Expected Behavior

Members know why the option chain is empty.

Actual Behavior

Quants don't expect an empty chain when the set filter is such as

opt.set_filter(lambda u: u.strikes(-8, +8).expiration(0, 0))

Potential Solution

Make include weekly's setting the default for the universe

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