Datasets
Charles Schwab
Introduction
The Charles Schwab Corporation was founded by Charles R. Schwab in 1971. Charles Schwab provides access to trading Equities, Options, Index Options, and other assets for clients with no account or trade minimums, or hidden fees.
The Charles Schwab data feeds are streams of Equity, Equity Option, Index, and Index Option prices directly from Charles Schwab. If you use this data feed and request historical data, the historical data comes from Charles Schwab.
Sourcing
The Charles Schwab data feed comes directly from Charles Schwab.
If you use the Charles Schwab data provider, Charles Schwab only provides the security price data. We provide the following auxiliary datasets from the Dataset Market:
- US Equity Security Master
- US Equity Option Universe
- US Index Option Universe
- Universe selection datasets
- Non-streaming alternative datasets
Universe Selection
Universe selection is available with the Charles Schwab data provider.
UniverseSettings.Asynchronous = true; AddUniverse(FundamentalUniverseSelection);
self.universe_settings.asynchronous = True self.add_universe(self.fundamental_universe_selection)
Alternative Data
Third-party data providers support most alternative datasets, except data that streams real-time intraday data. Streaming datasets, like the Tiingo News Feed and Benzinga News Feed, require the QuantConnect data provider.
Hybrid Data Provider
When you deploy a live algorithm with the Charles Schwab brokerage, you can use a third-party data provider, the Charles Schwab data provider, or both. If you use multiple data providers, the order you select them in defines their order of precedence in Lean. For example, if you set QC as the first provider and Charles Schwab as the second provider, Lean only uses the Charles Schwab data provider for securities that aren't available from the QC data provider. This configuration makes it possible to use our data provider for Equity universe selection and then place Options trades on the securities in the universe.
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