Feature request: Coarse selection following ETF Constituent Universe

[LouisSzeto]

Expected Behavior

To allow coarse universe selection within/after ETF constituent universe selection.

Actual Behavior

Only the following overloading is provided:

Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
 Universe universe,
 Func<IEnumerable<FineFundamental>, IEnumerable<Symbol>> fineSelector
)

and no Volume property for ETF constituent object.

Potential Solution

(1) provide the overloading

Universe QuantConnect.Algorithm.QCAlgorithm.AddUniverse (
 Universe universe,
 Func<IEnumerable<CoarseFundamental>, IEnumerable<Symbol>>coarseSelector
)

or

(2) Add a Volume property to ETF constituent object.

Reproducing the Problem

NA

System Information

NA

Checklist

• I have completely filled out this template
• I have confirmed that this issue exists on the current master branch
• I have confirmed that this is not a duplicate issue by searching issues

[ikamanu]

Thanks for creating this, Louis.

One concern though - I don't think the second potential solution will actually solve the problem, will it?

"Add a Volume property to ETF constituent object."

[Martin-Molinero]

Please provide more information about the underlying issue