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The following sections describe the latest updates to the documentation.

2026-03-03

• [Source] Derivatives now inherit UniverseSettings by default when adding universes (options, futures, index/future options). If parameters aren’t provided, LEAN uses UniverseSettings values for resolution, market, fill-forward, leverage, etc.
• [Source] Basic order validation updated: LEAN can auto-add data subscriptions when placing orders (e.g., auto AddEquity and seed prices for SPY). Documentation adjusted and the prior ‘Security’ check wording was removed/clarified.
• [Source] Fixed broken Databento ‘Supported Assets/Datasets’ includes by switching .html to .php, restoring links across affected pages.

2026-02-27

• [Source] Added DataBento to --data-provider-historical and introduced --databento-api-key option.
• [Source] Added --bybit-use-testnet option (live|paper) to toggle Bybit testnet usage.
• [Source] Added DataBento to --data-provider-historical and introduced --databento-api-key option.
• [Source] Added DataBento to both --data-provider-live and --data-provider-historical; added --databento-api-key option.
• [Source] Added DataBento to --data-provider-historical and introduced --databento-api-key option.
• [Source] Added DataBento to --data-provider-historical and introduced --databento-api-key option.

2026-02-26

• [Source] Added Databento as a live data provider: supports US Futures streaming data for live trading (Cloud), not supported for Cloud research/backtesting/optimization; deployment steps and multiple-provider setup documented; related CLI guides added and dataset pages renumbered.
• [Source] Buying power model update: examples now use BuyingPowerModel (SecurityMarginModel is an alias); added live-trading considerations clarifying LEAN doesn’t infer buying power from your brokerage—set the model explicitly.
• [Source] Binance brokerage setup now requires system-generated API keys (HMAC) when creating credentials.

2026-02-24

• [Source] Databento download now accepts canonical symbols (e.g., ES) to fetch all contracts per the Futures universe; you can still specify individual contracts. Example command updated.
• [Source] Pre-downloading Databento historical data is no longer required for Research; it is now optional and recommended for performance.
• [Source] Pre-downloading Databento historical data is no longer required for Backtesting; it is now optional and recommended for performance.
• [Source] Pre-downloading Databento historical data is no longer required for Optimization; it is now optional and recommended for performance.

2026-02-20

• [Source] Added new trusted IP 57.128.231.46 to the Binance API credentials setup (Trusted IPs now: 146.59.85.21, 57.128.231.46, 57.128.233.143).
• [Source] Added new trusted IP 57.128.231.46 to the Bybit API credentials setup (Trusted IPs now: 146.59.85.21, 57.128.231.46, 57.128.233.143).

2026-02-19

• [Source] Introduced new Option price models under OptionPriceModels and split documentation to distinguish new models from legacy OptionPriceModels.QuantLib; added a Legacy Models section and moved Supported Models to a new anchor.
• [Source] Added a Legacy Models section explaining the QuantLib-backed models, noting the prior default legacy models, and providing side-by-side usage examples.
• [Source] Updated examples to set OptionPriceModels.BinomialCoxRossRubinstein instead of CrankNicolsonFD across Options and Future Options docs.
• [Source] Replaced CurrentPriceOptionPriceModel with OptionPriceModels.Null/null as the way to disable option price calculations.
• [Source] Clarified default Option price models with explicit API names (OptionPriceModels.BinomialCoxRossRubinstein for American, OptionPriceModels.BlackScholes for European).
• [Source] Documented IndicatorBasedOptionPriceModel usage of IV and Greeks indicators and contrasted with legacy models that use realized volatility for IV; expanded the implied volatility section accordingly.
• [Source] Added code examples showing how to set price models for Options and Index Options in C# and Python.
• [Source] Updated Future Options universe docs: Python MySecurityInitializer __init__ now accepts a QCAlgorithm parameter; examples also switch to the new price model.

2026-02-17

• [Source] IB brokerage docs now clarify that Two-Factor Authentication via SMS, Online Security Code Card, and third-party authenticator apps (e.g., Microsoft Authenticator, Google Authenticator) are not supported; use IB Key via IBKR Mobile.
• [Source] Added a new Trades section to Backtest Results (Cloud and Local), and renumbered related results sections/anchors across backtesting and live trading docs.
• [Source] Corrected the Custom Option Price Model example to include implied volatility, properly handle put/call intrinsic value, and set negative Delta and Rho for puts; updated OptionPriceModelResult usage in C# and Python.

