In Quantopian 1, your tradeable universe was a set of securities that your
algorithm defined and considered each day. The tradeable universe was defined by
your pipeline output, get_fundamentals, explicitly listing securities by hand,
etc. All securities in your tradeable universe were added to the
data object, and it was common practice to
data to check your tradeable securities.
The number of securities you could add to
Quantopian 2 removes the concept of the tradeable universe and makes pricing
and volume data available for all securities at all times. The
data object is no longer an iterable containing your
securities; it is now an object containing several API functions including
Since you can no longer iterate over the implicitly defined tradeable universe,
you should now be keeping an explicit reference to any security that you want to
trade. The most common ways to do this will be to maintain lists of securities that
you might want to trade in the context object (e.g.
While the limits of a tradeable universe have been removed, there are still practical limits on the computations that can be done in each minute.