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Is it possible to get access to a security without having to do something like AddEquity()? The reason why would be to avoid having data pumped into OnData.
Also, how would I remove a security if I added it with AddEquity()?
Thanks :)
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Derek Melchin
Hi Stinus,
If the intention is to get price data without it being pumped into OnData, we can use the History method in the backtester to get historical data. However, we can't purchase a security that we haven't subscribed to.
When backtesting, we can remove a data subscription with RemoveSecurity once it's been added with AddEquity. Depending on the use case, it may be easier to manage the security data subscriptions using a universe selection model. If you provide a more detailed explanation of the algorithm, we can offer clearer advice.
Best,
Derek Melchin
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.
Stinus Hojensbo
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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