Universe Selection

// Run universe selection asynchronously to speed up your algorithm. 
// This setting means you cannot rely on the method or algorithm state between filter calls.
UniverseSettings.Asynchronous = true;
// Add a universe of E-mini S&P 500 Futures contracts.
AddUniverseSelection(
    new FutureUniverseSelectionModel(
        // Refresh the universe daily.
        TimeSpan.FromDays(1), 
        _ => new List<Symbol> {{ QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME) }}
    )
);

from Selection.FutureUniverseSelectionModel import FutureUniverseSelectionModel
# Run universe selection asynchronously to speed up your algorithm. 
# This setting means you cannot rely on the method or algorithm state between filter calls.
self.universe_settings.asynchronous = True
# Add a universe of E-mini S&P 500 Futures contracts.
self.add_universe_selection(
    FutureUniverseSelectionModel(
        # Refresh the universe daily.
        timedelta(1), 
        lambda _: [Symbol.create(Futures.Indices.SP500E_MINI, SecurityType.FUTURE, Market.CME)]
    )
)

// In the Initialize method, add the FutureUniverseSelectionModel with a custom selection function.
public override void Initialize()
{
    AddUniverseSelection(
        new FutureUniverseSelectionModel(TimeSpan.FromDays(1), SelectFutureChainSymbols)
    );
}

private static IEnumerable<Symbol> SelectFutureChainSymbols(DateTime utcTime)
{
    // Add E-mini S&P 500 and Gold Futures to the universe.
    return new[] {
        QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME),
        QuantConnect.Symbol.Create(Futures.Metals.Gold, SecurityType.Future, Market.COMEX)
    };
}

from Selection.FutureUniverseSelectionModel import FutureUniverseSelectionModel

# In the initialize method, add the FutureUniverseSelectionModel with a custom selection function.
def initialize(self) -> None:
    self.set_universe_selection(
        FutureUniverseSelectionModel(timedelta(days=1), self.select_future_chain_symbols)
    )

def select_future_chain_symbols(self, utc_time: datetime) -> list[Symbol]:
    # Add E-mini S&P 500 and Gold Futures to the universe.
    return [ 
        Symbol.create(Futures.Indices.SP500E_MINI, SecurityType.FUTURE, Market.CME),
        Symbol.create(Futures.Metals.GOLD, SecurityType.FUTURE, Market.COMEX)
    ]

// In the Initialize method, define the universe settings and add data.
UniverseSettings.Asynchronous = true;
AddUniverseSelection(new FrontMonthFutureUniverseSelectionModel());

// Outside of the algorithm class, define the universe selection model.
class FrontMonthFutureUniverseSelectionModel : FutureUniverseSelectionModel
{
    public FrontMonthFutureUniverseSelectionModel()
        // Refresh the universe daily.
        : base(TimeSpan.FromDays(1), SelectFutureChainSymbols) {}

    private static IEnumerable<Symbol> SelectFutureChainSymbols(DateTime utcTime)
    {
        // Add E-mini S&P 500 and Gold Futures to the universe.
        return new List<Symbol> {
            QuantConnect.Symbol.Create(Futures.Indices.SP500EMini, SecurityType.Future, Market.CME),
            QuantConnect.Symbol.Create(Futures.Metals.Gold, SecurityType.Future, Market.COMEX)
        };
    }

    protected override FutureFilterUniverse Filter(FutureFilterUniverse filter)
    {
        // Select the front month contracts.
        return filter.FrontMonth();
    }
}

# In the initialize method, define the universe settings and add data.
self.universe_settings.asynchronous = True
self.add_universe_selection(FrontMonthFutureUniverseSelectionModel())

# Outside of the algorithm class, define the universe selection model.
class FrontMonthFutureUniverseSelectionModel(FutureUniverseSelectionModel):
    def __init__(self) -> None:
        # Refresh the universe daily.
        super().__init__(timedelta(1), self.select_future_chain_symbols)

    def select_future_chain_symbols(self, utc_time: datetime) -> list[Symbol]:
        # Add E-mini S&P 500 and Gold Futures to the universe.
        return [ 
            Symbol.create(Futures.Indices.SP500E_MINI, SecurityType.FUTURE, Market.CME),
            Symbol.create(Futures.Metals.GOLD, SecurityType.FUTURE, Market.COMEX) 
        ]

    def filter(self, filter: FutureFilterUniverse) -> FutureFilterUniverse:
        # Select the front month contracts.
        return filter.front_month()