LEAN can now connect to the Bloomberg™ Desktop or Server API, thanks to the plug-in that we refer to as "Terminal Link." The product is in no way affiliated with or endorsed by Bloomberg™. When LEAN taps into Bloomberg™ via Terminal Link, it can run backtests and research notebooks from data sourced from the Bloomberg™ Terminal.
Perform research using the latest machine-learning libraries, then backtest and live trade the same code in LEAN sourcing data from the Bloomberg terminal by the Terminal Link plugin.
Terminal Link allows caching data locally in an efficient format for quick backtesting in the LEAN engine. After years of evolution, LEAN can achieve millions of bars per second in event-driven backtesting.
LEAN provides slippage, spread, and transaction fee models for realistic point-in-time backtesting. All models are customizable to adapt to your strategy requirements.
QuantConnect's Terminal Link offers seamless connectivity to the world's top 20 prime brokers, facilitating efficient live trading. This feature enables traders to easily integrate and access a variety of financial instruments and markets. With support for major brokers, Terminal Link enhances your trading capabilities by ensuring smooth execution and robust market access including Merrill Lynch, Deutsche Bank, JP Morgan, Barclays, Société Générale and Credit Suisse.
QuantConnect's LEAN Terminal Link allows you to route orders to any of the 1,300+ liquidity pools in the Bloomberg EMSX™ network. You also can use the LEAN paper-trading functionality to test your strategy on Bloomberg™'s live data feed. Bloomberg™ is not affiliated with QuantConnect, nor does it in any way endorse Terminal Link.
Choose the appropriate deployment method based on your needs. Open the project you want to deploy and navigate to the Deploy Live page. Select Terminal Link as the brokerage option and choose SAPI as the connection type. Enter your unique user identifier (UUID) and the necessary EMSX details, such as broker, account, and team.
Configure your SAPI or DAPI setup by providing the server's public IP address, port, and relevant API key. Specify the live trading node you wish to use and set the environment. You may also modify data providers and input any existing cash or position holdings in your brokerage account.
Before deploying, consider enabling automatic restarts for resilience against runtime errors. Once configured, click Deploy. The deployment process can take up to 5 minutes. After deployment, verify your brokerage positions and other parameters on the live results page to ensure everything is correctly set up.
