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The following sections describe the latest updates to the documentation.

2026-10-21

• [Source] Removed India Equity market hours documentation and references from the Asset Classes page, reflecting that India Equity is no longer supported.

2026-10-20

• [Source] Data Use policy tightened: Only paid organizations may cache/reuse data in Object Store; project files and research notebooks are for code only—storing dataset values (or values enabling reconstruction) is prohibited. Export definition adjusted to focus on Object Store downloads.
• [Source] New Live API exports: Download all project logs across live deployments as a text file, with rate limits and content-type clarified.
• [Source] New Live API exports: Download up to 1,000,000 insights across all live deployments as a JSON file.
• [Source] New Backtest API exports: Download entire backtest logs as a text file; counts toward daily log quota and content-type clarified.
• [Source] New Backtest API exports: Download all backtest insights as a JSON file.
• [Source] Create Live Algorithm API expanded: versionId is integer; added parameters, automaticRedeploy, signature, notification (LiveNotificationSettings), and legacy dataHandler; brokerage holdings/cash no longer required.
• [Source] Create Live Algorithm response tweaks: clarified launched time semantics; removed description and success fields; files may be an empty object and not always an array.
• [Source] List Live Algorithms API: added latest flag to return only the most recent deployment per project (ignores status, skips deployments stopped >1 month ago).
• [Source] Read Live Logs API: removed format parameter; endpoint now strictly returns specified line ranges with optional keyword filtering.
• [Source] API Reference restructured and expanded: added landing pages with endpoint cards and new sections (Optimization Management, Object Store Management, AI Assistance tools, Agent Management, Data Issues, Support).

2026-10-19

• [Source] Updated all Interactive Brokers referral links across the documentation to the new URL slug, replacing 'https://qnt.co/interactivebrokers' with 'https://qnt.co/interactive-brokers'.

2026-10-16

• [Source] Added new QuantConnect Factors dataset documentation with usage samples, universe selection/history, supported factors (linked and unlinked), and full example algorithms.
• [Source] Introduced Lean CLI Terminal UI: browse local/cloud projects, run local/cloud backtests, view results live, push/pull, stop commands, and keyboard shortcuts; comprehensive docs added.
• [Source] Added API reference for the new `lean ui` command, including command usage and options.
• [Source] Improved documentation for `lean cloud live deploy` notification options, clarifying quoting rules for emails, webhooks, and Telegram tokens.
• [Source] Reorganized datasets navigation to insert the new Factors dataset; several dataset sections renumbered (e.g., Fama French moved to 14).
• [Source] Fixed broken internal links across docs by switching to absolute URLs in LEAN Engine and CLI pages.

2026-10-15

• [Source] Removed 'live Futures data provider' as a Team tier feature; Team tier now only highlights Trading Technologies brokerage for live trading.
• [Source] Updated Trading Firm tier description to reference only brokerages (not data providers) and clarify support for Interactive Brokers Financial Advisor accounts.
• [Source] Added API endpoint to export live orders as CSV for all deployments of a project.
• [Source] Added API endpoint to export live closed trades as CSV for all deployments of a project.
• [Source] Corrected /live/orders/read to filter by deployId (not algorithmId); request field renamed to deployId and behavior clarified.
• [Source] Added API endpoint to export backtest orders as CSV.
• [Source] Added API endpoint to export backtest closed trades as CSV.
• [Source] Added Live Trading 'Trades' results page and linked export endpoints from results pages.

2026-10-13

• [Source] Custom Memories are now project-specific and stored at .assistant/memories//memory.md (previously a single org-wide .agent/memories/memory.md). Wording updated from organization-wide to project-focused.
• [Source] Custom Skills paths updated: reserved Object Store folder renamed from .agent to .assistant (e.g., .assistant/skills/...). Folder tree and upload instructions adjusted accordingly.
• [Source] Custom Templates paths updated: reserved Object Store folder renamed from .agent to .assistant (e.g., .assistant/templates/...). Example paths (templates.json, main.py/Main.cs) and directory structure updated.

