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Subscription to securities

Hi.   Hope all well.    Can someone please point me in the direction of a discussion on subscribing to equities and how this differs from the universe approach.

I am working with an exampe algo and in the Alpha the code subscribes and unsubscribes to equities that have been either removed or added.

Just trying to figure out how this all works.

My working assumption is that (under Frame work approach)

a) I can manually subscribe to an equity.  Data for this equity will then be passed to my Alpha. I can then manually unsubscribe.      items in my 'universe' i.e. subscribed equities will kept in the securities object.

b)  I can use a universe filter.   Coarse/Fine.   Anything coming out of here is kept in the securities object.   Any added or removed (changes) are passed to the Alpha along with any updates.     I presume these are subscribed to items so can unsubcribe manually if desired 

Generally, bit confused on the broader architecture re the Framework and how data is passed around - documentation not providing a super clear answer - might be there but scattered.  Have similar issues for how insights are handled.

If anyone could spend 5 mins to give very high level explanation would be really appreciated!

 

Cheers

 

 

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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.


Hi Craig,

Your understandings are correct. Manual subscription by `AddEquity()` and universe selection have similar functionality - both are used to add/remove your assets. However, universe selection offers a systematic approach to select assets you'd like to trade by some predetermined formula. This helps to avoid selection bias in your strategy. Here and here are useful documentation sections you may want to check out.

Regarding 'insights,' you may find this page handy.

Please let me know if you have any further questions.

Xin

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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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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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