals data, but if I don't filter out the securities using HasFundamentalsData I get weird instruments that make the results of the backtests useless.
For example, I've found out that the instrument ZXZZT:US, included in the unfiltered coarse universe, is a test instrument used on NASDAQ (seeĀ https://www.bloomberg.com/quote/ZXZZT:US ).
How do I filter out such "fake" instruments without relying on HasFundamentalsData?
(Note: I explicitly want to avoid using HasFundamentalsData as this will cause the live algorithm to be updated with data once a day, which is an annoying limitation considering I am not using fundamentals in the algorithm)