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Connecting LEAN Symbols to Industry Standards
Symbols contain all the information needed to identify a unique Security. While a security’s ticker name may change over time—the way JP Morgan & Chase Co. changed from CBM to JPM—its Symbol remains constant. A Symbol is an asset’s fingerprint, making it ideal for use in algorithmic trading.
QuantConnect recently changed to allow Symbol lookup via industry-standardized security identifiers, such as FIGI, CUSIP, ISIN, and SEDOL. Now users can easily convert ticker names to LEAN’s universal Symbol format, simplifying the process of using other platforms and trading systems. Users can easily import data—in international format—from external services and use their code with other platforms and trading systems.
Onwards and Upwards!
Team @ QuantConnect
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