Datasets
IEX Cloud
Introduction
Instead of using the live data from your brokerage, you can use data from IEX Cloud. To use IEX Cloud, you need an account subscribed to one or more data bundles. You also must select either the Launch, Grow, or Enterprise subscription tier; this dictates your maximum requests per second. If you don't have an account, register today and get your API key. Pricing information can be found here.
Upon registration, your account will automatically start a 7-day free trial. This trial has access to all API endpoints and a rate limit of 5 requests per second. If you have any questions regarding IEX Cloud's API service, please contact them here: support@iexcloud.io.
To view the implementation of the IEX Cloud integration, see the Lean.DataSource.IEX repository.
QuantConnect Cloud currently only supported streaming IEX Cloud data during live trading. To download IEX Cloud for backtesting, research, and optimizations, use the CLI.
Supported Datasets
The IEX Cloud data provider serves asset price data directly from IEX Cloud. Our integration supports US Equity securities.
To supplement the asset price data from IEX Cloud, we provide the following auxiliary datasets from the Dataset Market:
- US Equity Security Master
- Universe selection datasets
- Non-streaming alternative datasets
For more information about the IEX Cloud data source, see the IEX Cloud documentation.
Universe Selection
When you trade live on QuantConnect Cloud with the IEX Cloud data provider, QuantConnect provides the universe selection data.
Live Trading
You must have an available live trading node for each live trading algorithm you deploy.
Follow these steps to deploy a live trading algorithm that uses the IEX Cloud data provider:
- Open the project that you want to deploy.
- Click the
Deploy Live icon. - On the Deploy Live page, click the Brokerage field and then click your brokerage from the drop-down menu.
- Enter the required brokerage authentication information.
- In the Data Provider section of the deployment wizard, click .
- Click the Data Provider 1 field and then click from the drop-down menu.
- Enter your IEX Cloud API Key.
- Click the Select Price Plan... field and then click your price plan from the drop-down menu.
- Click .
- (Optional) If your brokerage supports exisiting cash and position holdings, add them.
- (Optional) Set up notifications.
- Configure the Automatically restart algorithm setting.
- Click .
For more information about the required information for each brokerage, see the Deploy Live Algorithms section of your brokerage documentation.
By enabling automatic restarts, the algorithm will use best efforts to restart the algorithm if it fails due to a runtime error. This can help improve the algorithm's resilience to temporary outages such as a brokerage API disconnection.
Mutiple Data Providers
When you deploy a live algorithm, you can add multiple data provider. If you use multiple data providers, the order you select them in defines their order of precedence in Lean. For example, if you set IEX Cloud as the first provider and IB as the second provider, Lean only uses the IB data provider for securities that aren't available from the IEX Cloud data provider. This configuration makes it possible to use IEX Cloud data provider for Equity universe selection and then place Options trades on the securities in the universe.
Pricing
To view the prices of the IEX Cloud API packages, contact their support team.
You can also see our Videos. You can also get in touch with us via Discord.
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