Datasets
United States Patent and Trademark Office
You can also see our Videos. You can also get in touch with us via Discord.
Did you find this page helpful?
Contribute to the documentation:
Browse
Cloud Platform
AI Assistance
Writing Algorithms
▶Key Concepts
- Getting Started
- Algorithm Engine
- Multi-Asset Modeling
- ▶Time Modeling
- Security Identifiers
- Event Handlers
- Python and LEAN
- Duck Typing
- Research Guide
- Behavioral Finance
- Globals and Statics
- Libraries
- Debugging Tools
- Algorithm Performance
- Glossary
Initialization
▶Securities
- Key Concepts
- Requesting Data
- Handling Data
- Market Hours
- Filtering Data
- ▶Asset Classes
- ▶US Equity
- ▶Equity Options
- ▶Crypto
- ▶Crypto Futures
- ▶Forex
- ▶Futures
- ▶Future Options
- ▶Index
- ▶Index Options
- ▶CFD
- ▶India Equity
▶Portfolio
▶Universes
- Key Concepts
- Settings
- ▶Equity
- Equity Options
- Equity CFD
- Futures
- Future Options
- Index Options
- Crypto
- Custom Universes
- Dataless Scheduled Universes
▶Datasets
- Overview
- ▶QuantConnect
- Binance Crypto Future Margin Rate Data
- Binance Crypto Future Price Data
- Binance Crypto Price Data
- Binance US Crypto Price Data
- Bitfinex Crypto Price Data
- Bybit Crypto Future Margin Rate Data
- Bybit Crypto Future Price Data
- Bybit Crypto Price Data
- CFD Data
- Cash Indices
- Coinbase Crypto Price Data
- FOREX Data
- Fama French
- Fear and Greed
- International Future Universe
- Kraken Crypto Price Data
- Spectral Tick Flow Signal
- US ETF Constituents
- US Equities Short Availability
- US Equity Coarse Universe
- US Equity Option Universe
- US Equity Security Master
- US Future Option Universe
- US Future Universe
- US Futures Security Master
- US Index Option Universe
- ▶AlgoSeek
- ▶Morningstar
- ▶TickData
- ▶Benzinga
- ▶Blockchain
- ▶Brain
- ▶Bureau of Labor Statistics
- ▶CoinGecko
- ▶Commodity Futures Trading Commission
- ▶EOD Historical Data
- ▶Energy Information Administration
- ▶European Central Bank
- ▶Eurostat
- ▶ExtractAlpha
- ▶FRED
- ▶Federal Reserve Bank of St Louis
- ▶Financial Industry Regulatory Authority
- ▶Kavout
- ▶Nasdaq
- ▶Quiver Quantitative
- ▶RegAlytics
- ▶Securities and Exchange Commission
- ▶Smart Insider
- ▶Tiingo
- ▶Treasury Department
- ▶US Bureau of Economic Analysis
- ▶US Department of Agriculture
- ▶United States Patent and Trademark Office
- ▶VIX Central
▶Importing Data
- Key Concepts
- ▶Streaming Data
- Key Concepts
- ▶Custom Securities
- ▶Custom Universes
- Precomputed ML Predictions
- Bulk Downloads
▶Consolidating Data
- Getting Started
- ▶Consolidator Types
- Time Period Consolidators
- Calendar Consolidators
- Count Consolidators
- Mixed-Mode Consolidators
- ▶Renko Consolidators
- ▶Range Consolidators
- Market Hour Aware Consolidators
- Combining Consolidators
- Consolidator History
- Updating Indicators
▶Historical Data
- Getting Started
- History Requests
- History Responses
- ▶Asset Classes
- Alternative Data
- Custom Data
- Universe Data
- Warm Up Periods
- Rolling Window
- Common Errors
- Live Trading
▶Trading and Orders
- Key Concepts
- ▶Order Management
- ▶Order Types
- Pre-trade Risk Control
- Position Sizing
- Liquidating Positions
- Crypto Trades
- ▶Option Strategies
- Bear Call Spread
- Bear Put Spread
- Bull Call Spread
- Bull Put Spread
- Long Call Butterfly
- Short Call Butterfly
- Long Put Butterfly
- Short Put Butterfly
- Long Call Calendar Spread
- Short Call Calendar Spread
- Long Put Calendar Spread
- Short Put Calendar Spread
- Covered Call
- Covered Put
- Long Iron Butterfly
- Short Iron Butterfly
- Long Iron Condor
- Short Iron Condor
- Naked Call
- Naked Put
- Protective Call
- Protective Put
- Protective Collar
- Long Straddle
- Short Straddle
- Long Strangle
- Short Strangle
- Conversion
- Reverse Conversion
- Long Box Spread
- Short Box Spread
- Long Jelly Roll
- Short Jelly Roll
- Bear Call Ladder
- Bear Put Ladder
- Bull Call Ladder
- Bull Put Ladder
- Long Call Backspread
- Short Call Backspread
- Long Put Backspread
- Short Put Backspread
- Order Properties
- Order Events
- Order Errors
- Trade Statistics
- Trading Calendar
- Financial Advisors
▶Reality Modeling
- Key Concepts
- ▶Trade Fills
- ▶Slippage
- ▶Transaction Fees
- ▶Brokerages
- Brokerage Message Handler
- Buying Power
- ▶Settlement
- ▶Options Models
- ▶Risk Free Interest Rate
- ▶Dividend Yield
- ▶Margin Interest Rate
- Margin Calls
- ▶Short Availability
Scheduled Events
▶Indicators
- ▶Supported Indicators
- ▶Candlestick Patterns
- Abandoned Baby
- Advance Block
- Belt Hold
- Breakaway
- Closing Marubozu
