Brokerages
Public
Introduction
The Lean CLI supports live trading on your local machine or in QuantConnect Cloud, which makes the transfer from backtesting to live trading as seamless as possible. You must log in using your QuantConnect account to deply your algorithm on your local machine or in QuantConnect Cloud. This page contains instructions on how to start live trading with the Public brokerage. If the Lean Configuration file in your organization workspace contains values for some of the command options, the CLI skips some of the prompts.
Public authenticates with a secret key and an account number. Public lets you have more than one account, so the account number picks which one to trade.
To use the CLI, you must be a member in an organization on a paid tier.
Deploy Cloud Algorithms
Follow these steps to start live trading a project in the cloud with the Public brokerage :
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean cloud live deploy "<projectName>" --push --opento push . / <projectName>. to the cloud, start a live deployment wizard, and open the results in the browser once the deployment starts. - Enter 21 to select the Public brokerage.
- Enter your Public secret key and account number.
$ lean cloud live "My Project" --push --open Secret key: ******************************** Account number: 5PY12345
To generate your API credentials, see Account Types. Your account details are not saved on QuantConnect.
- Configure your notification settings.
- Enable or disable automatic algorithm restarting.
- Select the live node that you want to use.
- Enter the number of the live data provider(s) to use and then follow the steps required for the data connection.
$ lean live "My Project" Select a live data feed: 1) QuantConnect 2) Interactive Brokers 3) Tradier 4) Oanda 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) Charles Schwab 14) Polygon 15) CoinApi 16) Bybit 17) TradeStation 18) Alpaca 19) Tastytrade 20) Eze 21) dYdX 22) DataBento To enter multiple options, separate them with comma:
- Verify the configured settings and confirm them to start the live deployment in the cloud.
- Inspect the result in the browser, which opens automatically after the deployment starts.
$ lean cloud live deploy "My Project" --push --open [1/1] Pushing 'My Project' Successfully updated cloud file 'My Project/main.py' Started compiling project 'My Project' Successfully compiled project 'My Project'
$ lean cloud live deploy "My Project" --push --open Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) Oanda 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) Charles Schwab 14) Bybit 15) TradeStation 16) Alpaca 17) Tastytrade 18) Eze 19) dYdX 20) Webull 21) Public Enter an option: 21
You can configure any combination of email, webhook, SMS, and Telegram notifications for order events and emitted insights. To view the number of notification you can send for free, see the Live Trading Notification Quotas.
$ lean cloud live deploy "My Project" --push --open Do you want to send notifications on order events? [y/N]: y Do you want to send notifications on insights? [y/N]: y Email notifications: None Webhook notifications: None SMS notifications: None Select a notification method: 1) Email 2) Webhook 3) SMS 4) Telegram Enter an option: 1 Email address: john.doe@example.com Subject: Algorithm notification Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Telegram notifications: None Do you want to add another notification method? [y/N]: n
This feature attempts to restart your algorithm if it fails due to a runtime error, like a brokerage API disconnection.
$ lean cloud live deploy "My Project" --push --open Do you want to enable automatic algorithm restarting? [Y/n]: y
If you only have one idle live trading node, it is selected automatically and this step is skipped.
$ lean cloud live deploy "My Project" --push --open Select a node: 1) L-MICRO node 89c90172 - 1 CPU @ 2.4GHz, 0.5GB Ram 2) L-MICRO node 85a52135 - 1 CPU @ 2.4GHz, 0.5GB Ram Enter an option: 1
$ lean cloud live deploy "My Project" --push --open Brokerage: Public Project id: 1234567 Environment: Live Server name: L-MICRO node 89c90172 Server type: L-MICRO Live Data providers: QuantConnectBrokerage LEAN version: 11157 Order event notifications: Yes Insight notifications: Yes Email notifications: john.doe@example.com Webhook notifications: None SMS notifications: None Telegram notifications: None Automatic algorithm restarting: Yes Are you sure you want to start live trading for project 'My Project'? [y/N]: y
Follow these steps to see the live status of a project:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean cloud status "<projectName>"to show the status of the cloud project named "<projectName>".
$ lean cloud status "My Project" Project id: 1234567 Project name: My Project Project url: https://www.quantconnect.com/project/1234567 Live status: Running Live id: L-1234567a8901d234e5e678ddd9b0123c Live url: https://www.quantconnect.com/project/1234567/live Brokerage: Public Launched: 2021-06-09 15:10:12 UTC
Deploy Local Algorithms
Follow these steps to start local live trading with the Public brokerage:
- Log in to the CLI if you haven't done so already.
- Open a terminal in the organization workspace that contains the project.
- Run
lean live deploy "<projectName>"to start a live deployment wizard for the project in . / <projectName> and then enter the brokerage number, 21.$ lean live deploy "My Project" Select a brokerage: 1) Paper Trading 2) Interactive Brokers 3) Tradier 4) OANDA 5) Bitfinex 6) Coinbase Advanced Trade 7) Binance 8) Zerodha 9) Samco 10) Terminal Link 11) Trading Technologies 12) Kraken 13) Charles Schwab 14) Bybit 15) TradeStation 16) Alpaca 17) Tastytrade 18) Eze 19) dYdX 20) Webull 21) Public
- Enter your Public secret key and account number.
$ lean live "My Project" Secret key: ******************************** Account number: 5PY12345
To generate your API credentials, see Account Types. Your account details are not saved on QuantConnect.
- Enter the number of the live data provider(s) to use and then follow the steps required for the data connection.
$ lean live deploy "My Project" Select a live data provider: 1) Interactive Brokers 2) Tradier 3) Oanda 4) Bitfinex 5) Coinbase Advanced Trade 6) Binance 7) Zerodha 8) Samco 9) Terminal Link 10) Trading Technologies 11) Kraken 12) Charles Schwab 13) IQFeed 14) Polygon 15) CoinApi 16) ThetaData 17) Custom data only 18) Bybit 19) TradeStation 20) Alpaca 21) Tastytrade 22) Eze 23) dYdX 24) DataBento To enter multiple options, separate them with comma:
-
View the result in the <projectName> / live / <timestamp> directory.
Results are stored in real-time in JSON format.
You can save results to a different directory by providing the
--output <path>option in step 2.
If you select one of the following data providers, see the respective page for more instructions:
If you already have a live environment configured in your Lean configuration file, you can skip the interactive wizard by providing the --environment <value> option in step 2.
The value of this option must be the name of an environment which has live-mode set to true.
Data Provider
Public doesn't provide a live data feed, but it serves historical data for the US Equities, Equity Options, Index Options, and Crypto it supports. To use Public as the historical data provider of local backtests, optimizations, and research, pass --data-provider-historical Public to the lean backtest, lean optimize, or lean research commands, or download data with lean data download.
The Public API serves trade data with the following limits:
- Minute resolution covers only the current trading day.
- Hour resolution covers up to one month back.
- Daily resolution covers about 18 years back for Equities and about 12 years back for Crypto.
The Public data provider serves raw data. To get adjusted Equity data in local deployments, download the US Equity Security Master.