2026-10-08

• [Source] Introduced a comprehensive Data Format section: added detailed on‑disk schemas for all 10 asset classes, revamped Key Concepts (folder/time/price conventions), standardized core data types, documented per‑asset tick columns, and updated site navigation and links to replace legacy GitHub readmes.
• [Source] Hardened Data Use policy to align with Terms §2.6: clarified prohibited exporting routes (logs, files/downloads, network/webhooks, screenshots/OCR, encoded/obfuscated outputs), in‑cloud usage rules (Object Store/project files/notebooks), monitoring scope, AI agent accountability, and updated good practices.
• [Source] Clarified Object Store downloads: restricted to Institution tier organizations with a signed derived data agreement and only for derived data; otherwise returns 'Organization does not have derivative export enabled'.

2026-10-07

• [Source] Added a new 'AI Agent Rules' section to the Data Use page. It requires AI agents to keep platform data within QuantConnect; prohibits exporting raw or reconstructable data, code/file obfuscation (e.g., ZIP/Base64), traversing internal directories, or accessing internal source. It bans using notebooks, logs, Object Store, charts, order tags, screenshots, OCR, APIs, or MCP to extract data or move source files, and disallows splitting extraction across sessions or bypassing limits. Agents must use only permitted interfaces for explicitly named user-owned files, follow compiler/ToS compliance, not bypass flags, and stop/report if interfaces are unavailable or compliance is uncertain.

2026-10-06

• [Source] New Data Use policy page: clarifies strict no-export rules for dataset values, defines what counts as exporting (logs, files, encoding, network egress), lists what you can take out (code, summary results, signals, certain derived files for Institution tier, download-licensed datasets), provides best practices, and explains how to report data issues.
• [Source] Code Encryption updated: only Project Encryption is supported to keep code unreadable unless on the Institution tier; user code obfuscation (encoded/packed/dynamic) is prohibited so security reviews can read all code.
• [Source] Python dict-like objects: added a dedicated page explaining that LEAN dictionary types require calling keys(), values(), and items() with parentheses; examples updated to prevent 'MethodBinding not iterable' errors.
• [Source] Consolidators note: Forex and CFD are quote-only; consolidators aggregate them into QuoteBar objects (not TradeBar).
• [Source] Order placement examples updated to pass tag and order properties by keyword (e.g., tag=, order_properties=) to avoid positional argument issues.
• [Source] Order tracking: documented status checks (C#: IsOpen/IsClosed/IsFill; Python status comparisons) with examples for determining open/closed/filled orders.
• [Source] OrderEvent details clarified: events have no tag/time fields (read tag from the ticket and use utc_time), and fee amount is in order_fee.value.amount; examples added.
• [Source] Slippage models: guidance to prefer supported models; clarified custom model structure (C#: implement ISlippageModel.GetSlippageApproximation; Python: plain class with get_slippage_approximation) and that the method returns slippage in price units.
• [Source] Indicator helpers: when optional args precede resolution, pass resolution by name (e.g., resolution=Resolution.DAILY); examples added (ATR, RSI, BB).
• [Source] Python time handling: clarified that algorithm/data times are naive datetimes in local/exchange time zones, while utc_time is timezone-aware; added guidance and example to avoid mixing naive and aware datetimes.
• [Source] Python project setup: require 'from AlgorithmImports import *' at the top of every Python file; algorithms inherit only from QCAlgorithm; recommend sharing logic via helper classes.
• [Source] Change Email flow clarified: confirmation is sent to the current email address; support only processes changes from the registered address; if you lose access, create a new account.

2026-10-05

• [Source] Refreshed all screenshots and header image in the AI Assistance Getting Started tutorial to new pipeline-img assets; updated images for Add card, idea description, selecting Mia, prompting, deployment, opening project, and live deploy steps.
• [Source] Standardized the missing agent node error presentation in MCP Server Troubleshooting by using the error-messages class instead of a preformatted block.
• [Source] Updated hero/header images across multiple docs sections to new header-img-*.webp assets (Cloud Platform, AI Assistance, Writing Algorithms, Research Environment, LEAN CLI, LEAN Engine, Local Platform).

