Download in Bulk

To unlock local access to the US Equities dataset, open the Pricing page of your organization and subscribe to at least one of the following data packages:

• US Equity Daily History by AlgoSeek
• US Equity Hourly History by AlgoSeek
• US Equity Minute History by AlgoSeek
• US Equity Second History by AlgoSeek
• US Equity Tick History by AlgoSeek

If you don't already subscribe to the US Equity Security Master by QuantConnect data package, subscribe to it too. You need billing permissions to change the organization's subscriptions.

After you subscribe to local access, to download the US Equities data, follow these steps:

1. Log in to the Algorithm Lab.
2. On the CLI tab of the dataset listing, use the CLI Command Generator to generate your download command and then copy it.

The Ticker, Start Date, and End Date fields are irrelevant for bulk downloads.

3. Open a terminal in your organization workspace and then run the command from the CLI Command Generator.

To download the US Equity Security Master, run:

$ lean data download --dataset "US Equity Security Master"

After you bulk download the US Equities dataset, new daily updates are available at 7 AM Eastern Time (ET) after each trading day. To unlock local access to the data updates, open the Pricing page of your organization and subscribe to at least one of the following data packages:

• US Equity Daily Updates by AlgoSeek
• US Equity Hourly Updates by AlgoSeek
• US Equity Minute Updates by AlgoSeek
• US Equity Second Updates by AlgoSeek
• US Equity Tick Updates by AlgoSeek

You need billing permissions to change the organization's subscriptions.

After you subscribe to dataset updates, to update your local copy of the US Equities dataset, use the CLI Command Generator to generate your download command and then run it in a terminal in your organization workspace. To update your local copy of the US Equity Security Master, run:

$ lean data download --dataset "US Equity Security Master"

Alternatively, instead of directly calling the lean data download command, you can place a Python script in the data directory of your organization workspace and run it to update your data files. The following example script updates all data resolutions:

import os
from datetime import datetime
from pytz import timezone

# Define a method to download the data
def download_data(resolution, overwrite=False):
    print(f"Updating {resolution} data...")
    command = f'lean data download --dataset "US Equities" --data-type "Bulk" --resolution "{resolution}"'
    if overwrite:
        command += " --overwrite"
    os.system(command)

# Update minute, second, and tick data files
END_DATE = datetime.now(timezone("US/Eastern")).strftime("%Y%m%d")
new_data_available = False
for resolution in ["tick", "second", "minute"]:
    latest_date = sorted([f for f in os.listdir(f"equity/usa/{resolution}/spy")])[-1].split('_')[0]
    if latest_date >= END_DATE:
        print(f"{resolution} data is already up to date.")
        continue
    new_data_available = True
    download_data(resolution)

# Update daily and hourly data files
if new_data_available:
    for resolution in ["hour", "daily"]:
        download_data(resolution, True)

The preceding script checks the date of the most recent SPY data you have for tick, second, and minute resolutions. If there is new data available for any of these resolutions, it downloads the new data files and overwrites your hourly and daily files. If you don't intend to download all resolutions, adjust this script to your needs.

The following table shows the size and format of the US Equities dataset for each resolution:

The following table shows the price of an annual subscription to the US Equity Security Master for each organization tier:

The following table shows the price of the US Equity dataset subscriptions: