QuantRocket Blog

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 Sharadar

QuantRocket 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

You can install the software now and work with free sample data. Or check out the release notes.

Version 1 users, see the Migration Guide.

QuantRocket LLC is not a financial advisor and nothing on this website or in any materials created by QuantRocket LLC should be construed as investment advice. All results are hypothetical unless otherwise noted. Past performance is not indicative of future results.

The material on this website and any other materials created by QuantRocket LLC is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantRocket LLC.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action. Neither QuantRocket LLC nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to QuantRocket LLC about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. QuantRocket LLC makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. Past performance is not indicative of future results.