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I'd like to get data every minute in the OnData() method.
I already figured out if I do
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self.UniverseSettings.Resolution = Resolution.Minuteit gives me minute data in OnData().
But, what I really want, is Daily universe selection and Minute OnData().
Is this possible?
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Louis Szeto
Hi Red Ghost
Since coarse and fine universe data is updated daily, there would be no intraday updates. Thus, there is no further action needed for your purpose.
Best
Louis Szeto
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.
Red Ghost
Hi @louis-szeto_1 thanks for the answer.
So if I do
I find OnData() gets called every minute.
But are you saying the universe stays exactly the same till the next day?
Varad Kabade
Hi Red Ghost,
Yes, you are correct.
The above setting sets the resolution of the securities selected by the UniverseSelection model to Minute.
Best,
Varad Kabade
Red Ghost
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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