The Trading Firm tier builds on the features included in the Team tier. Organizations on the Trading Firm tier can have an unlimited number of members and up to 10 collaborators simultaneously working on an individual project. The IP ownership of all the projects in these organizations remains within the organization. There is no limit on the number of backtesting, research, and live trading nodes these organizations can rent. They can produce 5MB of logs/backtest and 50MB of logs/day. Members in these organizations can have up to eight active coding sessions in the organization. Each live algorithm in a Trading Firm organization can send up to 240 Telegram, Email, or Webhook notifications per hour for free. These organizations can also - schedule AI assistant tasks + schedule AI agent tasks to run automatically.
@@ -1518,11 +1519,12 @@- Live trading nodes enable you to deploy live algorithms to our professionally-managed, co-located servers racked in - - Equinix + Live trading nodes enable you to deploy live algorithms to our professionally-managed, co-located servers. + The data center depends on the + + region - . + you deploy to. You need a live trading node for each algorithm that you deploy to our co-located servers. Several models of live trading nodes are available. More powerful live trading nodes allow you to run algorithms with larger universes and give you @@ -1530,7 +1532,7 @@
@@ -1767,12 +1783,12 @@ Assistant Nodes |
|---|
- The maximum file size you can have in a project depends on your organization's tier. The following table shows the quota of each tier: + The maximum number of files and the maximum file size you can have in a project depend on your organization's tier. The following table shows the quotas of each tier:
| Tier | ++ Max Files per Project + | Max File Size (KB) | @@ -2315,6 +2334,9 @@Free | ++ 25 + | 32 | @@ -2323,6 +2345,9 @@Quant Researcher | ++ 50 + | 64 | @@ -2331,6 +2356,9 @@Team | ++ 75 + | 128 | @@ -2339,6 +2367,9 @@Trading Firm | ++ 100 + | 256 | @@ -2347,15 +2378,28 @@Institution | ++ 250 + | 256 |
|---|
+ Each library is a project, so it has its own file quota. If a project outgrows its quota, move part of the code into a + + library + + . +
++ Libraries are shared, so when you edit one, every project that uses it picks up the change. Add code to a library when it's stable and several projects need it. Keep work in progress and code that only one project uses in the project itself. +
@@ -7921,11 +7965,11 @@Libraries are reusable code files that you can import into any project for use in backtesting, research, and live trading. Use libraries to increase your development speed and save yourself from copy-pasting between projects. You can - + create libraries and - + add them to your projects using the web IDE. Your libraries are saved under the @@ -8404,11 +8448,11 @@
- The maximum file size you can have in a project depends on your organization's tier. The following table shows the quota of each tier: + The maximum number of files and the maximum file size you can have in a project depend on your organization's tier. The following table shows the quotas of each tier:
| Tier | ++ Max Files per Project + | Max File Size (KB) | @@ -8426,6 +8473,9 @@Free | ++ 25 + | 32 | @@ -8434,6 +8484,9 @@Quant Researcher | ++ 50 + | 64 | @@ -8442,6 +8495,9 @@Team | ++ 75 + | 128 | @@ -8450,6 +8506,9 @@Trading Firm | ++ 100 + | 256 | @@ -8458,15 +8517,28 @@Institution | ++ 250 + | 256 |
|---|
+ Each library is a project, so it has its own file quota. If a project outgrows its quota, move part of the code into a + + library + + . +
++ Libraries are shared, so when you edit one, every project that uses it picks up the change. Add code to a library when it's stable and several projects need it. Keep work in progress and code that only one project uses in the project itself. +
@@ -10641,6 +10713,22 @@+ Each library is a project, so it has its own + + file quota + + . If a project outgrows its quota, move part of the code into a library. +
++ Libraries are shared, so when you edit one, every project that uses it picks up the change. Add code to a library when it's stable and several projects need it. Keep work in progress and code that only one project uses in the project itself. +
+ + +
- When you deploy a live algorithm, you can use the QuantConnect data provider, a third-party data provider, or both. If you use multiple data providers, the order you select them in defines their order of precedence in Lean. For example, if you set QuantConnect as the first provider and Polygon as the second provider, Lean only uses the Polygon data provider for securities that aren't available from the QuantConnect data provider. This configuration makes it possible to use our data provider for Equity universe selection and then place Options trades on the securities in the universe. + When you deploy a live algorithm, you can use the QuantConnect data provider, a third-party data provider, or both. If you use multiple data providers, the order you select them in defines their order of precedence in Lean. For example, if you set QuantConnect as the first provider and Polygon as the second provider, Lean only uses the Polygon data provider for securities that aren't available from the QuantConnect data provider. This configuration fills the gaps in our coverage. We don't supply Index data (for example, SPX, VIX, and NDX), which Index Options need for the underlying index, and we don't supply Future Options data.
Most live trading algorithms run on co-located servers racked in - + Equinix . Co-location reduces several factors that can interfere with your algorithm, including downtime from internet outages, equipment repairs, and natural disasters.
Live data takes time to travel from the source to your algorithm. - The QuantConnect latencies vary depending on the data provider, but for US Equities, we have a latency of 5-40 milliseconds. + The QuantConnect latencies vary depending on the data provider, but we have a latency of 5-40 milliseconds. A much more significant source of latency is the round trip order times from brokers, which can vary from 100ms to 5 seconds. QuantConnect is not intended for high-frequency trading, but we have integrations to high-speed brokers if you need.
@@ -19187,14 +19275,14 @@Most live trading algorithms run on co-located servers racked in - + Equinix . Co-location reduces several factors that can interfere with your algorithm, including downtime from internet outages, equipment repairs, and natural disasters.
Live data takes time to travel from the source to your algorithm. - The QuantConnect latencies vary depending on the data provider, but for US Equities, we have a latency of 5-40 milliseconds. + The QuantConnect latencies vary depending on the data provider, but we have a latency of 5-40 milliseconds. A much more significant source of latency is the round trip order times from brokers, which can vary from 100ms to 5 seconds. QuantConnect is not intended for high-frequency trading, but we have integrations to high-speed brokers if you need.
@@ -19254,7 +19342,31 @@
- Minute is the highest resolution of historical Options data. The live stream provides second resolution, but that data isn't available in history requests or warm-up.
+ Minute is the densest resolution of historical Options data, but the live stream provides second resolution. To trade on the denser data in live mode and still backtest the same algorithm, set the resolution from
+
+ LiveMode
+
+
+ live_mode
+
+ :
+
var resolution = LiveMode ? Resolution.Second : Resolution.Minute;
+var option = AddOption("SPY", resolution);
+ resolution = Resolution.SECOND if self.live_mode else Resolution.MINUTE
+option = self.add_option("SPY", resolution)
+ + Second resolution data isn't available in + + history requests + + or + + warm-up periods + + , so request Minute or a coarser resolution for those.
@@ -19307,9 +19419,14 @@+ Binance and Bybit restrict access from the United States, so you must use the Europe (WAW) + + region + + to trade with them or to receive their data. +