One algorithm.
25+ places to trade it.

You need a live trading node for each algorithm you deploy and a project that compiles. You also need a supported brokerage account, or you can use the QuantConnect Paper Trading brokerage. To deploy, open the project, click Deploy Live, select the brokerage, region, node, and data provider, and then click Deploy. The deployment process can take up to 5 minutes. Read the docs

No, each live algorithm needs its own live trading node. QuantConnect doesn't support sub-algorithms or sharing one server between several algorithms. The tier of your organization sets how many live trading nodes it can have. Read the docs

Create a sub-account in your brokerage account for each algorithm, so each algorithm has its own brokerage connection credentials. Each algorithm also needs its own live trading node. Many brokerages, such as Interactive Brokers, only allow one connection per login at a time. Read the docs

Backtesting nodes have more RAM because LEAN caches many data objects to inject data about 100,000 times faster than live trading. Live nodes have 512 MB to 4 GB of RAM, which is enough for almost all live algorithms. LEAN checks a 10-minute smoothed average against the node limit and lets a single sample reach twice the limit. A brief spike is fine, but a sustained level above the limit stops the algorithm. Read the docs

QuantConnect Cloud hosts live algorithms in America (NY7, New York), Canada (TOR, Toronto), and Europe (WAW, Warsaw). NY7 is the default. Select the region in the Region section of the Deploy Live page, and the Node field then lists only your nodes in that region. Read the docs

Binance and Bybit restrict access from the United States. To trade with them or to receive their data, deploy your live algorithm to the Europe (WAW) region. Read the docs

Spread your live algorithms across regions, so an incident in one region doesn't affect algorithms in the others. If NY7 is unavailable, you can deploy the strategy to TOR. Provision the nodes ahead of time, because redundancy space is first-come, first-served and new servers can take weeks. Read the docs

A dedicated host is a large server that QuantConnect provisions for your organization alone. It provides the equivalent of 80 cores and 160 GB of RAM, which is configured as 20 L4-8 live trading nodes by default. Dedicated hosts are available in the NY7 and TOR regions, and you request one by contacting QuantConnect. Read the docs

No, QuantConnect doesn't save the brokerage credentials that you enter in the deployment wizard. Brokerages that use an authorization flow, such as Charles Schwab or tastytrade, ask you to log in on the brokerage website instead. Read the docs

Use a notebook in the Research Environment to deploy, stop, or liquidate live algorithms programmatically through the QuantConnect API. This approach suits organizations that manage many deployments. Read the docs

We recommend the QuantConnect data provider, which is free and supplies live data for the asset classes listed on each brokerage page. You can add a brokerage or third-party data provider for assets it doesn't cover or to trade on the brokerage's prices. The order of the providers in the deployment wizard sets their precedence in LEAN. Read the docs

After the algorithm deploys, compare the equity value in the runtime statistics, the cashbook, and the position holdings with your brokerage account. Most brokerages load your cash, positions, and open orders automatically. For brokerages that don't, such as FIX connections, enter your cash and holdings in the Algorithm Cash State and Algorithm Holdings State sections. Read the docs

LEAN exits on deployment, because unsupported assets prevent it from calculating the portfolio value and margin correctly. Move or close those assets before you deploy, or deploy to a separate account or sub-account. The asset class dataset listings show the supported assets. Read the docs

Automatic restarts try to restart your algorithm after a runtime error or an API disconnection. An algorithm makes up to five restart attempts and stops trying after five failures. To prevent restart loops from coding bugs, an algorithm only restarts automatically if it ran for at least five minutes. Read the docs

No, a restart starts a new instance that runs initialize (Initialize) again, so class members, indicators, rolling windows, and scheduled events start empty. The algorithm recovers cash, holdings, and, for some brokerages, open orders from the brokerage account. Warm up indicators with history, and save other state in the Object Store and load it in initialize. Read the docs

QuantConnect Paper Trading saves the last known cash and holdings. When you redeploy, it pre-fills them in the Algorithm Cash State and Algorithm Holdings State sections. It doesn't restore open orders. Indicators and other algorithm state start empty, as with every restart. Read the docs

Stop the algorithm, make your changes, and then redeploy it. You can't edit the code or parameter values while the algorithm runs. To change values without a redeploy, add a Scheduled Event that downloads a remote file, or send the algorithm a command. Read the docs

