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The following sections describe the latest updates to the documentation.

2026-10-08

• [Source] Added a comprehensive in-site LEAN Data Format section replacing GitHub READMEs: per-asset on-disk schemas (US Equity, Equity/Index Options, Index, Futures/Future Options, Forex/CFD, Crypto/Crypto Futures), detailed folder paths, bar/tick/open-interest columns, and clarified price/time representation; updated navigation and CLI pages to point to the new docs.
• [Source] Strengthened Data Use policy (Terms §2.6): explicit ban on any data export (including small amounts, screenshots, Object Store downloads, encoding/encryption, network/API/MCP), expanded monitoring, AI agent accountability, allowance for in-cloud caching/storage, and potential account termination without refund.
• [Source] Clarified Object Store download restrictions: only Institution tier orgs with a signed derived data agreement may download, and only derived data; others receive an export-disabled error.

2026-10-07

• [Source] Added a new AI Agent Rules section to the Data Use page. It establishes strict constraints for AI/automated tools: no exporting or reconstructing Platform Data; no obfuscation (e.g., ZIP/Base64); no traversal of internal directories; and no use of side channels (notebooks, logs, Object Store, charts, order tags, screenshots, OCR, APIs/MCP) for extraction. Agents must access only explicitly named, user-owned files through permitted interfaces, must not split extraction across prompts/sessions/accounts, must follow compiler/TOS compliance, and must stop/report when interfaces are unavailable. Reinforces user responsibility for actions taken by AI agents.

2026-10-06

• [Source] New Data Use policy: clearly prohibits exporting dataset values from the cloud, defines what counts as exporting, lists what you can take out, provides good practices, assigns responsibility for AI agent actions, and explains how to report data issues. Related update clarifies you may not self‑obfuscate code; Project Encryption is the supported way to keep code unreadable unless on the Institution tier.
• [Source] Python dictionary-like objects now documented: use keys(), values(), and items() as methods (with parentheses) on LEAN dictionary types to avoid 'MethodBinding' errors; includes examples.
• [Source] Consolidators note that Forex and CFD are quote-only: consolidations default to TradeBar except for Forex and CFD, which consolidate into QuoteBar.
• [Source] Order examples updated to pass tag and order properties by keyword to avoid positional argument issues (e.g., due to the asynchronous parameter).
• [Source] Order events and status checks clarified: how to get tag, UTC time, and fee from OrderEvent; how to check if an order is open/closed/filled (C# extension methods, Python enum checks).
• [Source] Slippage model structure clarified: prefer supported models; custom models implement ISlippageModel in C# or define get_slippage_approximation in a plain Python class; method returns slippage in price units.
• [Source] Indicator helper methods: pass the resolution argument by name when optional parameters (e.g., moving average type) come before it; examples added for ATR/RSI.
• [Source] Python time handling: algorithm time and data times are naive datetimes (algo/exchange TZ respectively); utc_time is timezone-aware (UTC). Compare like-with-like to avoid TypeError; example provided.
• [Source] Python projects must start every file with 'from AlgorithmImports import *'; algorithms inherit only from QCAlgorithm; share logic via helper classes/attributes.
• [Source] Change Email flow clarified: confirmation link is sent to the current email address; support only processes change requests from the registered email.

2026-10-05

• [Source] Refreshed all screenshots and header image in the AI Agents Getting Started tutorial to new pipeline-img assets for clearer, consistent steps.
• [Source] Updated Cloud Platform section header image to new standardized asset.
• [Source] Updated AI Assistance section header image to new standardized asset.
• [Source] Updated Writing Algorithms section header image to new standardized asset.
• [Source] Updated Research Environment section header image to new standardized asset.
• [Source] Updated LEAN CLI section header image to new standardized asset.
• [Source] Updated LEAN Engine section header image to new standardized asset.
• [Source] Updated Local Platform section header image to new standardized asset.
• [Source] Improved MCP Server troubleshooting UX by using error-messages styling for the missing agent node error.

