QuantRocket 2.0.0 is now available. This is a major new release with many exciting new features and data providers.
Version 1 users have the option of upgrading to version 2 or continuing to use version 1. Upgrading to version 2 requires a new subscription. Please see the migration guide for more details.
Highlights
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New data: this release includes numerous new data providers and datasets, including end-of-day, intraday, real-time, and fundamental data. See the new Data Library for available datasets.
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Zipline live trading. See the usage guide.
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New broker: Alpaca. See how to connect and how to place and manage orders.
API changes
QuantRocket version 2 is a major product upgrade from version 1. Due to the scale of changes, there are many breaking API changes that version 1 users should be aware of. See the migration guide.
Complete 2.0.0 release notes
quantrocket/account:2.0.0
- support for querying account balances and portfolios from Alpaca
- store all available exchange rates from ECB
- derive GBX exchange rate from GBP
quantrocket/blotter:2.0.0
- support for Alpaca. See usage guide
- fix a SQL error that happens when you query summary pnl with a date range only and no other parameters
quantrocket/db:2.0.0
- encrypt S3 credentials at rest
quantrocket/fundamental:2.0.0
- new data: Sharadar insider holdings
- new data: Sharadar institutional ownership
- new data: Sharadar SEC Form 8-K
- new data: Sharadar S&P 500 constituents
- new data: Alpaca easy-to-borrow stocks
quantrocket/history:2.0.0
- new data: US Stock prices (end-of-day and intraday)
- new data: EDI global end-of-day stock prices
- new data: Sharadar end-of-day fund prices
quantrocket/ibg:2.0.972.0
- encrypt IBKR credentials at rest
quantrocket/ibgrouter:2.0.0
- renamed service from
launchpadtoibgrouter
quantrocket/jupyter:2.0.0
- update to JupyterLab 1.2.7
- add support for a
.bashrcfile. See usage guide - document attaching VS Code to the jupyter container
quantrocket/license-service:2.0.0
- add endpoint to connect to Alpaca
- add endpoint to connect to Polygon.io
- add endpoint to connect to Quandl
quantrocket/master:2.0.0
- new vendor: collect Alpaca listings
- new vendor: collect EDI listings
- new vendor: collect FIGI listings
- new vendor: collect US Stock listings
- consolidate securities master file from multiple vendors
quantrocket/postgres:2.0.0
- update to PostgreSQL 12 and TimescaleDB 1.7.1
quantrocket/realtime:2.0.0
- new real-time data provider: Polygon.io
- add ability to drop ticks from tick databases. See usage guide
- automatic compression of real-time databases
quantrocket/satellite:2.0.0
- support for custom setup scripts to customize environment
quantrocket/theia:2.0.0
- update to latest version of Eclipse Theia
quantrocket/zipline:2.0.0
- Zipline live trading. See the usage guide
- redesign data collection API to mirror the API of the history service. See usage guide
- support for incremental ingestion of history databases. See usage guide
- Add pipeline support for Sharadar fundamentals, institutions, S&P 500 constituents, Reuters financials and estimates, and securities master. See the usage guide