Your portfolio holdings stay in your brokerage account when you stop a live algorithm. Stop the algorithm when you want to update code, upgrade the node, change wizard settings, or place manual orders through your brokerage. Also stop and redeploy after a reverse merger adds new securities to your portfolio. Read the docs

LEAN terminates live algorithms when it detects interference from outside the algorithm, to avoid race conditions between you and the algorithm. To adjust your holdings, stop the algorithm, place your trades at the brokerage, and then redeploy. To trade without stopping, place manual orders from the live results page. Read the docs

On the live results page, open the Holdings tab, click the security, click Create Order or Liquidate, and then submit the order. If the security isn't listed, enable Show All Portfolio or add a security subscription first. You can use any order type your brokerage supports, but you can't cancel manual orders. Read the docs

The Liquidate button on the live results page sells all your portfolio holdings and then stops the algorithm. If the market is open for an asset, the algorithm uses market orders. If the market is closed, it places market on open orders. Read the docs

No, you can't remove security subscriptions from the IDE. The Add Security option in the Holdings tab subscribes your live algorithm to a new security so you can trade it manually. To remove it, stop and redeploy the algorithm. Read the docs

Use commands. Commands call methods in your live algorithm as it runs, so you can update its state, place orders, or run other logic. Notifications send information out of your algorithm, and commands send information in. Read the docs

Clone the project and deploy the cloned version. When you stop and redeploy a live algorithm, the live results, including logs, stay attached to the project between deployments. The runtime statistics in the banner reset on each redeploy. Read the docs

Open the live log file and search for "Launching analysis for". The log lists every deployment Id of the project, such as L-6bf91128391608d0728ff90b81bfca41. If you deployed the project several times, use the most recent Id. Read the docs

Read the deployment_details (DeploymentDetails) property. The brokerage shares key-value details about the deployment, such as the account it trades, and LEAN fills the dictionary before initialize runs. The details never include credentials, and the /live/read API endpoint returns them in its deploymentDetails field. Read the docs

You can deposit and withdraw cash while your algorithm runs. QuantConnect syncs the algorithm's cash with your brokerage account every day at 7:45 AM Eastern Time (ET). With Charles Schwab, deposited funds are available for API trading 24 hours after the deposit. Read the docs

Yes, we recommend paper trading a strategy before deploying it with real money. Use your brokerage's demo environment if it has one, or set your brokerage model and deploy with QuantConnect Paper Trading. While paper trading, restart the algorithm with the market open and closed, redeploy it, and deploy a clone to check it recovers. Read the docs

QuantConnect Paper Trading runs your algorithm on real-time data and simulates order fills with fictional capital. You don't need a brokerage account to use it. If you don't call set_brokerage_model (SetBrokerageModel), it simulates trades with the DefaultBrokerageModel. Read the docs

In initialize, call set_brokerage_model with your brokerage and account type, and then deploy with the QuantConnect Paper Trading brokerage. The brokerage model then defines the supported asset classes, order types, fees, and margin. Brokerages without a paper API, such as Charles Schwab, tastytrade, and Kraken, recommend this approach. Read the docs

With the DefaultBrokerageModel, QuantConnect Paper Trading fills market orders immediately and completely, uses the bid and ask spread when available, and models no slippage. Real brokerages fill from the order book and add slippage. To get closer results, set the brokerage model and reality models of your brokerage. Read the docs

With the DefaultBrokerageModel, QuantConnect Paper Trading supports US Equities, Crypto, Forex, CFD, Futures, and Future Options. Paper trading is only available for assets that have a live data provider. If you set a different brokerage model, that model defines the asset classes you can trade. Read the docs

Yes, the QuantConnect data provider doesn't supply Future Options data, so combine it with the IB data provider. You might have to buy a market data subscription from IB. The IB data provider streams through the IB API, so it brings back the weekly logins even if you route orders through FIX. Read the docs

You need an IBKR Pro account, because the IB API doesn't support IBKR Lite. You also need IBKR Mobile Authentication (IB Key) activated. QuantConnect supports cash and margin individual accounts and, for Trading Firm and Institution organizations, Financial Advisor accounts. Read the docs

