Datasets
Tradier
Introduction
Tradier was founded by Dan Raju, Peter Laptewicz, Jason Barry, Jeyashree Chidambaram, and Steve Agalloco in 2012 with the goal to "deliver a choice of low-cost, high-value brokerage services to traders". Tradier provides access to trading Equities and Options for clients in over 250 countries and territories with no minimum deposit for cash accounts. Tradier also delivers custody, clearing, execution, and billing on behalf of registered advisors.
The Tradier data provider serves Equity and Option prices directly from Tradier's Market Data API. This page explains our integration with their API and its functionality. If you deploy to the demo environment, Tradier doesn't offer streaming market data due to exchange restrictions related to delayed data, so use the QuantConnect data provider.
Sourcing
The Tradier data provider sources data directly from Tradier's Market Data API. If you use this data provider, Tradier only provides the security price data. QuantConnect Cloud provides the following auxiliary datasets:
- US Equity Security Master
- US Equity Option Universe
- Universe selection datasets
- Non-streaming alternative datasets
For more information about the data source, see the Tradier API documentation.
Universe Selection
Universe selection is available with the Tradier data provider.
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 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.
Historical Data
Historical data isn't available for expired Options from the Tradier data provider. For more information about the data that's available, see Get Historical Pricing in the Tradier documentation.
Pricing
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.