Datasets

The tastytrade data provider sources data directly from tastytrade's Market Data API. If you use this data provider, tastytrade only provides the security price data. QuantConnect Cloud provides the auxiliary datasets.

The data feed is a stream of asset prices collected by WebSockets and distributed to algorithms on the platform.

When you deploy a live algorithm with the tastytrade brokerage, you can use the QuantConnect data provider, the tastytrade data provider, or both. If you use multiple data providers, the order you select them in defines their order of precedence in Lean, so Lean only uses a provider for the securities that the providers before it don't supply.

We suggest the following configurations, in order of preference:

1. The QuantConnect data provider on its own. It's free and it's high quality, and it covers most asset classes.
2. The QuantConnect data provider first and a provider that fills its gaps second. The QuantConnect data provider doesn't supply Index data (for example, SPX, VIX, and NDX) or Future Options data, so you need this configuration to trade Index Options, which need the underlying index, and to trade Future Options.
3. The tastytrade data provider first and the QuantConnect data provider last. Use this configuration if you want to trade on tastytrade prices and let the QuantConnect data provider cover the rest.

Third-party data providers support most alternative datasets, except data that streams real-time intraday data. If you're using streaming datasets, like the Tiingo News Feed and Benzinga News Feed, include the QuantConnect data provider as an additional data provider.

The historical data that's available from the tastytrade data provider for history requests and warm-up periods depends on your tastytrade data plan.

The Tastytrade data feed is free for personal tastytrade funded accounts but there may be other data charges for professional accounts.