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The following sections describe the latest updates to the documentation.

2026-09-10

• [Source] Replaced 'File Size Quotas' with broader 'File Quotas' documentation, adding project file count quotas and updating references.
• [Source] Added Best Practices for Shared Libraries (Cloud Platform Projects).
• [Source] Added Best Practices for Shared Libraries (Local Platform).
• [Source] Added Best Practices for Project Libraries (LEAN CLI).
• [Source] Overhauled Claude Code MCP Server Getting Started: new connector setup and authorization flow, guidance on default browser, and updated connection check via /mcp.
• [Source] Removed obsolete 'Server Not Connected' troubleshooting section for Claude Code MCP Server.
• [Source] Fixed Interactive Brokers documentation link for Paper Trading (updated to current IBKR Guides URL).
• [Source] Updated CLI documentation reference to 'Deploy with External IB Gateway' section title.

2026-09-09

• [Source] Dedicated Hosts: clarified specs (80 cores/160 GB RAM), added that alternative node configurations are available on request, and noted hosts are manually provisioned and run only your organization’s live deployments.
• [Source] Redundancy: added hot-warm redundancy guidance (deploy to TOR if NY7 is unavailable) and emphasized pre-provisioning servers due to first-come capacity and multi-day/week spin-up times.

2026-09-08

• [Source] Renamed AI Assistants to AI Agents across the docs, including new Agents and Agent Teams sections, updated tasks/deployments wording, renamed Assistant Nodes to Agent Nodes, and switched the reserved Object Store folder from .assistant to .agent. All links and Research Pipeline references were updated to use Agents.
• [Source] Added a new US Electricity dataset from the U.S. Energy Information Administration (EIA), with full usage docs (requesting/accessing/history), examples, and attributes, and updated the EIA provider overview.
• [Source] Expanded crypto and FX dataset coverage: Binance Crypto Futures (718 → 806 pairs), Binance Crypto Price Data (3,320 → 3,651 pairs), Binance US (604 → 627 pairs), FOREX pairs (71 → 72), and refreshed supported asset lists and tables.
• [Source] Introduced live trading Redundancy (regional hosting) and Dedicated Hosts; added a region selection step to the deploy flow and documented that Binance and Bybit deployments require the Europe region.
• [Source] Documented new Clear Street brokerage support across Cloud Platform live trading, Reality Modeling (brokerage model), Lean CLI, and API Reference; added ClearStreetBrokerageSettings and CLI options for access token/account ID; aligned slugs and page structure.
• [Source] Enhanced Lean CLI options: added --ib-host and --ib-port to multiple commands (backtest, live deploy, data download, optimize, research), added Clear Street to supported brokerages and corresponding CLI options.

2026-09-02

• [Source] Added documentation for deploying Lean CLI live algorithms with an external Interactive Brokers Gateway, including new --ib-host and --ib-port options, desktop IB Gateway setup (disable Read-Only API and API precautions, note socket port), using host.docker.internal, and running multiple deployments on unique ports.
• [Source] Expanded guidance on connection maintenance for external IB Gateway deployments: LEAN no longer manages IB Gateway (no auto-login/IB Key prompt, no scheduled or failure restarts); users must log in daily (incl. 2FA), handle restarts, and monitor the connection.
• [Source] Documented data availability limits when using an external IB Gateway: only selected live data providers are available (typically IB); QuantConnect cloud-only datasets (universe files, Security Master corporate actions) require separate subscription and local download.
• [Source] Linked the Deploy Local Algorithms page to the external IB Gateway documentation.

2026-08-28

• [Source] Added new documentation for the USPTO Patent Maintenance dataset, including getting started, data summary, API usage (AddData, Slice access, History), universe selection, example strategies, and data point attributes. Coverage starts April 1985, weekly updates, daily resolution.
• [Source] Updated IB FIX Integration docs: Market Data permission is required to manage research subscriptions; clarified per-account IBKR QC UID handling (master users can save only one UID; register UIDs by logging in as each subaccount); added steps to edit a saved UID via Manage Subscriptions > Continue twice > Configure.
• [Source] Moved VIX Central documentation to a new URL path (index 31); update links/bookmarks.

