Live Trading Universe Selection

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Hey folks, I've been reading through Live Trading Document and found

https://www.quantconnect.com/docs/live-trading/universe-selection

Saying that universe selection only happens after the market hours.

What is the case if the algorithm were to use ScheduledUniverseSelectionModel during the market hour (say 3:30pm est) to get new universe that day? Would there be discrepency between backtest and live trading in this case? 

Update Backtest







 
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Hi Jay,

The after hours universe selection would only apply to universes that use Coarse/Fine data.

Best,
Shile Wen 

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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





0

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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