Datasets
Brokerages
Supported Datasets
To view the asset classes that are available for your brokerage, follow these steps:
- Open the Brokerages page.
- Click the name of your brokerage.
- In the table of contents, click .
Universe Selection
Universe Selection is available with the brokerage data provider if you download the data from the Dataset Market. The dataset listings show how to download the universe selection data with the CLI. For live trading, you'll need to periodically download the new data from QuantConnect Cloud, which you can automate with Python scripts. For example, the following tutorials explain how to download historical data and download daily updates:
Download
To download brokerage data, open a terminal in your organization workspace and then run lean data download --data-provider-historical <brokerageName> --data-type <data-type> --resolution <resolution> --security-type <security-type> --ticker <tickers> --market <market> --start <YYYYMMDD> --end <YYYYMMDD> <requiredBrokerageOptions>.
$ lean data download --data-provider-historical "Interactive Brokers" --data-type Trade --resolution Daily --security-type Equity --ticker NVDA,AMD --market USA --start 20240303 --end 20240404 --ib-user-name userName --ib-account account --ib-password password $ lean data download --data-provider-historical Binance --data-type Trade --resolution Daily --security-type Crypto --ticker BTCUSDT,ETHUSDT --start 20240303 --end 20240404 --binance-exchange-name Binance binance-api-key apiKey --binance-api-secret apiSecret
To download Coinbase data, include the --market Coinbase option.
$ lean data download --data-provider-historical "Coinbase Advanced Trade" --data-type Trade --resolution hour --security-type Crypto --ticker BTCUSD --market Coinbase --start 20230101 --end 20240404 --coinbase-api-name apiName --coinbase-api-private-key apiPrivateKey
If you provide your credentials, your Lean configuration file saves them.
Research
To access brokerage data from the local Research Environment, open a terminal in your organization workspace and then run lean research <projectName> --data-provider-historical <brokerageName> <requiredBrokerageOptions>.
$ lean research "My Project" --data-provider-historical "Interactive Brokers" --ib-user-name userName --ib-account account --ib-password password
If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean research <projectName> to open the Research Environment with the same options.
Backtesting
To run a local backtest with data from your brokerage, open a terminal in your organization workspace and then run lean backtest <projectName> --data-provider-historical <brokerageName> <requiredBrokerageOptions>.
$ lean backtest "My Project" --data-provider-historical "Interactive Brokers" --ib-user-name userName --ib-account account --ib-password password
If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean backtest <projectName> to run another backtest with the same options.
Optimization
Follow these steps to run a local optimization job with your brokerage data:
- Add some parameters to your project.
- Open a terminal in your organization workspace.
- Run
lean optimize <projectName> --data-provider-historical <brokerageName> <requiredBrokerageOptions>. - Follow the steps in the interactive wizard to configure your optimization job settings.
$ lean optimize "My Project" --data-provider-historical "Interactive Brokers" --ib-user-name userName --ib-account account --ib-password password
The lean optimize command also accepts additional options so that you can select your brokerage and run the command in non-interactive mode. If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean optimize <projectName> to run another optimization job with the same options.
Live Trading
To deploy a local live algorithm that uses your brokerage as the data provider, open a terminal in your organization workspace and then run lean live deploy <projectName> --data-provider-live <dataBrokerageName> <requiredDataBrokerageOptions> --brokerage <brokerageName> <requiredBrokerageOptions>.
$ lean live deploy "My Project" --data-provider-live "Interactive Brokers" --ib-user-name userName --ib-account account --ib-password password --brokerage "Paper Trading"
Depending on the brokerage you select, you may need to provide some required brokerage options. To use a different provider for historical data, include the --data-provider-historical option. If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean live deploy <projectName> --brokerage <brokerageName> to deploy another live algorithm with the same options.
Supported Brokerages
The following table shows the brokerages that provide live (--data-provider-live) and historical (--data-provider-historical) data for research, backtesting, and optimization:
| Brokerage Name | Required Options |
|---|---|
Binance | --binance-exchange-name |
--binance-api-key or --binanceus-api-key | |
--binance-api-secret or --binanceus-api-secret | |
--binance-use-testnet | |
Bitfinex | --bitfinex-api-key |
--bitfinex-api-secret | |
Bybit | --bybit-api-key |
--bybit-api-secret | |
--bybit-vip-level | |
Coinbase Advanced Trade | --coinbase-api-name |
--coinbase-api-private-key | |
Interactive Brokers | --ib-user-name |
--ib-account | |
--ib-password | |
Kraken | --kraken-api-key |
--kraken-api-secret | |
--kraken-verification-tier | |
Oanda | --oanda-account-id |
--oanda-access-token | |
--oanda-environment |
For brokerages that exclusively provide a live data feed, see the lean live deploy reference.
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