Datasets

Datasets must meet the following criteria to be considered for the Datasets Market:

• A well-defined dataset with a clear and static vision for the data to minimize churn or changes.
• Robust ticker and security links to ensure the tickers are tracked well through time. ISIN, FIGI, or point-in-time tickers are supported.
• Sufficient organizational funding to ensure at least 1 year of operation.
• Reliable API with no dead links or 502 errors.
• Consistent delivery schedule with data delivered on time and in time for trading.
• Consistent data format with notifications and lead time on data format updates.
• At least 1 year of historical data.
• Free of survivorship bias.
• Good documentation of the dataset.

If the dataset is alternative data, in addition to the criteria above, the dataset must practice the Alternative Investment Standards defined by the non-profit Investment Data Standards Organization (IDSO). The Alternative Investment Standards outline the rules and best practices for collecting and distributing alternative datasets. For example, the IDSO Web Crawling Best Practices publication states that “a data collector should assess a website according to the terms of its robots.txt”.

The dataset review process is in place to ensure that your dataset matches the submission criteria. The review process can take several weeks. If your dataset is accepted, we'll begin integrating it into the Datasets Market. If your dataset is rejected, we'll provide feedback to help you get the dataset accepted.

We encourage you to integrate your own datasets. To integrate your dataset, see the Contributing Datasets tutorial. The integration process only takes about 1 day of engineering.

Follow these steps to give a free trial of your dataset to a QuantConnect organization:

1. Log in to the Algorithm Lab.
2. Open the Dataset Market.
3. On the Datasets page, click the dataset that you want to give as a trial.
4. In the right sidebar of the dataset listing, click Dashboard.
5. On the dataset dashboard page, click give trial.
6. In the Give Trial to Organization window, enter the expriation date of the trial and then click OK.
7. In the Organization Owners Email window, enter the email address of the member who owns the organization that you want to grant the trial.
8. If the email address you entered owns mulitple organizations, in the Select target organization window, select an organization from the drop-down menu and then click OK.
9. Click OK.

If you want to discuss integrating your dataset into the Datasets Market, contact us. We look forward to working with you so that we can provide QuantConnect members with access to more high-quality datasets.