Product Announcement: QuantRocket 2.0Tue Jun 16 2020 by Brian Stanley
QuantRocket 2.0 is now available, with minute data for US stocks, Zipline live trading, new broker support, new data providers, and more.
Data, Data, Data
QuantRocket's mission is to be the best research and trading platform for data-driven traders. Version 2 offers a host of new datasets from multiple providers, which you can seamlessly mix and match thanks to QuantRocket's redesigned, FIGI-based symbology.
1-minute US Stock data
Survivorship-bias-free 1-minute US stock data is now included with the software, with history back to 2007. Just sync the data bundle to your deployment and start querying. No more waiting on slow broker APIs for intraday data collection. 1-day bars are also available.
New Data from SharadarQuantRocket now integrates the full suite of datasets published by Sharadar:
- US company fundamentals
- US insider holdings
- US institutional ownership
- SEC Form 8-K events
- historical S&P 500 constituents
- End-of-day US stock and fund prices
Global Stock Prices from EDI
Get survivorship-bias-free end-of-day price data for every stock exchange in the world.
Real-time Data from Polygon.io
In addition to Interactive Brokers, QuantRocket now supports streaming real-time market data from Polygon.io.
Check out the new Data Library to learn more about QuantRocket's data offerings.
Zipline Live Trading
It's finally here! QuantRocket is the first end-to-end, professional-grade platform for deploying Zipline strategies to live markets.
- Ready-to-use data: QuantRocket's new 1-minute US dataset is stored in Zipline's native format, so it's ready to go. Complement with real-time data from Interactive Brokers or Polygon.io for live trading.
- Fundamentals in Pipeline: We've added Pipeline support for Sharadar fundamentals, institutional holdings, and S&P 500 constituents; Reuters financials and estimates; and securities master data.
With combined support for Zipline and Moonshot — an event-driven backtester and a vectorized backtester — you can now deploy an impressive variety of trading strategies.
Learn more about Zipline live trading.
New Broker: Alpaca
We've added brokerage support for Alpaca, a commission-free broker for US stocks.
Commission-free trading is not just for cash-strapped traders. Many active strategies that are not viable due to transaction costs might be viable with a commission-free broker.
Alpaca brokerage customers with access to real-time data from Polygon.io can use the data in QuantRocket. Learn how to connect to Alpaca.
VS Code Support
The world's most popular code editor now works with QuantRocket. Install Visual Studio Code on your desktop and connect it to your cloud or local deployment to enjoy the full power of a desktop editing experience, no matter where QuantRocket runs. Learn how.
How to Get Started
Version 1 users, see the Migration Guide.