2026-08-27

• [Source] IB FIX docs updated to replace 'Operator ID' with 'IBKR QC UID', remove the Locator ID field, and instruct entering the IBKR QC UID (from the QuantConnect wizard) into IB’s QuantConnect UID field. Also clarifies that multiple subaccounts must be linked to the same QuantConnect account.
• [Source] Live deployment wizard instructions expanded: authenticate, select Account ID, obtain IBKR QC UID, and register it in IB. Notes that registration is one-time per IBKR QC UID and takes about 5 minutes to propagate before deployment.
• [Source] Added caveat for data providers: using the IB data provider (for Indices, Index Options, Future Options) reintroduces weekly IB API logins, negating FIX’s no-login benefit; recommend using the QuantConnect data provider alone otherwise.

2026-08-26

• [Source] QuantConnect dataset page now clarifies live data coverage and gaps: use provider precedence to fill gaps; QuantConnect does not supply Index data (e.g., SPX, VIX, NDX) or Future Options data, so add a third-party provider for those.
• [Source] Standardized 'Data Providers' guidance across many brokerage pages using a shared template: recommends the QuantConnect data provider by default, lists assets it covers per brokerage, and calls out when to add third‑party data (e.g., for Index/Index Options/Future Options).
• [Source] Public brokerage docs updated to recommend the free QuantConnect data provider (US Equities, US Equity Options, US Index Options, Crypto) and note the need for third‑party Index data to trade Index Options; deployment instructions aligned.
• [Source] Webull brokerage docs updated to recommend the free QuantConnect data provider and explain adding third‑party Index data to enable Index Options trading.
• [Source] US Equity Options and US Index Options Historical Data pages now include subscription code examples and guidance about live second resolution availability.
• [Source] Writing Algorithms pages for Equity Options and Index Options (individual contracts) now include guidance on resolutions, including live second resolution, with code snippets.

2026-08-25

• [Source] Added full documentation for new European Central Bank datasets (Euro Yield Curve, Policy Rates, Systemic Stress), including intros, setup, access patterns, history usage, supported tickers/economies, examples, and data point attributes.
• [Source] Corrected Bloomberg BPIPE docs: BPIPE does not serve historical data; removed incorrect resolution/limitations table and clarified that history/warm-up in live algorithms rely on other selected data providers.
• [Source] Reorganized dataset paths: Eurostat pages moved to a new URL namespace.
• [Source] Reorganized dataset paths: ExtractAlpha pages moved to a new URL namespace.
• [Source] Fixed a broken link in Lean CLI Terminal Link docs by switching to an absolute Bloomberg BPIPE docs URL.

2026-08-21

• [Source] Added OPRA-based US Equity Options data feed docs (trades, quotes, open interest), including sourcing, bar building, delivery, historical data limits, and free pricing; linked the US Equity Option Universe.
• [Source] Added OPRA-based US Index Options data feed docs (coverage across SPX/VIX on Cboe and NDX on Nasdaq), including sourcing, bar building, delivery, historical data limits, and free pricing; linked the US Index Option Universe.
• [Source] Introduced Bloomberg BPIPE data feed documentation for live trading: ERMS entitlements, dedicated ticker plant, bar-building from ticks, hybrid provider precedence, historical resolution mapping and limitations, getting started, and pricing; added CLI cross-link.
• [Source] Reordered dataset sections to align with asset-class order and renumbered pages (e.g., Crypto, Crypto Futures, CFD, Alternative Data; SSC Eze, Trading Technologies, Polygon).

2026-08-20

• [Source] Change Organization Tiers: Added an explicit data-loss warning and a detailed list of consequences when downgrading to Free (permanent deletion of Object Store data, backtest results/logs, over-limit projects; stopping live algorithms; loss of scaling and collaboration). Includes guidance to back up data first, notes Object Store export limits (Institution only), and suggests using the Quant Researcher tier or pausing subscriptions instead.
• [Source] Bring Your Own Key: Added DeepSeek provider setup page with steps to create an API key.
• [Source] Bring Your Own Key: Added Google Gemini provider setup page with steps to create an API key.
• [Source] Bring Your Own Key: Added Groq provider setup page with steps to create an API key.

