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IB Paper trading mentioned Universe is not available

Hello,

As per QC documentation 

"Universe selection is not supported by the Interactive Brokers Brokerage data feed at this time."

My initialize code is like this - 

 

def Initialize(self):
self.SetStartDate(2008, 1, 1)
self.SetEndDate(2010, 1, 1)
self.SetCash(10000)
self.UniverseSettings.Resolution = Resolution.Daily
self.SetWarmUp(60)
self.Settings.RebalancePortfolioOnSecurityChanges = True
self.AddUniverse(self.CoarseSelectionFilter, self.FineSelectionFilter)
# self.SetExecution(ImmediateExecutionModel())
# self.SetPortfolioConstruction( EqualWeightingPortfolioConstructionModel() )
self.numberOfSymbolsCoarse = 2000
self.numberOfSymbolsFine = 1000
self.current = self.Time
self.lastMonth = -1

So will AddUniverse work with IB trading? 

Update Backtest







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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.


The data feed selection is not related to the code above. It is in the live deployment wizard when you go live trading.

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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.


Update Backtest





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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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