QuantRocket 2.0 Release Notes

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

  • 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.

  • Zipline live trading. See the usage guide.

  • 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

quantrocket/history:2.0.0

quantrocket/ibg:2.0.972.0

  • encrypt IBKR credentials at rest

quantrocket/ibgrouter:2.0.0

  • renamed service from launchpad to ibgrouter

quantrocket/jupyter:2.0.0

quantrocket/license-service:2.0.0

quantrocket/master:2.0.0

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

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

This looks great! What's the pricing for the new datasets?

Links to pricing can be found in the Data Library under each respective dataset.

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