If I add symbol XYZ by using AddEquity()
And at the mean time, I also use Universal Selection.
And if the coarse function filter out XYZ (so XYZ is one of the "RemovedSecurities"), does the program still receive XYZ data in OnData()?
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No, Universal Selection won't remove securities added by AddEquity(); data for removed securities won't be received in OnData().
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Would Universal Selection remove the security I added by AddEquity()?
JL Lord | March 2020
If I add symbol XYZ by using AddEquity()
And at the mean time, I also use Universal Selection.
And if the coarse function filter out XYZ (so XYZ is one of the "RemovedSecurities"), does the program still receive XYZ data in OnData()?
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