If your IB account code starts with F, FA, or I, it's a Financial Advisor (FA) account. FA accounts let certified professionals manage several client accounts with one algorithm. QuantConnect supports FA accounts for Trading Firm and Institution organizations. Read the docs

Only IB Key Security through IBKR Mobile works. The integration doesn't support SMS, the Online Security Code Card, or third-party authenticator apps such as Google Authenticator or Microsoft Authenticator. When you deploy, tap the notification on your IB Key device and enter your PIN. Read the docs

IB requires you to re-authenticate the connection between IB and your live algorithm every week. You pick the time in the Weekly Restart UTC field of the deployment wizard, and the notification arrives on your IB Key device each Sunday. Keep the device charged for that time. Read the docs

QuantConnect emails you with Connect and Stop options. Click Connect to restart authentication and get a new IB Key notification, or click Stop to stop the deployment. If you don't act, the algorithm stops before the market opens for the assets in your portfolio. Read the docs

Yes, but log in to Trader Workstation with a second user on your IB account. By default, IB supports only one connection at a time, so logging in with the same user can disconnect or stop the algorithm. To run more than one algorithm with IB, open an IB sub-account for each extra algorithm. Read the docs

IB still sees your previous deployment, or another login, as connected. A previous deployment can take a minute to fully disconnect. If you logged in from another location, close that session, and the algorithm restores its data connection on its own. Read the docs

The credentials are usually incorrect, often because the password has leading or trailing spaces. Paste the password into a text editor to check it. If you can't log in to Trader Workstation, contact IB. If you can log in to Trader Workstation but not the deployment wizard, contact QuantConnect with the algorithm Id and deployment Id. Read the docs

Download IB Gateway, run it, and follow its instructions to complete the pending account tasks. Then deploy the algorithm again. Read the docs

You didn't reply to the IB Key two-factor request in time. IB triggers the code card "Challenge" window when you don't answer the IBKR Mobile notification. Keep your IB Key device charged and reachable, and see the IB page about missing IBKR Mobile notifications if none arrives. Read the docs

Your algorithm uses the IB data provider without the IB market data subscription it needs. Subscribe to the data bundle at IB, or redeploy with the QuantConnect data provider or the hybrid QuantConnect and IB data providers. If you trade an IB paper account with IB data, share the market data subscription with the paper account in the IB Client Portal. Read the docs

IB didn't respond to an order request. Stop and redeploy the algorithm. On the next deployment, LEAN retrieves the order or the positions it opened or closed. Read the docs

Your algorithm added a security that IB considers invalid or unsupported, such as a delisted stock, an expired contract, or a warrant. The algorithm keeps running but doesn't trade that security. To stop deployments that hold such a security, set self.settings.ignore_unknown_assets (Settings.IgnoreUnknownAssets) to False. Read the docs

Your account is probably in the IB Insured Bank Deposit Sweep Program. LEAN reads the FDIC Sweep Account Cash as part of your balance, but that cash isn't tradable. LEAN doesn't support accounts in the program, so opt out of it at IB. Read the docs

Dividend reinvestment can leave fractional shares, and LEAN doesn't support fractional trading with IB. For example, a position of 1270.8604 shares can't be liquidated. Turn off automatic dividend election at IB to receive dividends in cash. Read the docs

If you enabled IP restrictions on your IB account, whitelist the QuantConnect address 207.182.16.137. Read the docs

The FIX integration routes orders from QuantConnect to your IB account over a FIX session instead of IB Gateway. It stays connected without weekly re-logins, routes trades through a dedicated VPN, and uses less memory. To enable it, subscribe to QuantConnect in the IB Client Portal and register the IBKR QC UID that the deployment wizard shows. Read the docs

No, FIX integration doesn't support IB simulated accounts, which start with "DU". You can trade several IB sub-accounts through FIX, but all of them must link to the same QuantConnect account. Wait about 5 minutes after you register an IBKR QC UID before you deploy. Read the docs

The ARM version of the LEAN Docker image doesn't include IB Gateway, so the error "Could not find file '/root/ibgateway/ibgateway'" appears. QuantConnect doesn't support the IB integration on ARM chips such as Apple M1, M2, and M3. Deploy to QuantConnect Cloud instead. Read the docs

