Datasets

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

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

When you deploy a live algorithm with the Trading Technologies brokerage, you can use the QuantConnect data provider, the Trading Technologies 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 Future Options data, so you need this configuration to trade Future Options.
3. The Trading Technologies data provider first and the QuantConnect data provider last. Use this configuration if you want to trade on Trading Technologies 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 Trading Technologies data provider for history requests and warm-up periods depends on your Trading Technologies data plan.

To view the latest prices, see the Trading Technologies Market Data page.