Data1
Your market data library
Library size2
18.4 GB
6 datasets
Symbols
312
4 crypto · 308 equity · 2 option underlyings
Gaps
3datasets with gaps
20 gaps · Fill gaps from the row menu
Sources3
2
1 added · Manage sources
+Add data4
All 6Crypto 2Equity 3Option 1
56 datasets| Dataset6 | Symbols7 | Range | Size | Source8 | Last updated | Status9 | Auto-update10 | 11 |
|---|---|---|---|---|---|---|---|---|
CCrypto · Binance spot · Minute | 4 | 2019-01 – 2026-10 | 9.6 GB | BBinance | 10-27 08:00 | ✓Up to date | ||
CCrypto · Binance spot · Hour | 4 | 2019-01 – 2026-10 | 0.4 GB | BBinance | 10-27 08:00 | !3 gaps | ||
EEquity · US · Minute | 9 | 2021-01 – 2026-10 | 6.1 GB | AAlpaca | 10-27 16:58 | Updating 42% | ||
EEquity · US · Hour | 9 | 2021-01 – 2026-10 | 0.5 GB | AAlpaca | 10-17 06:00 | ✕FailedAlpaca 429 Too Many Requests, 5 retries | ||
EEquity · US · Daily | 308 | 2016-01 – 2026-10 | 0.4 GB | AAlpaca | 10-27 06:00 | !15 gaps | ||
OOption · US · Daily | 2 | 2023-01 – 2026-10 | 1.4 GB | MMarketData.app | 10-25 06:00 | !2 gaps |
VARIANT · Empty state (⑫)
CEO
No data yet12
Add market data to your library: crypto from Binance, US stocks and ETFs from Alpaca, options from a data vendor. Backtests and Paper bots read from here.
+Add dataVARIANT · Backtest pre-check (⑬)13
⚠Missing data: BTCUSDT Minute 2024-01 – 2024-03Fill now
Backtest→Library check→Export to Lean cache→Run
Shown in the New backtest dialog (03i) when the library doesn't cover the run. Fill now opens Add data prefilled (Binance · Crypto · BTCUSDT · Minute · 2024-01-01 – 2024-03-31).
VARIANT · Snackbars
Downloading BTCUSDT, ETHUSDT · Minute · 12%Equity · US · Hour: update failedRETRYEquity · US · Daily · 15 gaps filled
Downloads run in the background; the page can be left. Progress also shows in the Status cell (⑨).
Annotations · Data (sidebar QUANT › Data, /data). Data is our own market data library, stored in DuckDB on the Algonics server; the Java mid-tier is its only writer. Sources (vendors on Data › Sources, 02d, plus broker and exchange accounts) only feed the library; backtests never read a source directly. Resolutions are Minute, Hour and Daily only (no tick or second data). ① The page is the dataset list only, no tabs and no sidebar item for sources. Third-party data vendors are managed on Sources (02d, breadcrumb Data / Sources), reached from the Sources card (③). ② Summary strip: Library size (DuckDB file size), Symbols (distinct symbols across datasets), Gaps (datasets with at least one gap, orange when > 0), Sources. ③ Sources: number of data vendors (2) and how many are added; Manage sources opens Sources (02d). Lean export files are an internal cache and not shown in the UI. ④ + Add data opens the Add data dialog (02b). ⑤ Filter chips by asset class (All, Crypto, Equity, Option) with counts; no search, there are only a handful of datasets. ⑥ Dataset = Asset class · Market · Resolution, one row each (one dataset per combination; adding symbols or a longer range to an existing combination extends that row). Clicking the dataset name opens its detail page (02c). ⑦ Symbols (count), Range (earliest – latest bar across its symbols) and Size in DuckDB. For Option the symbols are underlyings (SPY, QQQ); contracts are stored per underlying, not per contract. ⑧ Source: the default upstream used by Update now, Fill gaps and Auto-update (Binance public API, Alpaca via the Alpaca main account, MarketData.app for options). ⑨ Status (before Auto-update): ✓ Up to date (green), Updating 42% with a linear progress bar while a download runs in the background, 3 gaps (orange; missing bars inside the range, e.g. exchange downtime, or a range skipped when adding data, 02b ⑧), ✕ Failed (red; hover shows the reason, row Equity · US · Hour: Alpaca 429 Too Many Requests). ⑩ Auto-update (Switch, off by default): when on, new bars since Last updated are fetched once a day at 06:00 (Taipei); turned on here only for Crypto · Binance spot · Minute, which the live crypto bots and their backtests use. ⑪ Row ⋮ menu (open on Option · US · Daily): Update now (fetch new bars up to today), Fill gaps (disabled when there are none), Edit (default source, Auto-update; opens 02c), Remove (confirmation, see 02c). ⑫ Empty state (variant): new user; the Dashboard first-run step Download data (Open Data) leads here. ⑬ Backtest pre-check (variant): before a backtest runs, the library is checked for the strategy's symbols, resolution and dates; if covered, the data is exported to the Lean cache and the backtest starts; if not, the backtest dialog (03i) shows Missing data with Fill now, which opens Add data prefilled, and the backtest waits. Download in progress and failed rows are shown in the table (Equity · US · Minute, Equity · US · Hour) and as Snackbars (variant).
Sample data: datasets, sizes and dates are for illustration only.
Sample data: datasets, sizes and dates are for illustration only.