Not with the same Schwab user. The integration supports one trading account per Schwab user, and deploying a second algorithm for the same user stops the first. To run a second algorithm, authenticate as a different Schwab user and select an account linked to that user. Read the docs

In the deployment wizard, enter your Charles Schwab Login ID, check the Authorization box, and click Authenticate. Log in on the Schwab website, select the accounts to link, and click Allow. Then select the account Id to trade. Read the docs

Your Schwab account may lack trading permissions for the API. Log in to schwab.com, go to Trade > Trading Platforms, and click Enable trading on thinkorswim. The permissions can take up to 48 hours to apply. Read the docs

Schwab counts your open orders that aren't canceled yet, so a liquidation that cancels and closes at the same time looks like double the exposure. Cancel the open orders first, wait about one minute for Schwab to process the cancellations, and then liquidate. Read the docs

The stop price is on the wrong side of the market. A buy stop must sit above the current ask, and a sell stop must sit below the current bid. Compute the stop price from the current quote instead of a stale price. Read the docs

Yes, Charles Schwab limits order requests, including place, update, and cancel, to 120 per minute and 4,000 per day. Design your algorithm to send orders sparingly. Read the docs

No, tastytrade only supports authenticating one account at a time per user. If you deploy a second algorithm with tastytrade, the first algorithm stops. The tastytrade API also doesn't support paper trading, so use QuantConnect Paper Trading with the tastytrade brokerage model. Read the docs

On the Alpaca website, you must select both your live and paper accounts before you click Allow. If you select only one account, the authorization fails. The algorithm trades the environment you pick in the wizard, regardless of the accounts you authorize. Read the docs

You authorize Alpaca trading through the Authenticate button in the deployment wizard. You only enter an Alpaca API key and secret if you add the Alpaca data provider. Generate the keys on the Alpaca Dashboard page for your real money or paper account. Read the docs

Alpaca combo orders must have 2 to 4 Option legs, and Option orders always use the DAY time in force. Only limit orders with the DAY time in force can trade outside regular hours. Contingent Equity order sets have up to three orders for one security, and you can update their prices but not their quantities. Read the docs

TradeStation supports paper trading through its simulator after you fund your brokerage account. Select the Simulator environment in the deployment wizard. Alternatively, use QuantConnect Paper Trading. Read the docs

TradeStation enforces rate limits on its REST API, so the integration paces requests and retries after HTTP 429 responses. The first time it throttles a resource group or receives a 429, it sends your algorithm a one-time warning. Throttling can reduce throughput but doesn't fail the request. Read the docs

You need a Public secret key and the account number to trade. Apply for API access on the Public API page, and after approval, generate the key under Settings > Security > API on Public.com. Keys have read and write access, and LEAN exchanges the key for short-lived access tokens. Read the docs

"A deposit of $<amount> is required" means the order costs more than your available buying power. Size the order within your buying power, or set use_margin (UseMargin) to True on a margin account. Public also allows only 10 pending orders that open new positions on the same underlying. Read the docs

Public natively supports only day and good-til-date orders. LEAN sends good-til-canceled orders as good-til-date orders that expire 90 days later. Read the docs

You need a Clear Street API key, which acts as your access token, and the numeric ID of the account to trade. Generate the key in the Clear Street web app under Account > API keys. The Clear Street API supports options trading levels 1 and 2 and only market and limit orders for Options. Read the docs

You need a Webull App Key, App Secret, and the account ID to trade. Apply for API access in the Webull Developer Tools, which takes one to two business days, and then register an application. Disable Quotes for the application, and check Enable 2FA in the wizard if the application keeps two-factor authentication. Read the docs

The Tradier integration doesn't support extended market hours trading, so it processes orders placed outside regular hours at the market open. To change an order quantity, cancel the order and submit a new one. The Tradier brokerage model also cancels your open orders for a security that performs a reverse split. Read the docs

For Equities, use the QuantConnect data provider for real-time data. For Options, use delayed data from the Tradier data provider, and use both providers if you trade both. In the Tradier demo environment, Tradier doesn't stream market data, so you must use the QuantConnect data provider. Read the docs

You need a Trading Firm or Institution organization, a Bloomberg license, and Bloomberg SAPI and EMSX permissions. QuantConnect Cloud only routes orders through the Bloomberg Server API (SAPI), which you install on your own cloud server. The SAPI provides no data, so use the QuantConnect data provider. Read the docs

