I'm new to QuantConnect. I'm confused about the Coarse Filter Resolution. I was under the impression that if I select minute resolution in Universe Settings, the data would be pumped into the coarse fitler function every minute. However, it seems like I always get daily data. 

Here is what I'm trying to do in coarse filter: 

- check minute by minute whether a stock has hit a 5% return intraday

- check if the the current aggerate minute volume (I know I have to add up min volumes) has surpassed the average daily volume

Then return the stocks that meet these criteria. 

However, since I only get the daily data in coarse filter function, I can't check the conditions above. 

Really appriciate any help on this!