From bae5af08357e7f83c486879b0251fe5817e050ab Mon Sep 17 00:00:00 2001 From: Romazes Date: Thu, 5 Feb 2026 20:52:43 +0200 Subject: [PATCH 1/2] update: support Databento config in Readme --- README.md | 20 +++++++++++++------- 1 file changed, 13 insertions(+), 7 deletions(-) diff --git a/README.md b/README.md index 5a1be138..75d89fd6 100644 --- a/README.md +++ b/README.md @@ -165,7 +165,7 @@ Options: -d, --detach Run the backtest in a detached Docker container and return immediately --debug [pycharm|ptvsd|debugpy|vsdbg|rider|local-platform] Enable a certain debugging method (see --help for more information) - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -245,6 +245,7 @@ Options: --dydx-address TEXT Your dYdX wallet address --dydx-subaccount-number INTEGER Your dYdX subaccount number + --databento-api-key TEXT Your Databento.com API Key --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the backtest when using @@ -381,7 +382,7 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT Options: --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The brokerage to use - --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] The live data provider to use --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -493,6 +494,7 @@ Options: CoinApi pricing plan (https://www.coinapi.io/market-data-api/pricing) --alpaca-api-key TEXT Your Alpaca Api Key --alpaca-api-secret TEXT Your Alpaca Api Secret + --databento-api-key TEXT Your Databento.com API Key --node TEXT The name or id of the live node to run on --auto-restart BOOLEAN Whether automatic algorithm restarting must be enabled --notify-order-events BOOLEAN Whether notifications must be sent for order events @@ -896,7 +898,7 @@ Usage: lean data download [OPTIONS] https://www.quantconnect.com/datasets Options: - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] The name of the downloader data provider. --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -976,6 +978,7 @@ Options: --dydx-address TEXT Your dYdX wallet address --dydx-subaccount-number INTEGER Your dYdX subaccount number + --databento-api-key TEXT Your Databento.com API Key --dataset TEXT The name of the dataset to download non-interactively --overwrite Overwrite existing local data -y, --yes Automatically confirm payment confirmation prompts @@ -1346,9 +1349,9 @@ Options: -d, --detach Run the live deployment in a detached Docker container and return immediately --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The brokerage to use - --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-live [Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|IQFeed|Polygon|CoinApi|ThetaData|Custom data only|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] The live data provider to use - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -1493,6 +1496,7 @@ Options: don't have a market data subscription for (Optional). --alpaca-api-key TEXT Your Alpaca Api Key --alpaca-api-secret TEXT Your Alpaca Api Secret + --databento-api-key TEXT Your Databento.com API Key --factset-auth-config-file FILE The path to the FactSet authentication configuration file --alpha-vantage-api-key TEXT Your Alpha Vantage Api Key @@ -1804,7 +1808,7 @@ Options: --parameter ... The 'parameter min max step' pairs configuring the parameters to optimize --constraint TEXT The 'statistic operator value' pairs configuring the constraints of the optimization - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] Update the Lean configuration file to retrieve data from the given historical provider --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect @@ -1897,6 +1901,7 @@ Options: --dydx-address TEXT Your dYdX wallet address --dydx-subaccount-number INTEGER Your dYdX subaccount number + --databento-api-key TEXT Your Databento.com API Key --lean-config FILE The Lean configuration file that should be used (defaults to the nearest lean.json) --verbose Enable debug logging --help Show this message and exit. @@ -2074,7 +2079,7 @@ Usage: lean research [OPTIONS] PROJECT Options: --port INTEGER The port to run Jupyter Lab on (defaults to 8888) - --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] + --data-provider-historical [Interactive Brokers|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Kraken|CharlesSchwab|IQFeed|Polygon|FactSet|AlphaVantage|CoinApi|ThetaData|QuantConnect|Local|Terminal Link|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] Update the Lean configuration file to retrieve data from the given historical provider --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -2154,6 +2159,7 @@ Options: --dydx-address TEXT Your dYdX wallet address --dydx-subaccount-number INTEGER Your dYdX subaccount number + --databento-api-key TEXT Your Databento.com API Key --download-data Update the Lean configuration file to download data from the QuantConnect API, alias for --data-provider-historical QuantConnect --data-purchase-limit INTEGER The maximum amount of QCC to spend on downloading data during the research session From 344164f1c2285b06b1e71c0d30ce6deacbdf6d71 Mon Sep 17 00:00:00 2001 From: Romazes Date: Fri, 6 Feb 2026 20:22:02 +0200 Subject: [PATCH 2/2] remove: support config of databento in cloud --- README.md | 3 +-- 1 file changed, 1 insertion(+), 2 deletions(-) diff --git a/README.md b/README.md index 75d89fd6..20a4fd1b 100644 --- a/README.md +++ b/README.md @@ -382,7 +382,7 @@ Usage: lean cloud live deploy [OPTIONS] PROJECT Options: --brokerage [Paper Trading|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The brokerage to use - --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX|DataBento] + --data-provider-live [QuantConnect|Interactive Brokers|Tradier|Oanda|Bitfinex|Coinbase Advanced Trade|Binance|Zerodha|Samco|Terminal Link|Trading Technologies|Kraken|CharlesSchwab|Polygon|CoinApi|Bybit|TradeStation|Alpaca|Tastytrade|Eze|dYdX] The live data provider to use --ib-user-name TEXT Your Interactive Brokers username --ib-account TEXT Your Interactive Brokers account id @@ -494,7 +494,6 @@ Options: CoinApi pricing plan (https://www.coinapi.io/market-data-api/pricing) --alpaca-api-key TEXT Your Alpaca Api Key --alpaca-api-secret TEXT Your Alpaca Api Secret - --databento-api-key TEXT Your Databento.com API Key --node TEXT The name or id of the live node to run on --auto-restart BOOLEAN Whether automatic algorithm restarting must be enabled --notify-order-events BOOLEAN Whether notifications must be sent for order events