The Bloomberg FIX connection routes orders to the Bloomberg FixNet HUB over FIX, so none of the SAPI setup applies. It requires an Institution organization and a FIX session that Bloomberg provisions. The two connections support the same asset classes but differ in order types, order updates, and account types. Read the docs

FIX connections can't fetch the portfolio state from the brokerage. Enter your cash in the Algorithm Cash State section and your positions in the Algorithm Holdings State section when you deploy. SS&C Eze and Terminal Link also ask you to set the buying power in the wizard. Read the docs

Trading Technologies (TT) is an order router with access to many exchanges and brokerages, so its brokerage model has no specific fee or slippage modeling. In live trading, TT reports the total fees after each fill. To backtest with fees and slippage, set a different brokerage model that supports your assets and orders. Read the docs

EU residents can trade with OANDA only through an account with a member of the OANDA Group that offers REST API trading. OANDA Europe Markets moved its accounts to OANDA TMS Brokers, which doesn't offer REST API endpoints for live trading. Read the docs

Your location or account settings may block them. For example, residents of the EU can't trade US ETFs and can trade the CFD equivalent instead. Check with your local regulators, and adjust your brokerage account settings for the assets you want to trade. Read the docs

QuantConnect can add a brokerage if it has a popular and stable API that the brokerage officially supports. To request a new brokerage, contact QuantConnect. Read the docs

Create a system-generated HMAC API key and restrict access to the QuantConnect IP addresses 146.59.85.21, 57.128.231.46, and 57.128.233.143. For Binance.US, enter 207.182.16.137. Select Enable Futures if you trade Crypto Futures. Read the docs

No, paper trading Binance Crypto Futures or Binance US isn't available. You can paper trade Binance spot through the Binance Spot Test Network by selecting the Demo environment. The Binance integrations also don't support sub-accounts, so use your main account. Read the docs

The Binance and Binance US integrations don't support order updates. Cancel the existing order and place a new order with the new arguments. Binance US and Binance Futures also don't support contingent orders. Read the docs

LEAN tracks each currency as its own asset, and a pair like BTCUSD is a virtual position that represents your open trade. When you deploy, LEAN loads each currency into the cashbook but can't recover your virtual pair positions. Liquidating a virtual pair only liquidates the quantity in that pair. Read the docs

Select API Transaction usage and Read-Write permissions, and enable Unified Trading. Restrict access to the QuantConnect IP addresses 146.59.85.21, 57.128.231.46, and 57.128.233.143. Bybit Demo Trading and the Bybit Testnet each need their own API credentials. Read the docs

Your Bybit account uses isolated margin. Enable cross margin on the Bybit trading website or app. If Bybit instead reports an invalid API key, check for spaces around the key and secret and confirm the key has read-write permissions. Read the docs

Binance and Bybit support Crypto Futures, and dYdX supports crypto futures. Binance and Bybit restrict access from the United States, so they require the Europe (WAW) region. dYdX isn't available in the United States or to other restricted persons. Read the docs

For the Cloud Platform, remove the -----BEGIN EC PRIVATE KEY-----\n prefix, the \n-----END EC PRIVATE KEY-----\n suffix, and the remaining \n characters. The LEAN CLI uses the key as it appears in the JSON file. Create the key with the View and Trade permissions. Read the docs

The account type selects the wallet. AccountType.CASH connects to your Exchange wallet, and AccountType.MARGIN connects to your Margin wallet. You can't connect to the Funding or Capital Raise wallet, and currencies ending in "F0" don't load into the cashbook. Read the docs

No, QuantConnect doesn't account for assets you enable in the Kraken rewards program. The Kraken integration also doesn't support order updates or paper trading. Read the docs

Live algorithms can send email, SMS, webhook, and Telegram notifications. The deployment wizard can notify you of order events and insights, and the notify (Notify) methods send notifications from your code at other moments. LEAN ignores notifications during backtests. Read the docs

The free hourly quota of email, Telegram, and webhook notifications per live algorithm depends on your tier. Quant Researcher allows 20, Team allows 60, Trading Firm allows 240, and Institution allows 3,600. Each notification over the hourly quota costs 1 QCC. Each SMS costs 1 QCC to a US or Canadian number and 10 QCC to other numbers. Read the docs

