By default, LEAN adds contracts to the OptionChain that pass the filter criteria at every time step in your algorithm. If a contract has been in the universe for a duration that matches the MinimumTimeInUniverse setting and it no longer passes the filter criteria, LEAN removes it from the chain.
This default behavior can lead to a large number of open data subscriptions, which can be inconvenient in live trading since some data feed providers impose data subscription limits. To reduce the number of data subscriptions, change the value of the MinimumTimeInUniverse universe setting.
UniverseSettings.MinimumTimeInUniverse = TimeSpan.FromMinutes(15); -UniverseSettings.MinimumTimeInUniverse = TimeSpan.Zero;-
self.UniverseSettings.MinimumTimeInUniverse = timedelta(minutes=15) -self.UniverseSettings.MinimumTimeInUniverse = timedelta(0)-
If you set the value to TimeSpan.Zerotimedelta(0), LEAN removes all of the contract subscriptions at every time step and your data provider stops sending the data. If your filter re-selects some of the same contracts when it runs next, LEAN requests new data subscriptions from your data provider. To avoid unsubscribing and resubscribing to the same contracts at every time step, use a timedeltaTimeSpan greater than 0.