Share New Research 
for example, PINS came out today. Does Quantconnect data source will give price once it becomes tradable for the public?
I found that the Data Manager usually does not have new stock price data.
Any help is appreciated.
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Michael Manus
yep
heard they need one day till they get the new data from their vendor.
QQQ VVV
Michael Manus Thanks. Can I directly use Securities[symbol].Price to get the data? Or I need to use something like TradeBars? (tbh, I am still confused about TradeBars, etc...)
Link Liang
Hi QQQ,
We have new securities price data, but we don’t have an IPO event stream. And our Data Explorer is a couple of days behind, since we need to upload the data at the end of the day.
The way to get price is depend on your resolution setting and trading strategy. For tick-level resolution, we offer LastPrice and Quantity properties. If it is a quote tick, it also contains non-zero BidPrice, BidSize, AskPrice, AskSize properties.
TradeBars and QuoteBars are data for a period of time depend on your resolution (second, minute, hour, daily). For TradeBars we offer Open, High, Low, Close and Volume properties. Securities[symbol].Price will give you Close price of that period of time, which is equivalent to Securities[symbol].Close. I’ve built a simple backtest logging all properties of TradeBar.
For more information regarding TradeBar, QuoteBar and handling data in general, you could find more information here.
Hope it helps!
QQQ VVV
Link Liang thanks. this helps. another follow-up questions i have is with this line of codes:
self.SetUniverseSelection( ManualUniverseSelectionModel(symbols) )i tried to backtest without this line and it seemed to work as well. so i was wondering the use of this line? does this make the live trading data feeding/processing more efficient as it seems to limit the stocks in the universe? Thanks!
Link Liang
Hi QQQ,
You are right, adding each equity by symbol using Manual Universe Selection Model is equivalent to adding them by each ticker with AddEquity(). I apology for being redundant in previous backtest. Commenting out line 7 or line 8&9 would both work as expected.
However, we recommand to use Universe Selection Model because it is an important part of our algorithm framework. It will be very helpful for implementing more complicated strategies. For more information about universe selection please check here.
Hope it helps!
QQQ VVV
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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