Check your junk folders, because email notifications go through your email provider and can be slow. Email notifications hold up to 10 KB of text in the message body. For notifications that don't need internet access, use SMS, which holds up to 1,600 characters. Read the docs

Create a Telegram group, add a bot, and enter your user Id or group Id in the deployment wizard. You can create a bot with @BotFather or use @quantconnect_notifications_bot. If you use your own bot, also enter its token. The group Id is in the group URL of the Telegram web interface. Read the docs

A webhook notification is an HTTP POST request to your URL with a 300-second timeout. The JSON payload contains the project name and Id, the insights and order events since the last notification, and the current portfolio holdings. You can add custom headers in the deployment wizard. Read the docs

No, you can't use the notification system for data distribution. Use notifications for alerts about your algorithm, such as order events and insights. Read the docs

The algorithm stops, and QuantConnect emails you. If you enabled automatic restarts, the algorithm tries up to five times to restart. The live results page marks the error on the Meta series of the Strategy Equity chart. Read the docs

Yes, the live trading node runs your algorithm on QuantConnect servers, so closing or refreshing the page doesn't interrupt it. To open the live results page again, open the project and click the Deploy Live icon. The Live Dashboard lists all the live algorithms in your organizations. Read the docs

Live log timestamps use Coordinated Universal Time (UTC). The Orders and Insights tables on the results page show Eastern Time (ET), and the downloaded order and insight files use UTC. Logs stay with the project when you stop and redeploy. Read the docs

Refreshing the charts while the algorithm runs resets the zoom and only shows the data that LEAN sent after the refresh. Charts are sampled every one and ten minutes, so 1-minute custom charts switch to 10-minute sampling after enough samples. Read the docs

In the Share Results section of the live results page, click Make Public. Click Live Stream to get a URL, or Embed Code to get an iframe for a website. Click Make Private to stop sharing. Read the docs

QuantConnect runs an out-of-sample (OOS) backtest in parallel with each live deployment. The live results page plots the live equity curve and the OOS backtest curve. If the two curves overlap exactly, the algorithm is perfectly reconciled. Read the docs

Backtests model reality closely but not perfectly. Common causes are fill and fee modeling, market impact, data timing, existing holdings, and different start dates. Restarts without saved state and a backtest brokerage model that differs from your live brokerage also cause deviations. Set the backtest brokerage model to your live brokerage and start both with the same cash and holdings. Read the docs

Backtests inject data at predictable times, while live trading injects data whenever it arrives with microsecond precision. A condition such as "time is 9:30:15" can never match in live trading. Use a time range, a rounded time, or a Scheduled Event. Read the docs

In live trading, LEAN polls custom data sources on a schedule that depends on the resolution. LEAN checks daily and hourly sources every 30 minutes, minute sources every minute, and second sources every second. Also timestamp each data point when it was available in reality, so backtests don't read it early. Read the docs

Backtests use adjusted prices by default, so indicators see a smooth series. In live trading, an indicator holds prices from before and after a split or dividend, so its signals differ. Reset and warm up your indicators when the algorithm receives a corporate event. Read the docs

Backtests group ticks into slices that span 1 millisecond. Live trading groups ticks into slices that span up to 70 milliseconds. Make sure your strategy logic works with both slice sizes. Read the docs

In backtests, limit orders fill as soon as the price reaches the limit. In live trading, your brokerage might fill the order at a different price or not at all, depending on its place in the order book. Backtest orders also fill immediately, while live orders take about half a second at the brokerage. Read the docs

LEAN doesn't model market impact, so large orders can fill better in backtests than in live trading. By default, LEAN also doesn't simulate short borrowing costs. To add them, set a margin interest model, and implement a custom fill model for market impact. Read the docs

Brokerages usually trade whole shares, so a small account can't hit exact allocations such as 10%. Fractional shares help, but not every brokerage supports them. Start the backtest and the live deployment with the same cash to get the closest results. Read the docs

Live trading carries strategy, portfolio, market, counterparty, operational, and error risks. You can reduce them by diversifying across factors and brokers, monitoring strategy capacity and correlation, and backtesting before deploying. Also keep close access to your email and enable automatic restarts. Read the docs