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How to specify the time period (say last 7 days) of data used in AddUniverse coarse function? Fundamentally, what time period of backdates are used by AddUniverse? I did not understand this.
Any example in C# is much appreciated.
Thanks & Regards,
Aditya.
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Ok! I think I got some better understanding now, after going through the Universe documentation in QuantConnect. As I understand it, the Universe is refreshed every day. If I have to use indicators from post history to select the symbols in the Universe, the best way I see currently is to use History method during the selection of indicator data.
Hi Aditya,
Thank you for your question, you’re right about both refresh time and using indicators to use in universe selection.
The Universe Selection runs before market opens every day as you stated. but you can change the resolution of the subscribed data by modifying the parameter UniverseSettings.Resolution. (e.g. daily data comes in universe selection if you set UniverseSettings.Resolution = Resolution.Daily) For more information, please visit here.
Moreover, you are right about using historical data in the universe. All you need to do is simply using the History function after setting the parameters you want. You will find this page very helpful.
Hope it helps!
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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