I am trying to create a Universe with certain restraints, and I only want equities. This code keeps returning SPY and QQQ, which are funds. What would I add to this code to go about this?
AddUniverse(coarse =>
{
return (from cf in coarse
where cf.Price > 10 && cf.Volume > 1000000
orderby cf.Volume descending
select cf.Symbol).Take(Count);
});
Daniel Chen
Hi Saurabh,
Thank you for your question. Actually, this question can be solved if you add one more restriction in your coarse filter function, that is,
where cf.HasFundamentalData && cf.Price > 10 && cf.Volume > 1000000
By adding this, QQQ and SPY will not be in your filtered equities, since ETFs don’t have fundamental data. Therefore, you can get the equities you want.
Hope this helps!
Saurabh Maheshwari
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