Apparently it's new feature week here at Quantopian... here is another one we are excited to roll out!
You can now define your algorithm's universe of securities programmatically using a new callback function inside of fetch_csv.
In this example I grabbed a static list of the SP500 constituents and their GICS sector codes (as of 10/2013) from Quandl and used the universe_func callback to set SP500 Financials (list of 82 SIDs) as my investible universe.
There are a number of benefits to this functionality, perhaps the simplest one is allowing users to define a large universe of stocks without have to enter each SID manually in the initialize() method.
Because fetch_csv is smart about aligning external time series data with Quantopian's market data, you can also use this new callback to define dynamic universes. Simply make sure that your universe csv file has an 'as of' date associated with each ticker and your investible universe will be populated by the SIDs from the most recent day of data prior to the backtest date on a rolling basis (I didn't cover that option in this example -- but I will post a follow up example of this here ASAP).
I think this post may have beat the help docs being updated, but docs soon to follow. As always we would love to hear feedback or questions on using this new feature!