Hey guys, looking for some insight/direction on the best way to handle universe/stock selection intraday. 

Basically, we have a number of strategies that select stocks to trade based on their behavior during pre-market/market open. For example, small cap stocks that increase 40% from market open might be canidates for an intraday mean reversion trade, but we don't know that ahead of time and so a daily UniverseSelection doesn't make sense. 

We're currently managing this using Trade-Ideas to instruct our algos (running on an in-house platform) of which stocks they should subscribe to and start monitoring real-time price action for (using polygon.io as a price data provider). The algos will then use that real-time steam to make trade decisions based on pre-defined rules and apply our strategy logic.

Am I thinking about this the wrong way with regard to QuantConnect? Maybe UniverseSelection doesn't make sense in this context, and should be ignored? My current hunch is that we should create a custom data feed for Trade-Ideas and use that data/those signals to generate a universe manually or simply add the securities on an ad-hoc basis using AddStrategy. 

Any thoughts/feedback is much appreciated; thanks guys!

Author