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I need to be notified about splits and dividends, does QuantConnect send split/dividend events in this case?
If yes, I guess this will also work in LEAN running live locally?
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Louis Szeto
Hi Yuri
They can be retrieved in OnData method. Please find the attached backtest as an example.
For notification in live mode, please check out this doc for reference to implementation as the "# notification action" in the attached backtest. This information is provided by QuantConnect, and is still available even if you choose other brokerages such as IB, as long as you chose QuantConnect data feed which is only available on QuantConnect Cloud.
Alternatively, you can subscribe to the Security Master dataset, and use Lean-CLI to update the data every day to get the splits and dividents.
Best,
Louis Szeto
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