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Is there a way to market order 1 share of available securities in a universe?
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Shile Wen
Hi Jason,
Sorry about the wait!To do this, we should create a coarse fundamental universe and return [c.Symbol for c in coarse] to get all available securities the universe, then in OnData we should keep iterating over ActiveSecurities and buy securities not owned. However, please note that adding all Symbols may lead to time out due to the amount of data, as explained here in our docs.This answer was given by private support and we are repeating it for community benefit.
Best,
Shile Wen
JASON LAMMERT
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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