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Is there a limit on the number of equities to be added for a model?

I would like to add about 3k equities (basically the majority listed on S&P).

As far as I know, I have to add the equities one by one, using QCAlgorithm.addEquity (correct me please if I am wrong).

I wonder if adding 3k equities would have serious negative impact on running my model.

Thank you.

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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.


I believe each added asset takes up about 5 Mb of memory, and accounts range from 2-8 Gb of memory. There's no need to add each one manually, take a look over Universes.

Are you planning on actively trading all 3k equities in the algorithm, or simply to do some type of analysis on them before filtering it down? 

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I am trying to find signal accross all 3k equities, so yes, I would like to be potentially trade any of 3k equities.

Though the actual trading is likely to happen only for a few equities per day.

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Also the usage of the Universe makes sense at high level but it would be helpful to have such example. 

To be specific, if I set up the universe, where can I find the list of followed symbols or a DataFrame in onData function? 

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Check out the Liquid Value Stocks Boot Camp here: it covers your precise question with guided example =)

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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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