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Merged
Martin-Molinero merged 2 commits into from
Feb 6, 2026
Merged

Feat: Databento datasource support #625

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bae5af0
update: support Databento config in Readme
Romazes Feb 5, 2026
344164f
remove: support config of databento in cloud
Romazes Feb 6, 2026
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17 changes: 11 additions & 6 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -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
Expand Down Expand Up @@ -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
Expand Down Expand Up @@ -896,7 +897,7 @@ 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
Expand Down Expand Up @@ -976,6 +977,7 @@ 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
Expand Down Expand Up @@ -1346,9 +1348,9 @@ 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
Expand Down Expand Up @@ -1493,6 +1495,7 @@ 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
Expand Down Expand Up @@ -1804,7 +1807,7 @@ Options:
--parameter <TEXT FLOAT FLOAT FLOAT>...
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
Expand Down Expand Up @@ -1897,6 +1900,7 @@ 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.
Expand Down Expand Up @@ -2074,7 +2078,7 @@ 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
Expand Down Expand Up @@ -2154,6 +2158,7 @@ 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
Expand Down
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