Data Feeds



The Crypto data feed is a stream of security trades and quotes delivered to your trading algorithm during live execution. Live data feeds enable you to make real-time trades and update the value of the securities in your portfolio.


The Crypto data feed uses WebSockets to gathers market data from the following sources:

  • Binance & Binance US
  • Bitfinex
  • Coinbase Pro
  • FTX & FTX US
  • Kraken

Universe Selection

The Crypto data feeds enable you to create a dynamic universe of securities. The live data for Crypto universe selection arrives at 4 PM Coordinated Universal Time (UTC), so universe selection runs for live algorithms between 4 PM and 4:30 PM. Don't schedule anything for midnight because the universe selection data isn't ready yet.

AddUniverse(CryptoCoarseFundamentalUniverse(Market.Bitfinex, UniverseSettings, UniverseSelectionFilter));
self.AddUniverse(CryptoCoarseFundamentalUniverse(Market.Bitfinex, self.UniverseSettings, self.UniverseSelectionFilter))

To view an example for each Crypto market, see the Universe Selection section of the Crypto market in the Dataset Market.

Bar Building

We aggregate ticks to build bars.

In live trading, bars are built using the exchange timestamps with microsecond accuracy. Unfortunately, it's possible for a tick to be counted in different bars between backtesting and live trading. This microsecond-by-microsecond processing of the ticks can mean that the individual bars between live trading and backtesting can have slightly different ticks that they use to compute the opening and closing bar values. There is almost nothing we can do to resolve the issue. We do our best to accurately batch the stream of ticks we receive into bars.


Live trading algorithms run on co-located servers racked in Equinix. Co-location reduces several factors that can interfere with your algorithm, including downtime from internet outages, equipment repairs, and natural disasters.

Live data takes time to travel from the source to your algorithm. The Crypto data feed has a latency of 20-50 milliseconds. QuantConnect is not designed for high-frequency trading.


The Crypto data feed is free.

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