Data Library

Alternative Data

Alternative Data


QuantConnect provides a rich data library of alternative data you can import into your algorithm. This data covers corporate fundamentals, macro economics, news and events, price data, and sentiment data.

Data Costs

All data is free for all backtesting, Alpha Streams, and for use in Alpha Streams Competitions. To use alternative data in your personal live trading there is a cost set by each alternative data vendor. You can view the details of these costs in the pages below.

Data Available

Tiingo News Feed

Global news and events feed for the US markets powered by the Tiingo News API.


Smart Insider Buy Backs

Corporate buyback transaction and intention data feeds powered from insider trading activity pulled from US SEC Filings.


US Department of Treasury

Nightly offical yield curve rates data from the US Department of Treasury. Cached by the QuantConnect team.



Full pipe of raw 10-K and 10-Q SEC filing content for publicly tradable companies, pulled from the US EDGAR SEC Filing website. Cached by the QuantConnect team.


Trading Economics

Global macro data on the top 10 countries globally powered by the Trading Economics team.


US Energy Information Administration

Energy product export and production numbers for global oil, gas and petroleum products. Cached by the QuantConnect team.


Federal Reserve Economic Data

Dozens of economic, central bank, volatility, recession and market index pricing served by FRED. Cached by the QuantConnect team.


Chicago Options Exchange

Daily volatility index pricing provided by the CBOE and cached by the QuantConnect team.


You can also see our Tutorials and Videos. You can also get in touch with us via Chat.

Did you find this page helpful?

Contribute to the documentation: