Hello All!

Each week we release a weekly updates list to show the small, regular steps we've been making to make QuantConnect better. In a given week we fix dozens of smaller bugs and often release a major feature, hopefully we can showcase these updates here.

1. Added Python algorithm support to the Lean open source project!
2. Added "Time Slice" event handler - get all your order event data in one event handler
3. Improved order update robustness by moving it to the Transaction Handler

Bug Fixes:
1. Fixed Tradier "unknown order" bug when live orders were rejected
2. Better regression testing (Thanks @dpavlenkov!)
3. Bug fixes in console result display (Thanks to @StefanoRaggi!)
4. Fixed build configuration settings (kudos @StefanoRaggi again)
5. Fix bug where live trading could potentially lock up

Awesome to see such high caliber community contributions -- @kaffeebrauer is hard at work on Oanda and @dpavlenkov is redesigning our order system! Soon @StefanoRaggi will have re-engineered the system to use binary data! Happy coding!


public override void OnData(Slice data) {
//Slice hold all event data:
//data.Bars are all the Trade Bars
//data.Ticks are all the Ticks
//Data is grouped in "time slices"

//You can also still access your data like before:
// data["IBM"].Close