Looking to migrate from a custom trading platform to QuantConnect cloud

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Hey guys,

We're currently looking to migrate from a custom in-house trading platform over to QuantConnect so that we can focus on strategy development and stop wasting time on infrastructure. That said, there's two key components of our platform that most of our edge comes from, and I wanted to get confirmation that we can port these over and use with the hosted version of QuantConnection.

First, is a custom broker integration that allows for locating hard to borrow small cap stocks via an API; this was really difficult to get setup, and not something offered/provided by any of the brokers currently supported by QuantConnect. Secondly, we have a custom websocket data feed source that's responsible for all of our trade entry signals.

Based on our research, it looks like we can easily port/integrate these into the opensource version of Lean, but ideally we want to use the hosted version of QuantConnect and not have to worry about hosting the infrastrcture or managing the setup. 

 

In short, are such custom integrations support on QuantConnect cloud? Is it possible to integrate a custom broker and data feed for use on the cloud version of QuantConnect? We of course will handle all the development; just want to make sure it's possible before going further. 

 

Any feedback/documentation is much appreciated. Thanks!

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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.


Hi Charles! The Trading Firm plan allows you to run approved forks of LEAN on your account. You accept the responsibility to keep the code rebased and up to date with the master branch - but in theory, it should allow projects like this on your account. It just won't have the nice GUI we have for the other brokerages.

I've sent you a direct email - let's have a chat this week to plan your onboarding. Glad to have you joining us!

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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.


Hey Jared Broad sounds good. With regard to the nice brokerage GUI, why would we lose that if we develop the broker connector following the Lean guidelines? i.e. Taking one of the existing brokerage connectors and modifying for our broker. I'd think if we kept the same API/interface, everything would work the same, no? Can def discuss when we chat, but wanted to leave this message here in case someone else in the community has a similar question. Thanks!

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Had a great call with QuantConnect today, and wanted to share some learnings that might help others.

 

  1. If you have unique needs that aren't natively provided by QuantConnect/Lean, you can subscribe to the Trading Firm edition to gain access to a private fork/branch of the Lean engine where you can add in your customizations. While this is typically not needed, the fact that this level of customization is possible is truly amazing.
  2. If you happen to have a custom broker that's not currently supported by QuantConnect, you're able to develop a compatible connector (using the brokerage development guide) and use it via the organization branch/fork feature above. Even better, QC is open to contributions for new brokers into the core product via a pull request, assuming your meet standards.
  3. If you don't have the development expertise, or simply don't have the bandwidth, you can sponsor the development of your custom broker integration which QC will build/prioritize. 
  4. Using custom data, we plan to surface signals from Trade-Ideas which we're currently using as a real-time scanner/screener. Ideally we'll try to commit this integration into the Lean project if practical, but it was good to know this is possible.
  5. Although it's ideal to leverage the daily universe selection pattern, you're welcome to bypass it and add securities manually if your strategies rely on intraday real-time behavior of stocks. This may make backtesting a little more complex, but it's at least possible.
Most of all, the QuantConnect team is geniunely eager to help you succeed, and is willing to work with you to meet unique challenges/requirements and help you successfully onboard. Good stuff!
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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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