--- title: "FactSet" description: "Learn how use historical data from FactSet for research and backtest in Lean CLI." canonical: https://www.quantconnect.com/docs/v2/lean-cli/datasets/factset markdown: https://www.quantconnect.com/docs/v2/lean-cli/datasets/factset.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/05%20Lean%20CLI/05%20Datasets/09%20FactSet modified: 2026-10-29 index: https://www.quantconnect.com/llms.txt --- # FactSet [Documentation](https://www.quantconnect.com/docs/v2.md) > [Lean CLI](https://www.quantconnect.com/docs/v2/lean-cli.md) > Datasets > FactSet > Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page. ## Introduction Instead of using the data from QuantConnect or your brokerage, you can use data from [FactSet](https://www.factset.com/) if you have the authetication `JSON` file. This page explains our integration with their API and its functionality. To view the implementation of the FactSet integration, see the [Lean.DataSource.FactSet repository](https://github.com/QuantConnect/Lean.DataSource.FactSet). To use the CLI, you must be a member in an [organization](https://www.quantconnect.com/docs/v2/cloud-platform/organizations/tier-features.md) on a paid tier. ## Authetication To access FactSet data, ask [FactSet Support](https://www.factset.com/contact-us) for your authetication `JSON` file and then save it to your local machine. When you run any of the following commands, you'll provide the path to its location using the `--factset-auth-config-file` option. This file has the following [format](https://github.com/factset/oauth2-guidelines): ``` { "clientId": "abcde123", "clientAuthType": "Confidential", "jwk": { "kty": "RSA", "use": "sig", "alg": "RS256", "kid": "34n2j4n23j42m34kn234", "d": "42r34t345k3m45-34t3k45k-345v", "n": "42r34t345k3m45-34t3k45k-345v", "e": "42r34t345k3m45-34t3k45k-345v", "p": "42r34t345k3m45-34t3k45k-345v", "q": "42r34t345k3m45-34t3k45k-345v", "dp": "42r34t345k3m45-34t3k45k-345v", "dq": "42r34t345k3m45-34t3k45k-345v", "qi": "42r34t345k3m45-34t3k45k-345v" }, "wellKnownUri": "https://auth.factset.com/.well-known/openid-configuration" } ``` ## Supported Datasets The FactSet data provider serves asset price data directly from [FactSet's Options API](https://www.alphavantage.co/documentation/#time-series-data). Our integration supports [US Index Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index-options.md) securities. ## Alternative Data If you have licensed alternative data with QuantConnect, it works as expected with the FactSet data provider for research and backtesting. ## Download To download FactSet data, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean data download --data-provider-historical FactSet --data-type --resolution Daily --security-type IndexOption --ticker --start --end --factset-auth-config-file=`. ``` $ lean data download --data-provider-historical FactSet --data-type Trade --resolution Daily --security-type IndexOption --ticker SPX --start 20240422 --end 20240423 --factset-auth-config-file=auth.json ``` If you provide your credentials, your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration) saves them. ## Research To access FactSet data from the local Research Environment, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean research --data-provider-historical FactSet --factset-auth-config-file `. ``` $ lean research "My Project" --data-provider-historical FactSet --factset-auth-config-file auth.json ``` If you provide any of the preceding options, your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration) saves them so that you only need to run `lean research ` to open the Research Environment with the same options. ## Backtesting To run a local backtest with FactSet data, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean backtest --data-provider-historical FactSet --factset-auth-config-file `. ``` $ lean backtest "My Project" --data-provider-historical FactSet --factset-auth-config-file auth.json ``` If you provide any of the preceding options, your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration) saves them so that you only need to run `lean backtest ` to run another backtest with the same options. ## Optimization Follow these steps to run a local optimization job with FactSet data: 1. Add some [parameters](https://www.quantconnect.com/docs/v2/lean-cli/optimization/parameters.md) to your project. 2. Open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md). 3. Run `lean optimize --data-provider-historical FactSet --factset-auth-config-file `. ``` $ lean optimize "My Project" --data-provider-historical FactSet --factset-auth-config-file auth.json ``` 4. Follow [the steps in the interactive wizard](https://www.quantconnect.com/docs/v2/lean-cli/optimization/deployment.md#02-Run-Local-Optimizations) to configure your optimization job settings. The `lean optimize` command also accepts additional [options](https://www.quantconnect.com/docs/v2/lean-cli/api-reference/lean-backtest.md#04-Options) so that you can select Polgyon and run the command in non-interactive mode. If you provide any of the preceding options, your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration) saves them so that you only need to run `lean optimize ` to run another optimization job with the same options. ## Live Trading To deploy a local live algorithm that uses FactSet as the historical data provider, open a terminal in your [organization workspace](https://www.quantconnect.com/docs/v2/lean-cli/initialization/organization-workspaces.md) and then run `lean live deploy --data-provider-historical FactSet --factset-auth-config-file --brokerage `. FactSet doesn't support streaming live data. The paper trading brokerage also doesn't provide live data, so if you select it, you need to include `--data-provider-live `. ``` $ lean live deploy "My Project" --data-provider-historical FactSet --factset-auth-config-file auth.json --brokerage "Paper Trading" --data-provider-live "Custom data only" ``` If you provide any of the preceding options, your [Lean configuration file](https://www.quantconnect.com/docs/v2/lean-cli/initialization/configuration.md#03-Lean-Configuration) saves them so that you only need to run `lean live deploy --brokerage ` to deploy another live algorithm with the same options. ## Pricing To learn more about FactSet data solutions and pricing, see the [Data Solutions](https://www.factset.com/solutions/data-solutions) page on the FactSet website.