The universe is probably getting updated with junk values. Or is it a problem with my code?
It does not have the securities which I fetched, although I updated the universe.
Check the log output.
I essentially do this in the before trading start function
data = eligibleSecurities or data
but when I do this in the handle data function
len(eligibleSecurities) = len(data and eligibleSecurities)
some values get truncated and there are some garbage values in data
Using set theory
len(eligibleSecurities) <=> len(data and eligibleSecurities)
=>len(eligibleSecurities) <=> len(( eligibleSecurities or data)and eligibleSecurities)
=>len(eligibleSecurities) <=> len(eligibleSecurities or (data and eligibleSecurities))
=>len(eligibleSecurities) <=> len(eligibleSecurities)
Which is always true.