Lean & Bloomberg Integration

Radically Open Source Algorithmic Trading Paired With The World’s Leading Trading Terminal

bloomberg-integration
lean-logo

Leading World In Algorithmic Trading

Lean is an open source, feature-rich, rapidly evolving algorithmic trading framework. Chosen by more than 100,000 professionals world-wide. QuantConnect’s LEAN engine embraces a modular design which enables rapid testing of new investment strategies.

With integration with more than 20 alternative data vendors in Q1-2020, LEAN technology jump starts a firm’s seach for alpha.

Harnessing frontiers of technology innovation, LEAN practioners delpoy the latest in python, machine learning and containerization technology to get to market faster. LEAN is pioneeing the future of algorithmic trading.

GO to Lean Homepage

arrow-right
bloomberg-research

Bloomberg Terminal Integration / Research & Backtesting

“LEAN-Bloomberg Integration” is a complete integration to the bloomberg Desktop API, upgrading the Terminal with the complete suite of LEAN research and backtesting functionality.

bloomberg-research

LEAN-Bloomberg Research

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

bloomberg-research-clock

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 %M bars/second in event-driven backtesting.

bloomberg-research-modeling

High-Fidelity Backtest Modeling

Equipped with accurate slippage and transaction fee models for accurate backtesting.

Bloomberg Terminal Integration / Live Trading

Tapping into the EMSX network, the LEAN-Bloomberg integration unlocks access to 1,300 brokers or use the LEAN Brokerage to paper-trading your strategy using the Bloomberg live data feeds.

bloomberg-daily-bar

Full Asset Class Support; from Ticks - Daily Bars

All LEAN asset classes supported in live trading: US Equities, Futures, Options and Forex. Search the futures-chain to locate your contract.

data-integration

Historical Data Integration

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

tracking-managemnt

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

ellipse-icon

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

ellipse-icon

All data accessed via the Bloomberg Desktop API must remain on the host computer

ellipse-icon

The Bloomberg Server API cannot be used for black-box trading, and any Server API Data usage will require soliciting from Bloomberg Permission System

Technology Research Backtesting Paper Trading Live Trading
Desktop API check-icon check-icon check-icon check-icon
B.PIPE check-icon check-icon check-icon check-icon
Server API check-icon check-icon check-icon check-icon

Technology

Desktop API

check-icon

Research

check-icon

Backtesting

check-icon

Paper Trading

check-icon

Live Trading

B.PIPE

check-icon

Research

check-icon

Backtesting

check-icon

Paper Trading

check-icon

Live Trading

Server API

check-icon

Research

check-icon

Backtesting

check-icon

Paper Trading

check-icon

Live Trading

letter-logo

Learn More

Contact us to learn more about Supercharging your Bloomberg Terminal.

Or send us an email at:

support@quantconnect.com