Release Notes v2.3.0.3

This release adds the IEXDataQueueHandler, allowing LEAN users to stream free US equity trades to their strategy and numerous bug fixes to the OANDA and FXCM brokerage implementations. Additional regression algorithms were added to automate the testing of daily data algorithms. The Interactive Brokers connection logic was also made more intelligent to fail quickly when an existing TWS connection is open. There were no breaking changes in regression tests or the API of LEAN. Download this release from GitHub.


  • Added IEX IDataQueueHandler for a free live US equity data feed.
  • Added DailyBasicTemplate regression test algorithm.
  • Dramatically speed up Interactive Brokers connection speed.
  • Scan IBController logs for connection failures and handle them in LEAN.
  • Added FilteredIdentity indicator to filter tick trades and quotes.
  • Created Lean.TryParsePath() to create symbols from a file path.
  • Added ApiFileProvider to download data directly from the API.
  • Upgrade Oanda HistoryProvider to return QuoteBars instead of TradeBars.

Bug Fixes

  • Fix duplicate sampling bugs in daily data backtesting.
  • Remove time from daily sample points in backtesting.
  • Properly load existing short positions when launching the Interactive Brokers algorithm.
  • Fix issues with indicators that require a quote subscription.
  • Check for valid symbols when getting OANDA or FXCM history request.
  • Ensure logs are only saved once.


  • We upgraded LEAN to use JSON.NET v9.0.1. This library is used extensively through LEAN.

Thank you to the community contributors in this release buybackoff and Jay-Jay-D!

About LEAN

LEAN aims to empower investors to invest confidently using cutting-edge algorithmic trading technology. Through the power of open source, we are building the world's best algorithmic trading platform, capable of accurately modeling global markets to give you insight into your strategy. Your trading algorithms can be seamlessly deployed from backtesting into production without changing or moving between brokerages. The LEAN user community reaches over 29,000 quants from all over the world. LEAN supports C#, F#, VB, Java, and Python programming languages and can be used in Equity, Forex, CFD, Options, and Futures markets. It supports live paper trading or execution by Interactive Brokers, FXCM, and Oanda Brokerage. For more information, join the LEAN Community on GitHub.