2026-10-02

• [Source] Remote MCP server now requires a paid agent node (A1-1, A4-8, or A16-32); the free A-MICRO node cannot connect.
• [Source] Added troubleshooting guidance for missing agent node, including the exact error message and instructions to add a paid node.
• [Source] ECB Policy Rates: Supported rates table now shows both C# and Python property names.
• [Source] ECB Systemic Stress: Supported economies table now includes both C# and Python constants.
• [Source] ECB Systemic Stress data frequency clarified: weekly data fetched daily (Resolution shown as Daily*).
• [Source] FINRA OTC Transparency data frequency clarified: weekly/twice-monthly/monthly data fetched daily (Resolution shown as Daily*).
• [Source] USPTO Patent Maintenance data frequency clarified: weekly data fetched daily (Resolution shown as Daily**).
• [Source] USPTO dataset pages now include official source attribution and a non-affiliation disclaimer.

2026-10-01

• [Source] Research API: ReadBacktestOrders now returns an OrdersResponseWrapper; access the list via .orders, use .length for total count, and paginate with start/end windows of up to 100.
• [Source] Research API: ReadLiveOrders now returns an OrdersResponseWrapper; access results via .orders, each call returns up to 100 orders, and paginate with start/end (difference <= 100). Return items are ApiOrderResponse. Examples updated to use named args.
• [Source] Local backtesting results: failed-data-requests file is capped at 100,000 paths; succeeded-data-requests is only written when data-monitor-store-succeeded-requests is set to true.

2026-09-29

• [Source] Introduced Support ticket REST API: endpoints to create (or comment on), list, and read organization support tickets; documented request/response models, quotas, and attachment rules.
• [Source] Reworked Support Features: replaced AI Support with Email Support, added API Support section and accessible support-status tables, linked ticket quota details, and guided users to report historical data issues via the Data Issues page.
• [Source] Corrected Indices dataset docs to remove tick-resolution examples (indices have no tick data) and updated code samples and capability flags accordingly.
• [Source] Added concise one-line definitions to all candlestick pattern indicator pages to clarify each pattern’s meaning.
• [Source] Updated Alpaca live-trading deployment instructions: users must authorize both live and paper accounts on Alpaca’s consent screen to avoid OAuth callback failures.
• [Source] Moved the Financial Advisors documentation to its own Live Trading section for clearer navigation.

2026-09-28

• [Source] Added Create Data Issue REST endpoint documentation (/community/data-library/issues/create), requiring a reproducible case and providing full request/response models and examples.
• [Source] Added List Data Issues REST endpoint documentation (/community/data-library/issues/list) with filtering (status, ticker, subscribed), pagination, and detailed response schema.
• [Source] Introduced a new Data Issues section in the API Reference.
• [Source] Updated the Report New Issues page to link to the Create Data Issue API for programmatic reporting.

2026-09-25

• [Source] Contingent orders enhanced: added 'Place Related Orders' guides and documented multi-level (grandchild) triggers across OTO, OCO, OUO, and Bracket orders, with new re-entry/reversal examples.
• [Source] One Triggers Other (OTO): new guidance on chaining child/grandchild orders and ticket/cancellation behavior, with concrete examples.
• [Source] CLI: added instructions on how to obtain local data for running backtests, optimizations, and research outside QuantConnect Cloud.
• [Source] Morningstar US Fundamental Data migration: dataset replaced with new Equity Data Feeds effective 2026-09-23; backtest results may change; coverage and field changes documented.
• [Source] US Equity data docs corrected: fixed excluded-tick table rendering and clarified included/excluded QuoteConditionFlags used in quote bars.
• [Source] Datasets documentation refresh across multiple providers (Fama-French, CFTC, EIA, ECB, Eurostat, FINRA, BEA): streamlined intros, standardized Accessing/History examples, and updated Data Summary tables.

