The QuantConnect data provider provides a stream of trades and quotes to your trading algorithm during live execution. Live data enables you to make real-time trades and update the value of the securities in your portfolio.

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.

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