Hello Everyone,
I want to do either
1. Run universe selection on the same day where the algorithm will be called "not the previous day" -> Get the Top Gainers and run my algorithm minute by minute on those Top Gainers
2. Run universe selection continuously during the day, "with onData" so I can detect stocks that are raising during the trading session "Similar to what you can do with InteractiveBrokers MarketScanner API"?
Are any of those two options doable with QuantConnect?
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Hi Emma R ,
It is not possible to run universe selection "continuously" because we don't take "market snapshots" with that frequency, for instance, Coarse Universe is a built-in universe (market snapshot) that is generated only once per day after the market is closed.
If the objective is to detect stock that are rising, we can simply subscribe to a large universe and keep track of prices changes in OnData (or any other method, since the information can be found in Securities object).
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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