2026-09-24

• [Source] Added first-class support for contingent orders: Bracket, One Cancels Other (OCO), One Triggers Other (OTO), and One Updates Other (OUO). Includes new APIs (BracketOrder, OneCancelsOtherOrder, OneTriggersOtherOrder, OneUpdatesOtherOrder), monitoring/updating/cancel rules, backtest fill logic, combo-order integration, brokerage limitations, and examples.
• [Source] Introduced the Order Factory to build SubmitOrderRequest objects without placing them, enabling composition of contingent orders, batch submission with atomic pre-checks, and pre-trade fee/buying-power evaluation. Added examples and reorganized order management docs.
• [Source] Added fee estimation using order requests and new examples; created a dedicated Estimate Fees section under Transaction Fees and updated related links.
• [Source] Reworked buying power/margin checks to use order requests and portfolio.HasSufficientBuyingPowerForOrder; added examples (e.g., sizing option spreads) and consolidated guidance under Get Initial Margin Requirements.
• [Source] Morningstar US Fundamentals migration: clarified timeline and access (old dataset on master until Oct 10, 2026; deprecated Oct 31, 2026), added interactive Migration Atlas, and documented reporting date shifts (median +63 days), expanded coverage, retired data points, and backtest impact. FAQ updated.
• [Source] Alpaca data provider now includes US Index Options; default markets updated to include Index Options alongside Equities and Equity Options.
• [Source] Custom data note: For TradeBar-derived custom data types, set DataType = MarketDataType.Base in the constructor so LEAN doesn’t treat them as regular TradeBars; otherwise History and Slice.Get return no data.

2026-09-22

• [Source] Added a comprehensive Morningstar migration guide for Equity universes, detailing the switch to Morningstar’s new Equity Data Feeds, major data differences (ratios/sign conventions), reporting date changes (removal of look-ahead bias), coverage expansion, new/retired fields, and expected backtest impacts. Navigation updated to include the new section; several Equity universe pages were reorganized.
• [Source] Optimization API response schema updated: removed the top-level extremum field from optimization objects; extremum now lives under the criterion object. Model names and examples were corrected (OptimizationTarget/OptimizationTargetStatistic/OptimizationTargetTo).
• [Source] Optimization list endpoint docs aligned with new schema: top-level extremum removed; extremum specified within criterion; model names/examples updated.
• [Source] LEAN CLI dataset price tables are now auto-generated from the pricing catalog across multiple dataset pages (US Equity, Options, Futures, Forex, Index Options, CFD, Coarse, ETF Constituents). Pricing corrections applied, including fixing the US Futures Security Master ongoing cost to $600/year.

2026-09-18

• [Source] Live logs API: Added a query keyword filter to read filtered log lines; length now reflects matching lines, while deploymentOffset counts all lines.
• [Source] New US Indices dataset: QuantConnect now streams SPX and VIX index values from CBOE, enabling SPX/VIX Index Options without third‑party data.
• [Source] Index resolution update: Added second-resolution support for SPX, NDX, and VIX; VIX updates every 15 seconds (seconds bars repeat between updates).
• [Source] API field rename: trailingPercentage corrected to trailingAsPercentage in order/trade response schemas.
• [Source] Futures data guidance: Documentation now recommends Futures universes (SetFilter) over AddFutureContract for most workflows.
• [Source] Expanded chain docs: Added OptionChain and FuturesChain filter/selection helpers (strategy filters, where predicates, selection by strike/delta, ATM, etc.).

2026-09-17

• [Source] Clarified Object Store downloads: Only permissioned Institution-tier organizations that sign the derived data agreement can download derived data from the Object Store; other tiers (e.g., Trading Firm) cannot. The Get Object Store File API now documents this restriction and the error returned when unauthorized ("Organization does not have derivative export enabled").
• [Source] Added API documentation for /backtests/read/log to fetch backtest logs with start/end line range and optional keyword filtering; includes response schema and examples, and notes it may not be used to export market data.
• [Source] Expanded Runtime Statistics docs: custom stats appear in the banner and in downloaded results; LEAN enforces limits (max 50 stats, names/values truncated to 200 chars) and ignores encoded values (e.g., base64/hex), emitting one debug message when ignored.

