Datasets

The Tradier data feed comes directly from Tradier. For more information about the data source, see the Tradier API documentation.

If you use the Tradier data feed, Tradier only provides the security price data. We provide the following auxiliary datasets from the Dataset Market:

• US Equity Security Master
• Universe selection datasets
• Non-streaming alternative datasets

Universe selection is available with the Tradier data provider.

UniverseSettings.Asynchronous = true;
AddUniverse(FundamentalUniverseSelection);

self.universe_settings.asynchronous = True
self.add_universe(self.fundamental_universe_selection)

The data feed is a stream of asset prices collected by WebSockets and distributed to algorithms on the platform.

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.

When you deploy a live algorithm with the Tradier brokerage, you can use a third-party data provider, the Tradier 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 Tradier as the second provider, Lean only uses the Tradier 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.

The Tradier data feed is free for Tradier subscription accounts. If you have a free Tradier account, you may have to pay inactivity and maintenance fees. If you have less than $2,000 in total account value and less than 2 executed trades in 1 year, the inactivity fee is $50. If you have less than 2 executed trades per month, the international account monthly maintenance fee is $20. To view the latest prices, see the Pricing page on the Tradier website.