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Hi,
I was wondering if universe selection via coarse function (about 5000 assets available on quantconnect) would work with paper trading which has limitation on assets like 100, 500 etc.
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Gurumeher Sawhney
While there is no limit in backtesting, the limitation on assets in paper trading is 100. In order to change this limitation one can set:
self.Settings.DataSubscriptionLimit = 5000It is important to note that while this does increase the data subscription limit, deploying with IB will result in an issue. IB's data subscription limit is 100 unless one plans on buying booster packages,
Alexandre Catarino
Hi Sourabh Jain ,
Let me make Gurumeher's answer clear: there is no limit in backtesting and QuantConnect paper trading.
The 100 assets limit is set for IB real and paper trading because IB by default only includes 100 subscriptions in their data package.
Sourabh Jain
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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