Datasets

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

For more information about the data source, see the Tradier API documentation.

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 Tradier brokerage, you can use the QuantConnect data provider, the Tradier 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 Tradier data provider first and the QuantConnect data provider last. Use this configuration if you want to trade on Tradier 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.

Historical data isn't available for expired Options from the Tradier data provider. For more information about the data that's available, see Get Historical Pricing in the Tradier documentation.

The Tradier data feed is free for Tradier subscription accounts. If you have a free Tradier account, you may have to pay inactivity and maintenance fees. If you have less than $2,000 in total account value and less than 2 executed trades in 1 year, the inactivity fee is $50. If you have less than 2 executed trades per month, the international account monthly maintenance fee is $20. To view the latest prices, see the Pricing page on the Tradier website.