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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.

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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.

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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

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Georgea Trading

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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

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