QuantConnect & Bloomberg Integration

Radically opensource algorithmic trading paired with the world's leading trading terminal

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Leading World In Algorithmic Trading

QuantConnect's Lean Algorithmic Trading Engine is an open-source, feature-rich, rapidly evolving framework, chosen by more than 120,000 professionals world-wide. The LEAN engine embraces a modular design that enables rapid testing of new investment strategies.

With integrations to more than 20 alternative data vendors, 7-asset classes, and highly realistic strategy modeling, LEAN technology can jump starts your seach for alpha. QuantConnect handle the infrastructure lift letting you focus on the signal.

Harnessing frontiers of technology innovation, LEAN practioners can deploy the latest in machine learning and financial modeling technology to get to market faster. Work with us to join the future of algorithmic trading.

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Research & Backtesting Powered by a Bloomberg Terminal

Tapping into the Bloomberg Desktop API, the LEAN-Bloomberg integration runs backtests and research notebooks from data sourced from the Bloomberg Terminal. Upgrading your Bloomberg Terminal with LEAN's powerful research functionality.

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LEAN-Bloomberg Research

With the LEAN-Bloomberg Jupyter environment you can perform research using the latest machine-learning libraries, then backtest and live trade the same code.

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Bloomberg Historical Data Caching Technology

Cache Bloomberg data locally in an efficient format for quick backtesting in the LEAN engine. After years of optimization LEAN achieves up to millions of bars per second in event-driven backtesting.

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High-Fidelity Backtest Modeling

Equipped with accurate slippage, spread and transaction fee models for accurate backtesting. Don't waste time chasing ghosts when you can start with the best.

Fully Algorithmic Deployments to the EMSX Network

The LEAN-Bloomberg integration unlocks access to 1,300 brokers via the EMSX network, or simply use the LEAN paper-trading functionality to test your strategy using the Bloomberg live data feeds.

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Seven Asset Classes Supported

All LEAN asset classes supported through to live trading including US Equities, Equity Options, Futures, Future Options, Crypto, and Spot Forex. Advanced backtest asset modeling keeps your backtesting code identical through to production trading.

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Historical Data Integration

Request and serve your strategies with rich historical data in live-trading powered by the Bloomberg API. Get up to the second market data delivered to your strategy.

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Order Tracking and Management

Fetch open orders, update and cancel them requested. Monitor them as they fill with partial fill events generated by LEAN. Market, Limit, Stop Limit Orders fully supported. Create 1-1 order routes and harness customizable execution algorithms to fill large trades off-terminal.

Compliance Notes

The LEAN-Bloomberg Integration must be used in specific ways to ensure compliance with Bloomberg policies.

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All users of the integration must hold a Bloomberg License to be defined as a "Entitled User".

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All data accessed via the Bloomberg Desktop API must remain on the host computer. The Bloomberg Terminal and the LEAN instance must be on the same computer.

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The Bloomberg Server API cannot be used for black-box trading. Any Bloomberg Server API Data usage will require soliciting permission via the Bloomberg Permission System.

Technology Research Backtesting Paper Trading Live Trading
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Technology

Desktop API

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Research

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Backtesting

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Paper Trading

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Live Trading

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Research

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Backtesting

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Paper Trading

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Live Trading

Server API

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Research

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Backtesting

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Paper Trading

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Live Trading

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Learn More

Contact us to supercharging your Bloomberg Terminal and with the cutting edge of quant research technology.

Or send us an email at:

support@quantconnect.com