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ADV Question

Any way to filter for stocks with high liquidity without the use of pipeline? Im using mainly get_fundamentals in my algo but want to filter for high liquid stocks to avoid un filled orders. Thanks!

2 responses

You could have a look at https://www.quantopian.com/help#built-in-filters which discusses the Q500US & Q1500US built-in universes and custom universe creation tools.

Thanks Grant!