--- title: "Auxiliary Data" description: "QuantConnect Cloud provides the following auxiliary datasets for algorithms running in our cloud." canonical: https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/auxiliary-data markdown: https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect/auxiliary-data.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/01%20Cloud%20Platform/09%20Datasets/07%20QuantConnect/11%20Auxiliary%20Data modified: 2026-10-26 index: https://www.quantconnect.com/llms.txt --- # Auxiliary Data [Documentation](https://www.quantconnect.com/docs/v2.md) > [Cloud Platform](https://www.quantconnect.com/docs/v2/cloud-platform.md) > [Datasets](https://www.quantconnect.com/docs/v2/cloud-platform/datasets.md) > [QuantConnect](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/quantconnect.md) > Auxiliary Data > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. ## Introduction QuantConnect Cloud provides the following auxiliary datasets for algorithms running in our cloud. Algorithms can access these datasets even if you don't include the QuantConnect data provider in [live deployment wizard](https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/deployment.md#05-Wizard). ## US Equity Security Master The [US Equity Security Master](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/quantconnect/us-equity-security-master.md) dataset by QuantConnect tracks US Equity corporate actions, including splits, dividends, delistings, mergers, and ticker changes through history. The data covers approximately 27,500 US Equities, starts in January 1998, and is delivered on a daily update frequency. LEAN automatically handles all corporate actions and passes them into your algorithm as [events](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity/corporate-actions.md). ## US Futures Security Master The [US Futures Security Master](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/quantconnect/us-futures-security-master.md) dataset by QuantConnect provides mapping reference data for the most liquid contracts of the CME Group exchanges, calculated with popular rolling techniques. The data covers 162 root Future contracts, starts in May 2009, and is delivered on a daily frequency with a zip file with all the contract mappings. This dataset is created by daily processing of the US historical Future chains. ## US Equity Option Universe The [US Equity Option Universe](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/quantconnect/us-equity-option-universe.md) dataset by QuantConnect lists the available US Equity Options contracts and the current Implied Volatility and Greeks. The data covers 4,000 Symbols, starts in January 2012, and is delivered on a daily update frequency. To create this dataset, we use [our implementation](https://www.quantconnect.com/research/16977/greeks-and-iv-implementation/p1) of the forward tree pricing model, which accounts for the interest rate, dividend payments, and daily closing prices. The values in this dataset are the same values you can get from daily [indicators](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/equity-options/greeks-and-implied-volatility/indicators.md) with mirror Options. ## US Index Option Universe The [US Index Option Universe](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/quantconnect/us-index-option-universe.md) dataset by QuantConnect lists the available US Index Options contracts and the current Implied Volatility and Greeks. The data covers European Option contracts for 3 US Indices: SPX, VIX, and NDX. It starts in January 2012 and is delivered on a daily update frequency. To create this dataset, we use [our implementation](https://www.quantconnect.com/research/16977/greeks-and-iv-implementation/p1) of the forward tree pricing model, which accounts for the interest rate, dividend payments, and daily closing prices. The values in this dataset are the same values you can get from daily [indicators](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index-options/greeks-and-implied-volatility/indicators.md) with mirror Options. ## US Future Universe The [US Future Universe](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/quantconnect/us-future-universe.md) dataset by QuantConnect lists the available US Future contracts, their daily trading volume, and Open Interest. The data covers the 162 most liquid contracts, starts in May 2009, and is delivered on daily frequency. This dataset is created by monitoring the trading activity on the CFE, CBOT, CME, COMEX, NYMEX, and ICE. ## US Future Option Universe The [US Future Option Universe](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/quantconnect/us-future-option-universe.md) dataset by QuantConnect lists the available US Future Options contracts and the current open interest. The data covers 16 Monthly Future contracts, starts in January 2012, and is delivered on a daily update frequency. This dataset is created by monitoring the trading activity on the CME, CBOT, NYMEX, and COMEX markets. ## Other Universes In addition to the preceding universe selection datasets, QuantConnect Cloud provides many other datasets for universe selection. To view more information about them, see the [Dataset Market](https://www.quantconnect.com/datasets). ## Non-Streaming Alternative Data Streaming datasets provide real-time intraday data, like the [Tiingo News Feed](https://www.quantconnect.com/datasets/tiingo-news-feed) and [Benzinga News Feed](https://www.quantconnect.com/datasets/benzinga-news-feed). QuantConnect Cloud provides non-streaming alternative data for all algorithms.