Hey QC Community,

We've been working hard at QuantConnect to make sure that the historical data you have available for backtesting is accurate. Over the coming weeks, we will be rolling out new data for new securities, as well as upgrades and patches to our existing data set.

We are pleased to announce the first round of upgrades to our data. Starting now, we’ve released updated quote data for FXCM forex data, OANDA forex data and OANDA Cfd data.  This is a major upgrade to our existing data. You now have access to bid/ask spreads for all Forex and CFD data at every resolution. This data is available for backtesting and download via the QuantConnect data library.

These updates should not require any code changes but may result in slightly poorer performance as the trades will incorporate real spread. We are excited to see how the community incorporates this data into your algorithms.