Fall back to the backup coarse universe file for fundamental properties in live trading - #9752
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…es in live trading The universe subscription already falls back to the backup coarse universe file when the expected one is not available, but the per symbol fundamental properties read through the CoarseFundamentalDataProvider did not, returning defaults.
…r wrapper Moves the backup universe file data provider out of the live custom data subscription enumerator factory so the coarse fundamental data provider can reuse it instead of duplicating the fallback logic.
Martin-Molinero
approved these changes
Aug 26, 2026
Martin-Molinero
approved these changes
Aug 26, 2026
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Description
Follow-up to #9690. Fundamental universes fell back to the backup universe file for the symbol list, but the per-symbol properties (
Price,DollarVolume, ...) are resolved throughCoarseFundamentalDataProvider, which fetchedfundamental/coarse/<date>.csvdirectly and returned defaults when it was missing.BackupUniverseFileDataProviderinCommon: the fallback wrapper moved out ofLiveCustomDataSubscriptionEnumeratorFactory, same behavior.CoarseFundamentalDataProvider.Initializewraps its data provider with it in live mode.Related Issue
N/A
Motivation and Context
Selections filtering on price or volume saw zeros when running off the backup universe file.
Requires Documentation Change
No.
How Has This Been Tested?
BackupUniverseFileDataProviderTestsandCoarseFundamentalDataProviderTests: fallback, no fallback when the expected file exists or in backtesting, defaults when neither file exists.LiveTradingDataFeedTests: addedFutureChaincases to the backup fallback test.Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>