The classes of securities available for backtesting and live trading. This includes Equities, Forex, Options, Futures, and Cryptocurrencies.

The resolution of data available for backtesting and live trading. This includes tick, second, minute, hour, and daily resolutions.

The resolution of data available for backtesting and live trading. This includes tick, second, minute, hour, and daily resolutions.

Fundamental data for public companies for backtesting and live trading. This includes earnings reports, income statements, balance sheets and more.

Alternative data sources hosted by QuantConnect for backtesting. This includes Federal Reserve economic data, US Treasury data, Tiingo news data and more.

Futures data hosted by QuantConnect for live trading. Currently, live Futures data is only available through brokerages like Interactive Brokers.

The maximum number of users that can be members of your organization.

The maximum number of members that can collaborate on a single project.

Assign user-based permissions to the members of your organization.

Collect statistics about your organization's activities.

Paper trade Equities, Forex and Cryptocurrencies on QuantConnect using QuantConnect's datafeed.

Live trade algorithms from the QuantConnect Alpha Market.

Paper trade and live trade Equities, Forex, Futures, and Options via Interactive Brokers.

Paper trade and live trade Forex via Oanda.

Paper trade and live trade Forex via Tradier (no-fee trades).

Live trade Cryptocurrencies via Coinbase.

Live trade Cryptocurrencies via BITFINEX.

Receive alerts about live trading events.

Live trade Equities, Futures, and Options via Trading Technologies.

Manage your clients' sub accounts as a financial advisor on Interactive Brokers.

Live trade Equities, Futures, and Options via Bloomberg ESMX.

Use Futures data hosted by QuantConnect for live trading. Currently live Futures data is only available through brokerages like Interactive Brokers.

Use Alternative data hosted by QuantConnect for live trading. Currently Alternative data is only available for backtesting.

Create polished, professional grade reports for each backtest.

Autocomplete your code in the QuantConnect web IDE.

Ability to debug using the debugger in the QuantConnect web IDE.

Use your favorite local coding environment and backtest on QuantConnect's cloud.

Version control your projects on QuantConnect using Git.

Individuals own their IP on QuantConnect.

Maintain IP ownership of projects while collaborating with external consultants.

Use 2-Factor Authentication to access your QuantConnect account for additional security.

Use a physical 2FA security key to access your account, such as a Yubikey.

Designate who can manage your organization's billing.

Encrypt your project's code for an added layer of IP security.

The maximum number of projects that can belong to your organization.

The daily memory limit on logging in backtests.

The daily memory limit on logging in backtests.

The maximum number of orders that can be submitted in a single backtest.

The subscription limit for backtesting nodes.

The subscription limit for live trading nodes.

The subscription limit for research nodes.

The maximum storage space available on the Object Store.

Use QuantConnect's API to create projects, run backtests and read backtest results.

Use custom versions of LEAN in the QuantConnect web IDE.

Brand your QuantConnect organization with your proprietary trademark.

Use custom frameworks and libraries in the QuantConnect IDE.

Access Alpha Streams by API to perform correlation analysis and bulk licensing.

Harness our cloud parameter optimization infrastructure to launch thousands of backtests in parallel, exploring the parameter combinations to measure your algorithm sensitivity.

Access to QuantConnect's BootCamps covering a wide range of topics.

Accelerate your organization's onboarding with help from the QuantConnect team.

Receive support from a QuantConnect engineer via instant messaging.

Receive support from a QuantConnect engineer via email support tickets.