Datasets

The SS&C Eze data provider sources data directly from SS&C Eze's Market Data API. If you use this data provider, SS&C Eze only provides the security price data. QuantConnect Cloud provides the following auxiliary datasets:

• US Equity Security Master
• US Equity Option Universe
• US Index Option Universe
• US Futures Security Master
• US Futures Universe
• US Futures Options Universe
• Universe selection datasets
• Non-streaming alternative datasets

Universe selection is available with the SS&C Eze data provider.

UniverseSettings.Asynchronous = true;
AddUniverse(FundamentalUniverseSelection);

self.universe_settings.asynchronous = True
self.add_universe(self.fundamental_universe_selection)

The data feed is a stream of asset prices collected by Protocol Buffers and distributed to algorithms on the platform.

Third-party data providers support most alternative datasets, except data that streams real-time intraday data. Streaming datasets, like the Tiingo News Feed and Benzinga News Feed, require the QuantConnect data provider.

When you deploy a live algorithm with the SS&C Eze brokerage, you can use a third-party data provider, the SS&C Eze data provider, or both. If you use multiple data providers, the order you select them in defines their order of precedence in Lean. For example, if you set QC as the first provider and SS&C Eze as the second provider, Lean only uses the SS&C Eze data provider for securities that aren't available from the QC data provider. This configuration makes it possible to use our data provider for Equity universe selection and then place Options trades on the securities in the universe.

The historical data that's available from the SS&C Eze data provider for history requests and warm-up periods depends on your SS&C Eze data plan.

To view the latest prices, see the SS&C Eze Market Data page on the SS&C Eze EMS Portal.