2026-02-16

• [Source] Added explicit rule: strategies must not disable option assignments.
• [Source] Consolidated reality-modeling guidance into a bullet list and clarified examples (no fee model overrides, no increasing leverage, no disabling option assignments).

2026-02-13

• [Source] Live trading docs updated: Databento can now be used as both the historical and live data provider; deploy command updated and prior note about no live streaming removed.
• [Source] Download instructions updated to require specifying all futures contracts explicitly (e.g., ESH6, ESM6, ESU6, ESZ6) when downloading Databento data; example command revised.
• [Source] Added requirement to download historical data before using Databento in the Research Environment.
• [Source] Added requirement to download historical data before running backtests with Databento.
• [Source] Added requirement to download historical data before running optimizations with Databento.

2026-02-12

• [Source] Documentation formatting update: In the Martingale example, wrapped dollar amounts in tags (e.g., $1 and $2) to ensure proper currency rendering/styling.

2026-02-11

• [Source] Introduced a new Pre-trade Risk Control section detailing pre-order validations (subscription, tradability, market hours, price, lot size), order-type requirements, buying power checks, and brokerage support guidance with SetBrokerageModel examples; also notes continuous live connectivity to brokerages in live trading.
• [Source] Reorganized the Trading and Orders documentation to accommodate the new section: Position Sizing moved to 05, Liquidating Positions to 06, Crypto Trades to 07, and Option Strategies to 08 (URLs updated).

2026-02-09

• [Source] Added Databento as a historical data provider in Lean CLI docs: supports US Futures price data via Databento API, includes setup and usage for data download, research, backtesting, optimization, and live (historical-only) runs; requires QC Security Master/Universe and paid org membership; Databento does not stream live data.
• [Source] Databento CLI data download command updated to include the --market parameter (e.g., --market CME).
• [Source] Community Strategies Submission Guidelines updated to require default reality modeling (no custom fee/buying power models to boost performance) and allow initial capital via set_cash or set_account_currency.
• [Source] New 'Model Structure' documentation for option pricing models, detailing how to extend OptionPriceModel and implement Evaluate/evaluate; related pages renumbered.

2026-02-05

• [Source] Updated the Options Universes example to a hybrid algorithm using OptionChainedUniverseSelectionModel; modernized code (pattern-matching option price model assignment), removed equity volatility warm-up, and added safer OnData checks for underlying before liquidation.
• [Source] Removed deprecated QuantBook.indicator from the Research Engine docs table, reflecting its deprecation.
• [Source] Data Point Indicators examples now use QuantBook.indicator_history instead of the deprecated indicator method; C# samples switched to nuget Plotly.NET references, added QuantConnect.Data.Market import, corrected return calculation, and simplified chart display.
• [Source] Bar Indicators examples updated to use QuantBook.indicator_history, with C# sample improvements (nuget Plotly.NET, added market data import), fixed return formula, and simplified plotting.
• [Source] Trade Bar Indicators examples replaced QuantBook.indicator with indicator_history and modernized C# samples (nuget Plotly.NET, market data import), corrected return calculation, and streamlined chart rendering.

2026-02-04

• [Source] Added full documentation for Trading Technologies (TT) as a live Futures data provider: sourcing via TT Market Data API, bar-building notes, hybrid data provider guidance, historical data availability based on TT plan, and pricing. Updated TT brokerage docs to mention possible TT market data subscriptions. Polygon dataset section renumbered to accommodate the new TT entry.
• [Source] Clarified Settings.AutomaticIndicatorWarmUp: automatic indicators are ready on creation but built-in RollingWindow history isn’t warmed—use WarmUpIndicator or IndicatorHistory instead. Also clarified FreePortfolioValue must be set after Initialize and streamlined notes in the settings table.
• [Source] Reorganized the warm-up guidance for automatic indicators with examples and added a limitation note: AutomaticIndicatorWarmUp does not account for built-in RollingWindow historical values; prefer WarmUpIndicator or IndicatorHistory for those cases.
• [Source] Reorganized and expanded the API Reference landing page: added sections for optimizations, object store, AI tools, reports, account information, LEAN version, and Jupyter notebook examples; removed the detailed AI Tools endpoint pages.