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Universe selection with sqldatareader

Is it possible to do a universe selection with a sqldatareader?

I looked in the code and saw files and rest are supported as subscription types.
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Hey Chris, maybe! The new universe selection logic isn't released on QuantConnect yet but it could probably work in LEAN. You'd need to specify your own Universe data source though.

The sqldatareader technique would not work on the website though. If you wanted to use a custom universe it would need to be achieved with a REST call.
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Ok.

I looked at the stock picker example, maybe I'll start with a simple text file first. This can be easily achieved by just dumping the tables as a csv file.

Right now I already have memory issues on my 1 GB server :) approaching 50 symbols :)
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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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