How to filter universe on market cap

I had the same question. I calculated Market Cap in the following manner:
https://www.quantconnect.com/forum/discussion/6473/calculating-market-capitalization-in-finefundamentalfunction/p1

In your case, I think that you could do something like this in the FineSelectionFunction

For anyone reading this now, checkout Bootcamp "Sector Weighted Portfolio Construction: Selecting Universe by Sector" for how to filter by market cap

from QuantConnect.Data.UniverseSelection import *
from Selection.FundamentalUniverseSelectionModel import FundamentalUniverseSelectionModel

class SectorBalancedPortfolioConstruction(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2016, 12, 28)
self.SetEndDate(2017, 3, 1)
self.SetCash(100000)

#1. Set an instance of MyUniverseSelectionModel using self.SetUniverseSelection
self.SetUniverseSelection(MyUniverseSelectionModel())

class MyUniverseSelectionModel(FundamentalUniverseSelectionModel):

def __init__(self):
super().__init__(True, None, None)

def SelectCoarse(self, algorithm, coarse):
return [c.Symbol for c in coarse]

def SelectFine(self, algorithm, fine):
#2. Save the top 3 securities sorted by MarketCap for the Technology sector to the variable self.technology
filteredByMktCap = [x for x in fine if 1e8 < x.MarketCap < 1e9]

return [x.Symbol for x in filteredByMktCap]

HI Shile Wen. How do you access market cap in the research notebook? :)

Hi Jakob,

How do you access market cap in the research notebook? :)

qb = QuantBook()
aapl = qb.AddEquity("AAPL")
amzn = qb.AddEquity("AMZN")
goog = qb.AddEquity("GOOG")
ibm = qb.AddEquity("IBM")
start_time = datetime(2021, 1, 4) # January 4th 2017
end_time = datetime.now() # Today's date

# Get the PE ratio for all securities between given dates
pe_history = qb.GetFundamental(qb.Securities.Keys, "MarketCap", start_time, end_time)

print(pe_history)

This is how you access market cap in the research notebook :)

This is the documentation for fundamentals in the research notebook

This is documentation on the GetFundamental function 

https://lean-api-docs.netlify.app/classQuantConnect_1_1Research_1_1QuantBook.html#:~:text=%E2%97%86%C2%A0-,GetFundamental()%20%5B,-1/5%5D

Let me know if you need anything else!

Thank you very much! This solves it. (I presume it is the same way with other standard fundamental values (shares outstanding, float etc). I actually read through the documentation before asking and I could not find market cap in there. Is there a list where I can see the precise fundamental values such as market cap? (It might also be me that was not able to find it in the documentation´s list, but I went through it all and was not able to locate it) . I used this list to try to find market cap: 

(I even considered to make a calculation as I see that some of the other fundamental values uses sharesoutstanding and hense I could derive market cap.) 

Thanks again for solving my problem ;) 

Hi Jakob,

If you click on “CoarseFundamental” and “FineFundamental” it will show you a list of what can be used with it.

Also here is a list of other fundamentals https://www.quantconnect.com/docs/data-library/fundamentals