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The following sections describe the latest updates to the documentation.

2026-07-22

• [Source] Added new QuantConnect Spectral Tick-Flow Signal dataset docs (daily execution‑flow signals for 500 US equities since 2009), including setup, history, universe selection, examples, and data attributes.
• [Source] Reindexed dataset navigation: multiple QuantConnect dataset sections moved to new URLs (e.g., US ETF Constituents now under /17, Short Availability /18, Coarse Universe /19, etc.).
• [Source] Bloomberg EMSX (Terminal Link) live trading docs now list Index Options as a supported asset class.
• [Source] Updated Live Results page instructions to explain reopening results via the yellow lightning bolt icon in the IDE.
• [Source] Replaced outdated Strategy Explorer guidance with the new Live Dashboard page for viewing all live projects; clarified navigation via the lightning bolt icon.

2026-07-21

• [Source] Documented new synchronization modes for Local and Cloud projects in Extension Settings: Synchronize All Projects (default), Synchronize Open Project Only, and Disable Synchronization, with guidance on when to disable.
• [Source] Updated Synchronization introduction to explain how to limit syncing to the open project or disable syncing via the Sync: Local And Cloud Projects setting, recommending disablement when local agents edit files to avoid conflicts.

2026-07-15

• [Source] Added Request Edit Control documentation for project collaboration (Cloud and Local) and renumbered collaboration sections/anchors.
• [Source] Introduced FIX connection Order Properties, including AdditionalProperties for custom FIX tags; added Bloomberg FIX connection and example (e.g., DMA tag 9301).
• [Source] Documented InteractiveBrokersFixModel alongside the IB API model, with updated setup examples and references.
• [Source] Added a Research tutorial to reconstruct trades across live deployments; example notebook updated with robust order pagination and TradeBuilder replay.
• [Source] Expanded the QuantConnect International Future Universe dataset to include KOSPI 200 (KM), increasing coverage to 5 contracts; updated getting-started code and supported assets.
• [Source] Updated TickData International Futures documentation to include KOSPI 200 (KM), added filter-based examples, and increased coverage to 5 contracts.

2026-07-14

• [Source] Added C# and Python examples showing how to create a QuoteBarConsolidator from a specified Resolution (e.g., Daily) using FromResolution/from_resolution.

2026-07-10

• [Source] Added full Public brokerage integration and documentation for Cloud live trading, covering account setup, supported assets (US equities, equity options, index options, crypto), orders, fees, margin, fills/slippage/settlement, rate limits, demo, deployment, and troubleshooting.
• [Source] Introduced PublicBrokerageSettings to the Create Live Algorithm API (public-secret-key and public-account-number) for Cloud deployments.
• [Source] Added Reality Modeling docs for Public: new PublicBrokerageModel and PublicFeeModel (assets, orders, fills/slippage, buying power, settlement, default markets, and detailed fee schedule).
• [Source] Lean CLI: Added Public brokerage integration and historical data provider support with new flags (--public-secret-key, --public-account-number), deployment guides, and documented Public historical data limits.
• [Source] Webull: Documented optional two-factor authentication (2FA) for API apps; deployment UI/CLI and API now support a 2FA toggle (webull-use-2fa).

2026-07-09

• [Source] Introduced documentation for consolidators' built-in RollingWindow via new "Consolidator Windows" page in Historical Data Rolling Window.
• [Source] Added matching "Consolidator Windows" page to Indicators Rolling Window, sourced from a shared resource.
• [Source] Consolidator History now uses the consolidator's built-in window instead of manual RollingWindow storage.
• [Source] Updated guidance for retrieving historical bars to use consolidator.Window indexing and MostRecentlyRemoved.
• [Source] Basic Usage now documents accessing current and previous consolidated bars directly from the consolidator.
• [Source] Reworked examples to rely on the consolidator's built-in window (including window sizing) and fixed C#/Python warm-up mismatch.

2026-07-02

• [Source] Fixed a broken 'algorithm parameters' link in the Bulk Downloads examples, updating it to point to the correct Optimization Parameters page.

2026-07-01

• [Source] Reorganized the Lean CLI QuantConnect dataset docs from ‘Download by Ticker/In Bulk’ into per-security-type sections (Intro, Prerequisites, Download in Bulk, Download by Ticker, Size and Format, Price), and updated inbound links.
• [Source] Added per-organization-tier bulk pricing tables and full cost breakdowns (including prerequisite datasets) across datasets like US Equity, Equity Options, Futures, Index Options, and universes.
• [Source] Introduced a Key Concepts ‘Data Type’ page explaining bulk vs by-ticker downloads and trade/quote/open-interest data types; updated ‘Using the CLI’ anchors site‑wide.
• [Source] Standardized CLI commands and wording (e.g., ‘download or update’, consistent ‘Bulk’ casing), moved dataset dependencies into Prerequisites, switched universe datasets to ‘Download by Date’ with --overwrite, and refreshed examples (e.g., SPXW for index options).
• [Source] Cross-linked algorithm-side dataset pages to the corresponding CLI download pages via new ‘Downloading Data’ sections.
• [Source] Added ‘Secrets’ management for Bring Your Own Key in AI Assistance and updated assistant/provider docs to use organization secrets for provider tokens and model config.

2026-06-29

• [Source] Reorganized the Bulk Downloads examples: the Private AWS S3 download is now Example 1 with a unified heading; the machine learning model download example was moved to Example 2 under a Python-only section. Cleaned up/standardized language scoping and HTML structure for the examples.

2026-06-26

• [Source] Added a new TradeStation Rate Limit section documenting REST API quotas (320 account/order/balance/position requests per 5 minutes, 500 quote snapshots per 5 minutes, 90 option endpoint requests per minute) and the integration's proactive throttling and 429 back-off behavior; renumbered subsequent sections and updated related anchors/links.
• [Source] Updated Trading Technologies fees page to state that trades through TT don't incur fees.
• [Source] Renumbered glossary anchors (e.g., Sharpe ratio moved to #30) and updated references across the docs to the new anchor IDs.
• [Source] Lean CLI: Added --project option to lean data download to select the cloud project for brokerage OAuth authentication.

2026-06-25

• [Source] Added a new example demonstrating how to download from a private AWS S3 bucket using Signature Version 4 headers with the Download method. Includes Python and C# implementations, recommends storing AWS credentials in algorithm parameters, emphasizes using real UTC time (not algorithm time) due to S3's 15-minute window, and notes presigned URL as an alternative.

2026-06-24

• [Source] Removed all references to the Pattern Day Trader (PDT) rule across the documentation following FINRA’s removal of the rule: deleted the PDT Rule page and glossary entry, and stripped mentions of PatternDayTradingMarginModel and 4x intraday/2x overnight leverage from Buying Power docs and multiple brokerage margin pages.