QuantConnect
US Equity Coarse Fundamental
Introduction
Download the US Equity Coarse Universe dataset to your local machine to get data for every trading day without any selection bias.
To use the CLI, you must be a member in an organization on a paid tier.
Prerequisites
The US Equity Coarse Universe dataset depends on the US Equity Security Master dataset because the US Equity Security Master contains information on splits, dividends, and symbol changes. Before you download US Equity Coarse Universe data, open the Pricing page of your organization and subscribe to the data package. You need billing permissions to change the organization's subscriptions.
Download in Bulk
After you subscribe to local access (see Prerequisites), open a terminal in your organization workspace and run the following commands to bulk download the data and its prerequisites.
To download or update the US Equity Coarse Universe data, run:
$ lean data download --dataset "US Equity Coarse Universe" --data-type "Bulk" --overwrite
To download or update your local copy of the US Equity Security Master, run:
$ lean data download --dataset "US Equity Security Master"
Download by Date
The US Equity Coarse Universe dataset provides one file per trading day, so you download it by date instead of by ticker. First, download the prerequisite US Equity Security Master:
$ lean data download --dataset "US Equity Security Master"
Then download the US Equity Coarse Universe data for the date range you need:
$ lean data download --dataset "US Equity Coarse Universe" --data-type "Trade" --start "20250701" --end "20260701"
To download data interactively or to use the CLI Command Generator, see Using the CLI.
Size and Format
The US Equity Coarse Universe dataset is 4 GB in size. We structure the data files so there is one file per day. For an example, see the Data / equity / usa / fundamental / coarse / 20140407.csv file in the LEAN repository.
Price
The US Equity Coarse Universe dataset selects US Equities, so you also need the US Equities data to use the selected securities. Review the US Equity costs in addition to the prices below.
Download in Bulk
To download the US Equity Coarse Universe dataset in bulk, subscribe to it on the Pricing page of your organization. The bulk download also requires the US Equity Security Master subscription. The first bulk subscription downloads the full historical dataset for one year. After that subscription ends, renew with the cheaper updates subscription to keep your data current. The following table shows the annual price ($/year) of each subscription for every organization tier:
| Tier | Historical | Updates |
|---|---|---|
| Quant Researcher | 600 | 240 |
| Team | 900 | 360 |
| Trading Firm | 1,200 | 600 |
| Institution | 1,800 | 960 |
The following table shows the total cost of downloading the required datasets, including minute US Equities data for the selected securities, in bulk on the Quant Researcher tier. Other organization tiers apply their own rates.
| Dataset | Package | Historical | Updates |
|---|---|---|---|
| US Equity Security Master | Subscription | $600 | $600/year |
| US Equity Coarse Universe | Subscription | $600 | $240/year |
| US Equities | Minute | $11,760 | $600/year |
| Total | $12,960 | $1,440/year |
Download by Date
When you download by date, the US Equity Coarse Universe data is one file per day and each file costs 5 QCC = $0.05 USD. The following table shows the cost of downloading one year of data by date on the Quant Researcher tier, assuming the universe selects 50 tickers and you download minute US Equities data for them:
| Dataset | Package | Initial Cost | Ongoing Cost |
|---|---|---|---|
| US Equity Security Master | Subscription | $600 | $600/year |
| US Equity Coarse Universe | Download | 252 trading days
=> 252 files 252 files @ 5 QCC/file => 252 * 5 QCC = 1,260 QCC = $12.60 USD | 1 trading day
=> 1 file 1 file/day @ 5 QCC/file => 5 QCC/day = $0.05 USD/day |
| US Equities | Minute | 50 tickers over 252 trading days with 2 data formats
=> 50 * 252 * 2 files = 25,200 files 25,200 files @ 5 QCC/file => 25,200 * 5 QCC = 126,000 QCC = $1,260 USD | 50 tickers with 2 data formats
=> 100 files/day 100 files/day @ 5 QCC/file => 500 QCC/day = $5 USD/day |
This example assumes the universe selects 50 tickers. As the universe selects more tickers, compare the by-date US Equities cost with the bulk cost above to determine when downloading in bulk is cheaper.
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