2026-09-16

• [Source] Live trading: Added Restart Live Algorithms page and guidance on enabling automatic restarts.
• [Source] Live trading: Added State Persistence section—restarts start a fresh instance; only cash, holdings, and some open orders are recovered; use warm-up and the Object Store to rebuild/persist the rest.
• [Source] Data Issues: Added a Best Practices page, expanded Common Issues with frequent false positives, updated the reporting flow to the new /datasets/issues page, and clarified handling of real-time vs historical issues.
• [Source] AI Assistance MCP: Remote MCP now requires a paid plan with an assistant harness server.
• [Source] Brokerages: Added Deployment Details pages for Kraken, dYdX, Trading Technologies, and Wolverine (required settings and fields).

2026-09-15

• [Source] Live API now returns deploymentDetails: a string-keyed object with brokerage- and provider-shared metadata (for example, account info). Docs include example response and generator fix so string dictionaries render as objects.
• [Source] Introduced platform-wide Deployment Details documentation and usage: new pages on how to get deployment details and the deployment Id, plus per-brokerage Deployment Details sections (including Terminal Link, IB, TradeStation, tastytrade, Public, Alpaca, Charles Schwab, Clear Street, Webull, Bybit, Tradier, Bloomberg FIX, SS&C Eze, and OANDA).
• [Source] Added a comprehensive 'Why Use Agent Harness' overview covering infrastructure, multi-agent workflows, built-in backtest diagnostics that feed the AI, permissions/oversight, model layer management, reliability, and observability.
• [Source] Agents docs restructured and anchors renumbered due to new content; several pages were renamed and internal links updated (for example, Create System Prompts is now section #03).

2026-09-11

• [Source] Clarified memory enforcement: live sampling every 10s, 60-sample EMA window, 2x spike allowance, 80% warning threshold, and exact stop conditions/runtime messages.
• [Source] Updated node sizing guidance: ~5MB RAM per subscription rule, design to stay under 80% of RAM, and advice to minimize spikes (e.g., bulk History) when choosing node size.
• [Source] Centralized Equinix details on Redundancy page (NY7 default); other live-trading pages now link here instead of external Equinix URLs.
• [Source] Switched MCP client configs to hosted HTTPS endpoint and added OAuth authorization steps/screenshots across IDE guides (Copilot, Cursor, Devin Desktop).
• [Source] Rebranded Windsurf/Cascade to Devin Desktop/Devin Local with updated setup, paths, links, and terminology; new Devin Desktop section added.
• [Source] Removed Amazon Q MCP client documentation and its navigation entry.
• [Source] Refreshed MCP Server Tools list from live API: now 48 tools with new sections (Object Store, Datasets/Environment, Skills) and multiple additions/removals.
• [Source] Rewrote Agents > Select Tools to align with new permission-based access (read/write toggles) and listed tools under each permission group.

2026-09-10

• [Source] Replaced 'File Size Quotas' with unified 'File Quotas' documentation and documented project file count quotas; added/updated pages and includes.
• [Source] Added 'Best Practices' for Shared Libraries across Cloud Platform, Local Platform, and Lean CLI.
• [Source] Fixed broken Interactive Brokers documentation links and updated CLI deployment section anchor.
• [Source] Overhauled Claude Code MCP Server connection docs: new UI-based setup steps, '/mcp' status command, clarified default-browser note, and streamlined troubleshooting.

2026-09-09

• [Source] Clarified dedicated host offering: a large 80-core/160 GB server dedicated to your organization, with alternate configurations available on request; hosts run only your org’s live deployments and are manually set up.
• [Source] Added hot-warm redundancy guidance: if NY7 is unavailable, redeploy to TOR; servers must be pre-provisioned due to first-come capacity, and new servers may take days or weeks to spin up.