Data Providers

Follow these steps to start local live trading with the Polygon data provider:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. Run lean live deploy "<projectName>" to start a live deployment wizard for the project in . / <projectName> and then enter a brokerage number.

   $ lean live deploy "My Project"
   Select a brokerage:
   1) Paper Trading
   2) Interactive Brokers
   3) Tradier
   4) OANDA
   5) Bitfinex
   6) Coinbase Advanced Trade
   7) Binance
   8) Zerodha
   9) Samco
   10) Terminal Link
   11) Trading Technologies
   12) Kraken
   13) TD Ameritrade
   14) Bybit
   15) TradeStation
   16) Alpaca
   Enter an option: 1

4. Enter the number of the live data provider(s) to use and then follow the steps required for the data connection.

   $ lean live deploy "My Project"
   Select a live data provider:
   1) Interactive Brokers
   2) Tradier
   3) Oanda
   4) Bitfinex
   5) Coinbase Advanced Trade
   6) Binance
   7) Zerodha
   8) Samco
   9) Terminal Link
   10) Trading Technologies
   11) Kraken
   12) TDAmeritrade
   13) IQFeed
   14) Polygon
   15) IEX
   16) CoinApi
   17) ThetaData
   18) Custom data only
   19) Bybit
   20) TradeStation
   21) Alpaca
   To enter multiple options, separate them with comma:

5. Enter your Polygon API key.

   $ lean live "My Project"
   Configure credentials for Polygon
   
   Your Polygon API Key:

   To get your API key, see the API Keys page on the Polygon website.

6. View the result in the <projectName> / live / <timestamp> directory. Results are stored in real-time in JSON format. You can save results to a different directory by providing the --output <path> option in step 2.

If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2. The value of this option must be the name of an environment which has live-mode set to true.

Follow these steps to start live trading a project in the cloud with the QuantConnect Paper Trading brokerage and the Polygon data provider:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. Run lean cloud live deploy "<projectName>" --push --open to push . / <projectName>. to the cloud, start a live deployment wizard, and open the results in the browser once the deployment starts.

$ lean cloud live deploy "My Project" --push --open
[1/1] Pushing 'My Project'
Successfully updated cloud file 'My Project/main.py'
Started compiling project 'My Project'
Successfully compiled project 'My Project'

4. Enter 1 to select the QuantConnect Paper Trading brokerage.

$ lean cloud live deploy "My Project" --push --open
Select a brokerage:
1) Paper Trading
2) Interactive Brokers
3) Tradier
4) Oanda
5) Bitfinex
6) Coinbase Advanced Trade
7) Binance
8) Zerodha
9) Samco
10) Terminal Link
11) Trading Technologies
12) Kraken
13) TD Ameritrade
14) Bybit
15) TradeStation
16) Alpaca
Enter an option: 1

5. Configure your notification settings.

You can configure any combination of email, webhook, SMS, and Telegram notifications for order events and emitted insights. To view the number of notification you can send for free, see the Live Trading Notification Quotas.

$ lean cloud live deploy "My Project" --push --open
Do you want to send notifications on order events? [y/N]: y
Do you want to send notifications on insights? [y/N]: y
Email notifications: None
Webhook notifications: None
SMS notifications: None
Select a notification method:
1) Email
2) Webhook
3) SMS
4) Telegram
Enter an option: 1
Email address: john.doe@example.com
Subject: Algorithm notification
Email notifications: john.doe@example.com
Webhook notifications: None
SMS notifications: None
Telegram notifications: None
Do you want to add another notification method? [y/N]: n

6. Enable or disable automatic algorithm restarting.

This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.

$ lean cloud live deploy "My Project" --push --open
Do you want to enable automatic algorithm restarting? [Y/n]: y

7. Select the live node that you want to use.

If you only have one idle live trading node, it is selected automatically and this step is skipped.

$ lean cloud live deploy "My Project" --push --open
Select a node:
1) L-MICRO node 89c90172 - 1 CPU @ 2.4GHz, 0.5GB Ram
2) L-MICRO node 85a52135 - 1 CPU @ 2.4GHz, 0.5GB Ram
Enter an option: 1

8. Enter 14 to select the Polygon data provider.

$ lean live "My Project"
Select a live data feed:
1) QuantConnect
2) Interactive Brokers
3) Tradier
4) Oanda
5) Bitfinex
6) Coinbase Advanced Trade
7) Binance
8) Zerodha
9) Samco
10) Terminal Link
11) Trading Technologies
12) Kraken
13) TDAmeritrade
14) Polygon
15) IEX
16) CoinApi
17) Bybit
18) TradeStation
19) Alpaca
To enter multiple options, separate them with comma: 14

9. Enter your Polygon API key.

   $ lean cloud live "My Project" --push --open
   Configure credentials for Polygon
   
   Your Polygon API Key:

   To get your API key, see the API Keys page on the Polygon website.

10. Verify the configured settings and confirm them to start the live deployment in the cloud.

$ lean cloud live deploy "My Project" --push --open
Brokerage: QuantConnect Paper Trading
Project id: 1234567
Environment: Live
Server name: L-MICRO node 89c90172
Server type: L-MICRO
Live Data providers: Polygon
LEAN version: 11157
Order event notifications: Yes
Insight notifications: Yes
Email notifications: john.doe@example.com
Webhook notifications: None
SMS notifications: None
Telegram notifications: None
Automatic algorithm restarting: Yes
Are you sure you want to start live trading for project 'My Project'? [y/N]: y

11. Inspect the result in the browser, which opens automatically after the deployment starts.

Follow these steps to see the live status of a project:

1. Log in to the CLI if you haven't done so already.
2. Open a terminal in the organization workspace that contains the project.
3. Run lean cloud status "<projectName>" to show the status of the cloud project named "<projectName>".

$ lean cloud status "My Project"
Project id: 1234567
Project name: My Project
Project url: https://www.quantconnect.com/project/1234567
Live status: Running
Live id: L-1234567a8901d234e5e678ddd9b0123c
Live url: https://www.quantconnect.com/project/1234567/live
Brokerage: QuantConnect Paper Trading
Launched: 2021-06-09 15:10:12 UTC

Our Polygon integration supports securities from the following asset classes:

• US Equity
• US Equity Options
• US Indices
• US Index Options

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 Polygon 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 Polygon data provider. This configuration makes it possible to use Polygon data provider for Equity and use IB for Futures.