Ticker all
From 2019-05-09 00:00:00
To 2019-05-09 00:00:00
Security Type Equity
Market USA
Resolution Coarse Fundamental
Status Resolved

Coarse Fundamental selection appears to not work on May 9th, 2019 when back-testing. Other dates seem to work.

Here's the function I use:

public IEnumerable<Symbol> CoarseSelectionFunction(IEnumerable<CoarseFundamental> coarse)
{
var sortedByDollarVolume = coarse
.Where(x => x.HasFundamentalData)
.OrderBy(x => x.Price)
.ThenByDescending(x => x.DollarVolume)
.ThenByDescending(x => x.Volume);

var top = sortedByDollarVolume.Take(200);

this.Log("CoarseSelectionFunction symbols:");
string symbols = "";
foreach (var fundamentalItem in top) {
symbols += fundamentalItem.Symbol + " ";
}
this.Log(symbols);

return top.Select(x => x.Symbol);
}

This will print 0 symbols for the 9th for some reason.