2026-08-19

• [Source] Added serverStatistics to backtest and live results (CPU, RAM, Hostname, LEAN version, Uptime) and introduced a new Server Statistics docs section.
• [Source] New endpoint to read backtest closed trades: /backtests/trades/read, returning ClosedTradeWithOrders and total length.
• [Source] New endpoint to read live closed trades: /live/trades/read, with optional deployId filter, pagination, and loading response.
• [Source] Replaced Trade with ClosedTrade across results; closedTrades now include id, symbols[], isWin, and orderIds. Added ClosedTradeWithOrders for trade details with orders.
• [Source] Object Store downloads now use a two-step job flow: request a jobId, then request a download URL.
• [Source] Corrected default settlement rules: US Equities and Options settle T+1 at 6 AM ET (cash accounts); Futures settle P&L daily.
• [Source] Live Orders API responses updated to include a LoadingResponse and fully documented Order models.
• [Source] Agent Deployments Read Conversation request now supports an optional callableId filter.

2026-08-18

• [Source] Added standalone Bloomberg FIX brokerage documentation (separate from Terminal Link), including setup, deployment, orders, fees, margin, fills, and compliance; linked from Institution tier features.
• [Source] API: Added BloombergFixSettings to the Create Live Algorithm request schema for deploying via Bloomberg FIX.
• [Source] Reality Modeling: Added Bloomberg FIX brokerage model docs (asset classes, order support, fees, buying power, fills, settlement, default markets).
• [Source] Terminal Link docs: Clarified data sourcing—Cloud (SAPI) provides no data; local deployments (DAPI) can source limited live/historical data from the Bloomberg Terminal.
• [Source] Documentation UI: Fixed table overflow in FIX order properties by constraining column widths and enabling code wrapping.

2026-08-14

• [Source] Introduced a comprehensive Algorithm Performance section with step-by-step guidance: measure first (enable Performance chart), reduce data volume, avoid repeated history calls, keep event handlers thin, consider language tradeoffs, and size nodes last.
• [Source] Added a Common Questions page explaining Python CPU readings on multi-core nodes (GIL), whether C# uses all cores, and how to speed up single backtests.
• [Source] Reframed Language Choice: most engine work is in C# regardless; C# is only marginally faster overall, with bigger gains at high event rates; updated examples to keep the Security returned by add_equity.
• [Source] Created a shared Logging Best Practices resource and linked it from Logging docs and performance guidance.
• [Source] Documented that adding a node renews the entire subscription period and clarified billing behavior.
• [Source] Documented that removing a node renews the entire subscription period and clarified pro-rated credits.
• [Source] Performance Chart docs now include the missing WallTime series to validate real-time impact of changes.

2026-08-13

• [Source] Added documentation for 'lean cloud live broadcast' to send a command payload to all live algorithms in an organization, including usage, $type payload rules, and --organization/--exclude-project options.
• [Source] Updated FIX Connections order properties: AdditionalProperties retyped to BaseExtendedDictionary with an empty default; added Python guidance to use update/clear and not replace the dictionary.
• [Source] Added an example demonstrating that data filters can mutate data by applying seeded price noise to bars for robustness testing; changes propagate to consolidators and indicators, while history requests remain unfiltered.

2026-08-12

• [Source] Added new Fama-French Factors dataset documentation with introduction, provider details, data schema, usage (AddData/History), example algorithms, and data point attributes. QC computes and delivers daily factors (Mkt-RF, SMB, HML, RMW, CMA, Momentum, RF) from Jan 1998 with an IsEstimate flag.
• [Source] Introduced new Lean CLI command 'lean cloud live broadcast' to send a command to all running cloud live projects in an organization; commands list updated. Docs include options like --data (required), --organization, --exclude-project, and --verbose.
• [Source] Renumbered and renamed many dataset and CLI documentation pages, changing their URLs (e.g., Fear and Greed dataset moved from section 13 to 14, with similar shifts across other sections).