QUANTCONNECT COMMUNITY

No Results

Join Our Discord Channel

Join QuantConnect's Discord server for real-time support, where a vibrant community of traders and developers awaits to help you with any of your QuantConnect needs.

Quarterly Open-Source Trading Competition

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

pending review This research is under review. To publish this research attract three community upvotes.

Draft Discussions

Bookmarked Discussions

Share New Research

Start New Discussion Sign up

SEARCH DISCUSSIONS

TOP 5 Research PUblications

About Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.

competition rules

See the competition code of conduct and rules for participation in prizes.

Read Rules

previous competitions

Browse strategies and organization entries from previous quarter's competitions.

STRATEGY

333,400 Quants.

Become a Quant

VOTE FOR UPCOMING FEATURES

Share your input and vote on our future direction.

LEAN Roadmap

Create an account on QuantConnect for the latest delivered to your inbox.

Polygon data feed

Hi,

Is the polygon data feed now supported? I have seen previous threads on this and was wondering what the status was?

Thank you

Update Backtest

person upvoted this people upvoted this

Georgea Trading

| |

Accepted Answer

Update Backtest

Notebook

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.

Georgea Trading

359 Pro ,

I'd be happy to help in any way in getting this.

Varad Kabade

31.1k Pro ,

Hi Georgea Trading,
In config.json:
Set the key here:

  "polygon-api-key": "",

and add the following environment:

    // defines the 'live-paper-polygon' environment
    "live-paper-polygon": {
      "live-mode": true,

      // real brokerage implementations require the BrokerageTransactionHandler
      "live-mode-brokerage": "PaperBrokerage",
      "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler",
      "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler",
      "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.LiveTradingDataFeed",
      "data-queue-handler": "QuantConnect.ToolBox.Polygon.PolygonDataQueueHandler",
      "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler",
      "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler",
      "history-provider": "QuantConnect.ToolBox.Polygon.PolygonDataQueueHandler"
    },

and select the environment at the top of config.json:

 "environment": "live-paper-polygon",

Best,
Varad Kabade

Georgea Trading

359 Pro ,

Hi Varad,

Thanks. Do you know if US Equities are supported with Polygon?

Varad Kabade

31.1k Pro ,

Hi Georgea Trading,
Yes, all the US equities are supported in Polygon.
Best,
Varad Kabade

Georgea Trading

359 Pro ,

Great thank you, will give it a try. Do you know by any chance in which version this was added to LEAN? I might have to update my repo as I think that I am running with an old one.

Varad Kabade

31.1k Pro ,

Hi Georgea Trading,
We recommend using the current version of Lean
Best,
Varad Kabade

Georgea Trading INVESTOR

Update Backtest

Notebook

person upvoted this people upvoted this

To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!

Organization

Organization Website

Update Competition

Team

Clone Strategy

Copy this strategy code to your QuantConnect account and deploy it live with your brokerage.

Clone

Previous Ranking

Browse strategies and organization entries from previous quarter's competitions.

Author:

Platform

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

TOP 5 Research PUblications

About Quant League

competition rules

previous competitions

333,400 Quants.

VOTE FOR UPCOMING FEATURES

Polygon data feed

Organization

Team

Clone Strategy

Previous Ranking

IN THIS RESEARCH

PARTICIPANTS

Discussion Awards

Actions

Join QuantConnect for Free

Platform

SIGN IN

Radically Open-Source Algorithmic Trading Engine

Join Our Discord Channel

Quarterly Open-Source Trading Competition

Draft Discussions

Bookmarked Discussions

SEARCH DISCUSSIONS

TOP 5 Research PUblications

About Quant League

competition rules

previous competitions

333,400 Quants.

VOTE FOR UPCOMING FEATURES

Polygon data feed

Organization

Team

Clone Strategy

Previous Ranking

IN THIS RESEARCH

PARTICIPANTS

Discussion Awards

SHARE RESEARCH

SHARE DISCUSSION

SHARE ARTICLE

SHARE

Actions

Join QuantConnect for Free