Could you please tell about the maximum limit of the number of stocks supported for coding an algorithm? I am unable to code algorithm in larger universe.
Hello Anmol,
There is no limit on the number of stocks. However, there is limited memory. Additionally, there are time limitations. In total, calls to handle_data and any scheduled functions cannot exceed about 50 seconds. A call to before_trading_start can take up to 5 minutes.
Pipeline can handle all of the stocks (~8000) in the database.
If you are trying to order stocks, my experience so far is that Q2 will handle 2000 stocks, but not ~8000.
Grant
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