2026-10-02

• [Source] Clarified that the remote MCP server requires a paid agent node (A1-1, A4-8, or A16-32); the free A-MICRO node is not supported.
• [Source] Added troubleshooting guidance for organizations with only a free A-MICRO node, including the exact error message and steps to add a paid agent node.

2026-10-01

• [Source] Backtesting results: failed-data-requests file now capped at 100,000 paths; succeeded-data-requests file is only written when data-monitor-store-succeeded-requests=true (setting noted).
• [Source] Backtest orders API now returns OrdersResponseWrapper; examples updated to access .orders, document Length/length total, and paginate with start/end windows of up to 100.
• [Source] Live orders API now returns OrdersResponseWrapper; examples updated to access .orders, use named start/end params (algorithmId added before them), and document <=100 items per page and ApiOrderResponse type.
• [Source] Reconstruct Trades (Live Analysis): pagination examples updated to use api.ReadLiveOrders(...).Orders / .orders with named start/end.
• [Source] Live Analysis example updated to use OrdersResponseWrapper (.Orders/.orders) and named start/end pagination.
• [Source] Live Reconciliation: both live and backtest order retrievals updated to OrdersResponseWrapper (.Orders/.orders) and paginated windows up to 100.
• [Source] Live Reconciliation examples updated to use OrdersResponseWrapper for live/backtest and named start/end pagination.

2026-09-29

• [Source] Added new Support API endpoints to open, list, and read support tickets, and introduced 'API Support' with updated features/quotas documentation.
• [Source] Corrected Indices documentation by removing tick data references and examples (indices use trade bars only).
• [Source] Enhanced candlestick pattern pages with concise one-line definitions for each pattern.
• [Source] Reorganized Financial Advisors documentation under Live Trading (moved out of Trading and Orders).
• [Source] Updated Alpaca live deployment instructions: users must authorize both live and paper accounts to complete OAuth.

2026-09-28

• [Source] Introduced a new Data Issues section in the API Reference, adding a menu item to report and list data issues.
• [Source] Documented the Create Data Issue API (POST /community/data-library/issues/create), requiring a reproducible case and providing full request/response details and examples.
• [Source] Documented the List Data Issues API (POST /community/data-library/issues/list) with pagination, filtering, and response models including counts and issue details.
• [Source] Updated the Report New Issues page to link to the Create Data Issue REST endpoint for programmatic reporting.

2026-09-25

• [Source] Contingent order docs overhauled: new 'Place Related Orders' sections for Bracket, OTO, OCO, and OUO, with guidance on chaining triggers to create grandchild orders and multiple end-to-end examples.
• [Source] Morningstar US Fundamentals migration: dataset rebuilt on new Equity Data Feeds (effective Sep 23, 2026). Coverage, timing, and fields changed; historical values differ and backtests may change.
• [Source] LEAN CLI: added clear guidance on obtaining local data for backtests, optimizations, and research (new Local Data Sources section linked from prerequisites and run-local pages).
• [Source] US Equity bar-building docs fixed: excluded-tick tables now render correctly and quote condition flags split into explicit included/excluded lists.

2026-09-24

• [Source] Introduced native Contingent Orders (Bracket, OCO, OTO, OUO) with full docs on placement, monitoring, updating, canceling, backtest fill rules, brokerage support, and examples—replacing prior OCO workarounds.
• [Source] Added a new Order Factory to build order requests without submitting, enabling composition of contingent sets, bulk submission, pre-trade fee estimates, and buying power checks; included examples and reorganized related order management docs.
• [Source] Morningstar US Fundamentals migration updated: embedded interactive Migration Atlas, corrected migration timeline, and added guidance on reporting dates, coverage, retired data points, and backtest impact.
• [Source] Alpaca data provider now supports US Index Options; docs updated for datasets, default markets, and order type corrections.
• [Source] For custom data types derived from TradeBar, set DataType = MarketDataType.Base to avoid being handled as regular TradeBars (ensuring History and Slice.Get return data).