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<meta name="tag" content="using quantconnect">
<meta name="tag" content="using data">
<p>
We provide an enormous library of data for your backtesting roughly 40TB in size. For more information on the data library and its symbols see the <a href="https://www.quantconnect.com/data" target="_BLANK">Data Library</a>. This library includes:
</p>
<table class="table qc-table table-striped">
<thead>
<tr>
<th>
Asset Class
</th>
<th>
Source
</th>
<th>
Start Date
</th>
<th>
Symbols
</th>
<th>
Resolution
</th>
<th>
Type
</th>
</tr>
</thead>
<tbody>
<tr>
<td>
US Equity
</td>
<td>
QuantQuote
</td>
<td>
Jan 1998
</td>
<td>
≈30,000
</td>
<td>
Tick, Sec, Min, Hour, Daily
</td>
<td>
Trades
</td>
</tr>
<tr>
<td>
Forex
</td>
<td>
FXCM
</td>
<td>
Apr 2007
</td>
<td>
13
</td>
<td>
Tick, Sec, Min, Hour, Daily
</td>
<td>
Quotes
</td>
</tr>
<tr>
<td>
Forex
</td>
<td>
OANDA
</td>
<td>
Apr 2004
</td>
<td>
71
</td>
<td>
Tick, Sec, Min, Hour, Daily
</td>
<td>
Quotes
</td>
</tr>
<tr>
<td>
CFD
</td>
<td>
OANDA
</td>
<td>
Apr 2004
</td>
<td>
50
</td>
<td>
Tick, Sec, Min, Hour, Daily
</td>
<td>
Quotes
</td>
</tr>
<tr>
<td>
Options
</td>
<td>
AlgoSeek
</td>
<td>
Jan 2010
</td>
<td>
≈4000
</td>
<td>
Minute Bars Only
</td>
<td>
Trades &amp; Quotes
</td>
</tr>
<tr>
<td>
Futures
</td>
<td>
AlgoSeek
</td>
<td>
Jan 2009
</td>
<td>
≈1100
</td>
<td>
Tick, Second, Minute
</td>
<td>
Trades &amp; Quotes
</td>
</tr>
<tr>
<td>
Crypto
</td>
<td>
Kaiko
</td>
<td>
Jan 2015
</td>
<td>
12
</td>
<td>
Tick, Second, Minute </td>
<td>
Trades
</td>
</tr>
</tbody>
</table>
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