QuantRocket 2.12.0 Release Notes

Announcements
#1

QuantRocket 2.12.0 is now available. This release includes expanded brokerage support through SnapTrade, sharded (partitioned) custom databases, and other enhancements. See how to update .

Highlights

  • expanded brokerage support through SnapTrade. SnapTrade is a brokerage API aggregator that provides access to numerous brokerages through a single API. Through this integration, QuantRocket users now have access to a wider and continually expanding range of retail brokerages. See the usage guide.
  • updated versions of Python, pandas, numpy, and other libraries.

API Changes

  • This release includes updated versions of Python, pandas, numpy, SQLAlchemy, and other libraries. For a full list of package versions, run conda list from a JupyterLab Terminal. Package updates always have the potential to cause breakages in your code if you interact with those libraries directly. Users should carefully test their algorithms after updating. The version changes of the major packages are shown below:
    • Python 3.11 -> Python 3.14
    • pandas 2.1 -> pandas 2.3
    • numpy 1.26 -> numpy 2.3
    • SQLAlchemy 1.4 -> SQLAlchemy 2.0
  • the IBKR shortable shares and aggregate shortable shares databases are now sharded by year to improve performance. Due to this change, it is necessary to re-collect historical data for these datasets for the countries of interest. See the usage guide for how to collect data for a specific country.
  • The API endpoints for setting and viewing Quandl API keys have been renamed to reflect Nasdaq Data Link branding. API keys do not need to be re-entered.
    • Python API:
      • quantrocket.license.get_quandl_key -> quantrocket.license.get_nasdaq_key
      • quantrocket.license.set_quandl_key -> quantrocket.license.set_nasdaq_key
    • CLI:
      • quantrocket license quandl-key -> quantrocket license nasdaq-key
  • The API endpoints for collecting real-time market data from Polygon have been renamed to reflect the company's name change to Massive. API keys do not need to be re-entered.
    • Python API:
      • quantrocket.license.get_polygon_key -> quantrocket.license.get_massive_key
      • quantrocket.license.set_polygon_key -> quantrocket.license.set_massive_key
      • quantrocket.realtime.create_polygon_tick_db -> quantrocket.realtime.create_massive_tick_db
    • CLI:
      • quantrocket license polygon-key -> quantrocket license massive-key
      • quantrocket realtime create-polygon-tick-db -> quantrocket realtime create-massive-tick-db
  • Keras + TensorFlow is no longer installed by default.

quantrocket/blotter:2.12.0

  • expanded support for retail brokerages through SnapTrade. See the usage guide.
  • support for modifying Interactive Brokers orders (as an alternative to canceling and replacing). See the usage guide.

quantrocket/fundamental:2.12.0

  • specifying a country is now required when collecting Interactive Brokers shortable shares or borrow fees data. This is to prevent unintentionally collecting data for all countries.
  • the IBKR shortable shares and aggregate shortable shares databases are now sharded by year to improve performance. Due to this change, it is necessary to re-collect historical data for these datasets for the countries of interest. See the usage guide for how to collect data for a specific country. The borrow fees dataset is not sharded and is not affected by this change.

quantrocket/history:2.12.0

  • sharded custom databases: custom databases can now be sharded by year to improve performance. See the usage guide.

quantrocket/ibg:2.12.0

  • update to IB Gateway version 10.50.1.

quantrocket/license-service:2.12.0

  • support for entering a Sharadar API key to collect Sharadar fundamental and price data. See the usage guide.