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? 

Author