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Installing Real Tine Stock Scanner API in QuantConnect

l will pay for work and long as you teach me to do it also.  Payment will be  made through PayPal.  My expertise is hardware not software.  Need to connect to real time stock scanner and use QuantConnect (LEAN) for execution.  Link to real time scanner API (C#, I think its 32 bit) is shown below.  Link is to my cloud storage:.

https://cp.sync.com/dl/197e03360#23bs6fcm-cvn9vyuf-8cq6yi5f-b49cdh9h   ;

Though a real time scanner can be set up in QuantConnect,  it will be a drain on QuantConnect resources.  Roughly  5000 stocks, 100 indicators recalculated every minute.  500,000 indicators run every minute.

Even simple strategies when applied on 5000 instruments will result in  many daily trades.

Problem I have iwith one strategy applied to one instrument too few trades to quickly determine profitability in real time.

Update Backtest








You can not set up custom DLLs in QC cloud at the moment.

You can of course run the open source QC Lean engine on your own hardware or cloud. However, you would then need to get your own data feed.

You could however use QC cloud for backtesting by uploading a subset of your logged indicator data somewhere and download it in QC cloud. Then, you should be able to try out various strategies on that indicator data together with historical price data provided by QC cloud. This sounds like a reasonable first step before shelling out money for a realtime data feed.

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Yes I realized that I would have to install API in desktop version. 

I have C# .Net expert  installing API into Desktop Lean.

 Realtime data and historical data I  pay for already (IQfeed and Interactive Brokers). 

Fundumenatl data I can not access locally, I thought I can still access QuantConnect fundumental data from desktop.

If I can not access QuantConnect fundumental data from desktop please let me know.

Thanks for your help.

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You cannot access QuantConnect data (price data or fundamentals) with your local Lean installation.
Did you consider the Institutional subscription?

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks for reply.  Eventually I will go institutional.  In that case I may as well implement scanner/autotrader entirely

in QuantConnect cloud and also offer canned pretested  strategies.    The stuff now available to retail  is sh*,  I know I have tried it...

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Update Backtest





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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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