Data Documentation


This page explains how to provide documentation for your dataset so QuantConnect members can use it in their trading algorithms.

Required Key Properties

You need to process the entire dataset to collect the following information:

Start DateDate and time of the first data point
Asset CoverageNumber of assets covered by the dataset
Data densityDense for tick data. Regular or Sparse according to the frequency.
ResolutionOptions: Tick, Second, Minute, Hourly, & Daily.
TimezoneData timezone. This is a property of the data source.
Data process timeTime and days of the week to process the data.
Data process durationTime to process the entire the dataset.
Update process durationTime to update the dataset.

Provide Documentation

To provide documentation for your dataset, in the Lean.DataSource.<vendorNameDatasetName> / and Lean.DataSource.<vendorNameDatasetName> / files, fill in the missing content.

Next Steps

After we review and accept your dataset contribution, we will create a page in our Dataset Market. At that point, you will be able to write algorithms in QuantConnect Cloud using your dataset and you can contribute an example algorithm for the dataset listing.

You can also see our Videos. You can also get in touch with us via Discord.

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