Share New Research 
I'm thrilled about the mention of eventually being able to use a external data provider through QuantConnect. In the meantime though, could anyone point me to a data provider that would have identical tick data to that of QuantConnect and has an RestAPI with historical data? In the past I have been referred to QuantQuote, but I can't work with them because they don't have an API and It takes too long to get purchased data (in neighborhood of weeks).
I am currently fetching tick data from ActiveTick and generating data files that I drop into local Lean. This generally works, but upon close inspection when comparing differences between outcomes of local Lean vs qc.com algos, I can see that QuantConnect's tick data occasionally has extra ticks here and there along with minor discrepencies of associated Exchange codes. The former is just enough to prevent me from truly optimizing my algos. They perform well locally but not as good online.
Any advice is much appreciated!
Jared Broad
We use QuantQuote; so they would be the only ones with identical data.
In general I don't think anyone will have a REST API for historical data. More than a few days of tick data is too big to realistically be served over an API.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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