- Concealed Baby Swallow
- Counterattack
- Dark Cloud Cover
- Doji
- Doji Star
- Dragonfly Doji
- Engulfing
- Evening Doji Star
- Evening Star
- Gap Side By Side White
- Gravestone Doji
- Hammer
- Hanging Man
- Harami
- Harami Cross
- High Wave Candle
- Hikkake
- Hikkake Modified
- Homing Pigeon
- Identical Three Crows
- In Neck
- Inverted Hammer
- Kicking
- Kicking By Length
- Ladder Bottom
- Long Legged Doji
- Long Line Candle
- Marubozu
- Mat Hold
- Matching Low
- Morning Doji Star
- Morning Star
- On Neck
- Piercing
- Rickshaw Man
- Rise Fall Three Methods
- Separating Lines
- Shooting Star
- Short Line Candle
- Spinning Top
- Stalled Pattern
- Stick Sandwich
- Takuri
- Tasuki Gap
- Three Black Crows
- Three Inside
- Three Line Strike
- Three Outside
- Three Stars In South
- Three White Soldiers
- Thrusting
- Tristar
- Two Crows
- Unique Three River
- Up Down Gap Three Methods
- Upside Gap Two Crows
- Absolute Price Oscillator
- Acceleration Bands
- Accumulation Distribution
- Accumulation Distribution Oscillator
- Advance Decline Difference
- Advance Decline Ratio
- Advance Decline Volume Ratio
- Alpha
- Arms Index
- Arnaud Legoux Moving Average
- Aroon Oscillator
- Augen Price Spike
- Auto Regressive Integrated Moving Average
- Average Directional Index
- Average Directional Movement Index Rating
- Average Range
- Average True Range
- Awesome Oscillator
- Balance Of Power
- Beta
- Bollinger Bands
- Chaikin Money Flow
- Chaikin Oscillator
- Chande Kroll Stop
- Chande Momentum Oscillator
- Choppiness Index
- Commodity Channel Index
- Connors Relative Strength Index
- Coppock Curve
- Correlation
- Covariance
- DeMarker Indicator
- Delta
- Derivative Oscillator
- Detrended Price Oscillator
- Donchian Channel
- Double Exponential Moving Average
- Ease Of Movement Value
- Exponential Moving Average
- Filtered Identity
- Fisher Transform
- Force Index
- Fractal Adaptive Moving Average
- Gamma
- Heikin Ashi
- Hilbert Transform
- Hull Moving Average
- Hurst Exponent
- Ichimoku Kinko Hyo
- Identity
- Implied Volatility
- Internal Bar Strength
- Intraday Vwap
- Kaufman Adaptive Moving Average
- Kaufman Efficiency Ratio
- Keltner Channels
- Klinger Volume Oscillator
- Know Sure Thing
- Least Squares Moving Average
- Linear Weighted Moving Average
- Log Return
- Mass Index
- Maximum
- McClellan Oscillator
- McClellan Summation Index
- McGinley Dynamic
- Mean Absolute Deviation
- Mesa Adaptive Moving Average
- Mid Point
- Mid Price
- Minimum
- Momentum
- Momentum Percent
- Momersion
- Money Flow Index
- Moving Average Convergence Divergence
- New Highs New Lows
- New Highs New Lows Volume
- Normalized Average True Range
- On Balance Volume
- Parabolic Stop And Reverse
- Parabolic Stop And Reverse Extended
- Percentage Price Oscillator
- Pivot Points High Low
- Premier Stochastic Oscillator
- Rate Of Change
- Rate Of Change Percent
- Rate Of Change Ratio
- Regression Channel
- Relative Daily Volume
- Relative Moving Average
- Relative Strength Index
- Relative Vigor Index
- Rho
- Rogers Satchell Volatility
- Schaff Trend Cycle
- Sharpe Ratio
- Simple Moving Average
- Smoothed On Balance Volume
- Sortino Ratio
- Squeeze Momentum
- Standard Deviation
- Stochastic
- Stochastic Relative Strength Index
- Sum
- Super Trend
- Swiss Army Knife
- T3 Moving Average
- Target Downside Deviation
- Theta
- Time Profile
- Time Series Forecast
- Tom Demark Sequential
- Triangular Moving Average
- Triple Exponential Moving Average
- Trix
- True Range
- True Strength Index
- Ultimate Oscillator
- Value At Risk
- Variable Index Dynamic Average
- Variance
- Vega
- Volume Profile
- Volume Weighted Average Price Indicator
- Volume Weighted Moving Average
- Vortex
- Wave Trend Oscillator
- Wilder Accumulative Swing Index
- Wilder Moving Average
- Wilder Swing Index
- Williams Percent R
- Zero Lag Exponential Moving Average
- Zig Zag
- ▶Candlestick Patterns
- Key Concepts
- Manual Indicators
- Automatic Indicators
- Plotting Indicators
- Combining Indicators
- Custom Indicators
- Indicator Universes
- Rolling Window
Object Store
▶Optimization
▶Machine Learning
- Key Concepts
- Training Models
- ▶Popular Libraries
- ▶Hugging Face
▶Algorithm Framework
- Overview
- ▶Universe Selection
- ▶Alpha
- ▶Portfolio Construction
- ▶Risk Management
- ▶Execution
- Hybrid Algorithms
- Insight Manager
Charting
Logging
▶Statistics
▶Live Trading
- Key Concepts
- Brokerages
- Data Providers
- Trading and Orders
- Financial Advisors
- Reconciliation
- Notifications
- Commands
- Arbitrage
- Charting and Logging
- ▶Signal Exports