Datasets

IEX Cloud

Introduction

Instead of using the data from QuantConnect or your brokerage, you can use IEX Cloud if you're deploying a local project. To use IEX Cloud, you need an account their Launch, Grow, or Enterprise plan. If you don't have an account, register today and get your API key.

To view the implementation of the IEX Cloud integration, see the Lean.DataSource.IEX repository.

Backtesting

To run a local backtest with IEX Cloud data, open a terminal in your organization workspace and then run lean backtest <projectName> --data-provider-historical IEX --iex-cloud-api-key <apiKey> --iex-price-plan <pricePlan>.

$ lean backtest "My Project" --data-provider-historical IEX --iex-cloud-api-key apiKey --iex-price-plan Grow

The --iex-price-plan option must be Launch, Grow, or Enterprise. If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean backtest <projectName> to run another backtest with the same options.

Research

To access IEX Cloud data from the local Research Environment, open a terminal in your organization workspace and then run lean research <projectName> --data-provider-historical IEX --iex-cloud-api-key <apiKey> --iex-price-plan <pricePlan>.

$ lean research "My Project" --data-provider-historical IEX --iex-cloud-api-key apiKey --iex-price-plan Grow

The --iex-price-plan option must be Launch, Grow, or Enterprise. If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean research <projectName> to open the Research Environment with the same options.

Optimization

Follow these steps to run a local optimization job with IEX Cloud data:

  1. Add some parameters to your project.
  2. Open a terminal in your organization workspace.
  3. Run lean optimize <projectName> --data-provider-historical IEX --iex-cloud-api-key <apiKey> --iex-price-plan <pricePlan>.
  4. $ lean optimize "My Project" --data-provider-historical IEX --iex-cloud-api-key apiKey --iex-price-plan Grow

    The --iex-price-plan option must be Launch, Grow, or Enterprise.

  5. Follow the steps in the interactive wizard to configure your optimization job settings.

The lean optimize command also accepts additional options so that you can select IEX Cloud and run the command in non-interactive mode. If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean optimize <projectName> to run another optimization job with the same options.

Live Trading

To deploy a local live algorithm that uses IEX Cloud as the data provider, open a terminal in your organization workspace and then run lean live deploy <projectName> --data-provider-live IEX --iex-cloud-api-key <apiKey> --iex-price-plan <pricePlan> --brokerage <brokerageName> <requiredBrokerageOptions>.

$ lean live deploy "My Project" --data-provider-live IEX --iex-cloud-api-key apiKey --iex-price-plan Grow --brokerage "Paper Trading"

The --iex-price-plan option must be Launch, Grow, or Enterprise. Depending on the brokerage you select, you may need to provide some required brokerage options. To use a different provider for historical data, include the --data-provider-historical option. If you provide any of the preceding options, your Lean configuration file saves them so that you only need to run lean live deploy <projectName> --brokerage <brokerageName> to deploy another live algorithm with the same options.

Supported Assets

Our IEX Cloud integration supports US Equity securities.

You can also see our Videos. You can also get in touch with us via Discord.

Did you find this page helpful?

Contribute to the documentation: