--- title: "Quant Bridge" description: "Learn how to connect and feed data to a live algorithm from Quant Bridge in Lean CLI." canonical: https://www.quantconnect.com/docs/v2/lean-cli/datasets/quant-bridge markdown: https://www.quantconnect.com/docs/v2/lean-cli/datasets/quant-bridge.md language: python source: https://github.com/QuantConnect/Documentation/tree/master/05%20Lean%20CLI/05%20Datasets/13%20Quant%20Bridge modified: 2026-10-27 index: https://www.quantconnect.com/llms.txt --- # Quant Bridge [Documentation](https://www.quantconnect.com/docs/v2.md) > [Lean CLI](https://www.quantconnect.com/docs/v2/lean-cli.md) > Datasets > Quant Bridge > 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, you can use data from Bloomberg EMSX through Quant Bridge if you're in an organization on the [Institution tier](https://www.quantconnect.com/docs/v2/cloud-platform/organizations/tier-features.md#06-Institution-Tier). 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. ## Supported Datasets Quant Bridge supports securities from the following asset classes: - [US Equity](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md) - [US Equity Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/equity-options.md) - [US Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/futures.md) - [US Index Options](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/index-options.md) Quant Bridge serves raw data. To get adjusted Equity data in local deployments, [download the US Equity Security Master](https://www.quantconnect.com/datasets/quantconnect-us-equity-security-master/cli). To get [continuous Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/futures.md#12-Continous-Contracts) data in local deployments, [download the US Futures Security Master](https://www.quantconnect.com/datasets/quantconnect-us-futures-security-master/cli). ## Universe Selection In local deployments, [universe selection](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/key-concepts.md) is available with Quant Bridge if you download the data from the [Dataset Market](https://www.quantconnect.com/datasets). The dataset listings show how to download the universe selection data with the CLI. For live trading, you'll need to periodically download the new data from QuantConnect Cloud, which you can automate with Python scripts. For example, the following tutorials explain how to download historical data and download daily updates: - [US Equity Coarse Universe](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/us-equity-coarse-fundamental.md) - [US Equity Option Universe](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/equity-options.md#02-Prerequisites) - [US ETF Constituents](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/us-etf-constituents.md) - [US Index Option Universe](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/index-options.md#02-Prerequisites) In cloud deployments, QuantConnect Cloud provides the universe selection dataset. ## Alternative Data If you have licensed alternative data with QuantConnect, it works as expected with the Quant Bridge data provider for research, backtesting, and live trading. ## Download To download Bloomberg DAPI 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 "Quant Bridge" --data-type --resolution --security-type --ticker --start --end --quant-bridge-connection-type DAPI --quant-bridge-environment --quant-bridge-server-host --quant-bridge-server-port --quant-bridge-emsx-broker --quant-bridge-openfigi-api-key `. ``` $ lean data download --data-provider-historical "Quant Bridge" --data-type Trade --resolution Daily --security-type Equity --ticker NVDA,AMD --start 20240303 --end 20240404 --quant-bridge-connection-type DAPI --quant-bridge-environment Production --quant-bridge-server-host serverHost --quant-bridge-server-port serverPort --quant-bridge-emsx-broker emsxBroker --quant-bridge-openfigi-api-key openfigiApiKey ``` 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 Bloomberg DAPI data from the local Research Environment through Quant Bridge, 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 "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment --quant-bridge-server-host --quant-bridge-server-port --quant-bridge-emsx-broker --quant-bridge-openfigi-api-key `. ``` $ lean research "My Project" --data-provider-historical "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment Production --quant-bridge-server-host serverHost --quant-bridge-server-port serverPort --quant-bridge-emsx-broker emsxBroker --quant-bridge-openfigi-api-key openfigiApiKey ``` 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 Quant Bridge that uses data from the Bloomberg DAPI, 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 "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment --quant-bridge-server-host --quant-bridge-server-port --quant-bridge-emsx-broker --quant-bridge-openfigi-api-key `. ``` $ lean backtest "My Project" --data-provider-historical "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment Production --quant-bridge-server-host serverHost --quant-bridge-server-port serverPort --quant-bridge-emsx-broker emsxBroker --quant-bridge-openfigi-api-key openfigiApiKey ``` 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 data from Bloomberg DAPI through Quant Bridge: 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 "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment --quant-bridge-server-host --quant-bridge-server-port --quant-bridge-emsx-broker --quant-bridge-openfigi-api-key `. ``` $ lean optimize "My Project" --data-provider-historical "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment Production --quant-bridge-server-host serverHost --quant-bridge-server-port serverPort --quant-bridge-emsx-broker emsxBroker --quant-bridge-openfigi-api-key openfigiApiKey ``` 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 Quant Bridge 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 Quant Bridge as the 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-live "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment --quant-bridge-server-host --quant-bridge-server-port --quant-bridge-emsx-account --quant-bridge-emsx-broker --quant-bridge-openfigi-api-key --brokerage `. ``` $ lean live deploy "My Project" --data-provider-live "Quant Bridge" --quant-bridge-connection-type DAPI --quant-bridge-environment Production --quant-bridge-server-host serverHost --quant-bridge-server-port serverPort --quant-bridge-emsx-account emsxAccount --quant-bridge-emsx-broker emsxBroker --quant-bridge-openfigi-api-key openfigiApiKey --brokerage "Paper Trading" ``` Depending on the brokerage you select, you may need to provide some [required brokerage options](https://www.quantconnect.com/docs/v2/lean-cli/api-reference/lean-live-deploy.md#02-Description). To use a different provider for historical data, include the `--data-provider-historical` option. 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. To deploy the algorithm in QuantConnect Cloud while still using Quant Bridge as the data provider, run `lean cloud live deploy --data-provider-live "Quant Bridge" --quant-bridge-environment --quant-bridge-server-host --quant-bridge-server-port --quant-bridge-emsx-account --quant-bridge-emsx-broker --quant-bridge-openfigi-api-key --brokerage --node --auto-restart --notify-order-events --notify-insights `. ``` $ lean cloud live deploy "My Project" --data-provider-live "Quant Bridge" --quant-bridge-environment Production --quant-bridge-server-host serverHost --quant-bridge-server-port serverPort --quant-bridge-emsx-account emsxAccount --quant-bridge-emsx-broker emsxBroker --quant-bridge-openfigi-api-key openfigiApiKey --brokerage "Paper Trading" --node "My Node" --auto-restart yes --notify-order-events no --notify-insights no ``` To deploy the live algorithm through the interactive mode of the CLI, see [Deploy Local Algorithms](https://www.quantconnect.com/docs/v2/lean-cli/live-trading/brokerages/bloomberg-emsx.md#10-Deploy-Local-Algorithms) or [Deploy Cloud Algorithms](https://www.quantconnect.com/docs/v2/lean-cli/live-trading/brokerages/bloomberg-emsx.md#09-Deploy-Cloud-Algorithms). The preceding commands stream data through the Bloomberg™ EMSX API Server or DAPI connection. To stream live data through a dedicated Bloomberg™ BPIPE ticker plant that QuantConnect operates for your organization, see [Bloomberg BPIPE](https://www.quantconnect.com/docs/v2/cloud-platform/datasets/bloomberg-bpipe.md). ## Pricing To view the prices of Bloomberg’s Execution Management Solutions, see [Execution Management System](https://www.bloomberg.com/professional/product/trading/execution-management-system/) on the Bloomberg website.