BrokerageHolding Model - Holding object class for creating a live algorithm.The PublicFeeModel models the fees of Public at the regular member tier.
+
+
+security.SetFeeModel(new PublicFeeModel());+
security.set_fee_model(PublicFeeModel())+
The PublicFeeModel charges $0 USD for Equity trades during regular market hours and $2.99 USD per trade during extended hours. Options on stocks and ETFs are free, and Index Options cost $0.50 USD per contract. For Crypto trades, it charges a fee that depends on the order amount in USD:
| Order Amount (USD) | +Fee (USD) | +
|---|---|
| $10 or less | $0.49 |
| $10.01 - $25 | $0.69 |
| $25.01 - $50 | $1.19 |
| $50.01 - $100 | $1.69 |
| $100.01 - $250 | $3.29 |
| $250.01 - $500 | $6.29 |
| More than $500 | 1.25% of the order amount |
For more information about this model, see the class reference and implementation.
+For more information about this model, see the class reference and implementation.
diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/15 Samco Model.html b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/16 Samco Model.html similarity index 100% rename from 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/15 Samco Model.html rename to 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/16 Samco Model.html diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/16 Tastytrade Model.html b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/17 Tastytrade Model.html similarity index 100% rename from 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/16 Tastytrade Model.html rename to 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/17 Tastytrade Model.html diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/17 TradeStation Model.html b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/18 TradeStation Model.html similarity index 100% rename from 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/17 TradeStation Model.html rename to 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/18 TradeStation Model.html diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/18 Webull Model.html b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/19 Webull Model.html similarity index 100% rename from 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/18 Webull Model.html rename to 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/19 Webull Model.html diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/19 Wolverine Model.html b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/20 Wolverine Model.html similarity index 100% rename from 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/19 Wolverine Model.html rename to 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/20 Wolverine Model.html diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/20 Zerodha Model.html b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/21 Zerodha Model.html similarity index 100% rename from 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/20 Zerodha Model.html rename to 03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/21 Zerodha Model.html diff --git a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/metadata.json b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/metadata.json index f07db29542..43ee7a3962 100644 --- a/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/metadata.json +++ b/03 Writing Algorithms/24 Reality Modeling/04 Transaction Fees/02 Supported Models/metadata.json @@ -2,7 +2,7 @@ "type": "metadata", "values": { "description": "This page describes some of the pre-built fee models in LEAN. If none of these models perform exactly how you want, create a custom fee model.", - "keywords": "pre-built fee models, custom fee model, fees of Interactive Brokers, fees of Binance and Binance US, fees of Bitfinex, fees of Coinbase, fees of Kraken, fees of Samco, fees of Charles Schwab, fees of Webull, fees of Wolverine Execution Services, fees of Zerodha", + "keywords": "pre-built fee models, custom fee model, fees of Interactive Brokers, fees of Binance and Binance US, fees of Bitfinex, fees of Coinbase, fees of Kraken, fees of Public, fees of Samco, fees of Charles Schwab, fees of Webull, fees of Wolverine Execution Services, fees of Zerodha", "og:description": "This page describes some of the pre-built fee models in LEAN. If none of these models perform exactly how you want, create a custom fee model.", "og:title": "Supported Models - Documentation QuantConnect.com", "og:type": "website", diff --git a/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/03 TradeStation/06 Fees.html b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/03 TradeStation/06 Fees.html index 418156e360..482b21598d 100644 --- a/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/03 TradeStation/06 Fees.html +++ b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/03 TradeStation/06 Fees.html @@ -1 +1 @@ -The TradeStationBrokersBrokerageModel uses the TradeStationFeeModel with the default argument values. We model current TradeStation fees on all assets.
The TradeStationBrokersBrokerageModel uses the TradeStationFeeModel with the default argument values. We model current TradeStation fees on all assets.
The TastytradeBrokersBrokerageModel uses the TastytradeFeeModel with the default argument values. We model current Tastytrade fees on all assets.
The TastytradeBrokersBrokerageModel uses the TastytradeFeeModel with the default argument values. We model current Tastytrade fees on all assets.
This page explains the PublicBrokerageModel, including the asset classes it supports, its default security-level models, and its default markets.
+
+
+SetBrokerageModel(BrokerageName.Public, AccountType.Cash); +SetBrokerageModel(BrokerageName.Public, AccountType.Margin);+
self.set_brokerage_model(BrokerageName.PUBLIC, AccountType.CASH) +self.set_brokerage_model(BrokerageName.PUBLIC, AccountType.MARGIN)+
For more information about this model, see the class reference and implementation.
+For more information about this model, see the class reference and implementation.
diff --git a/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/02 Asset Classes.php b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/02 Asset Classes.php new file mode 100644 index 0000000000..978e0281f3 --- /dev/null +++ b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/02 Asset Classes.php @@ -0,0 +1 @@ + diff --git a/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/03 Orders.php b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/03 Orders.php new file mode 100644 index 0000000000..bad6be9dce --- /dev/null +++ b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/03 Orders.php @@ -0,0 +1,3 @@ +The PublicBrokerageModel supports several order types, order properties, and order updates.
The PublicBrokerageModel uses the EquityFillModel for Equity trades and the ImmediateFillModel for Equity Options, Index Options, and Crypto trades.
The PublicBrokerageModel uses the NullSlippageModel.
The PublicBrokerageModel uses the PublicFeeModel.
The PublicBrokerageModel uses the SecurityMarginModel for Equity trades and the OptionMarginModel for Equity Option and Index Option trades. For Crypto trades, it uses the CashBuyingPowerModel for cash accounts and the SecurityMarginModel for margin accounts.
If you have a margin account, the PublicBrokerageModel allows up to 2x leverage for Equity trades. The UseMarginuse_margin order property selects the buying power each order uses at the brokerage.
The PublicBrokerageModel uses the ImmediateSettlementModel for margin accounts and the DelayedSettlementModel with the default settlement rules for cash accounts with Equity and Equity Options.
+
diff --git a/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/09 Margin Interest Rate.html b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/09 Margin Interest Rate.html
new file mode 100644
index 0000000000..d689ed5055
--- /dev/null
+++ b/03 Writing Algorithms/24 Reality Modeling/05 Brokerages/02 Supported Models/05 Public/09 Margin Interest Rate.html
@@ -0,0 +1 @@
+// For US Equities with a cash account: +security.SetSettlementModel(new DelayedSettlementModel(Equity.DefaultSettlementDays, Equity.DefaultSettlementTime)); + +// For Equity Options with a cash account: +security.SetSettlementModel(new DelayedSettlementModel(Option.DefaultSettlementDays, Option.DefaultSettlementTime)); + +// For remaining cases: +security.SetSettlementModel(new ImmediateSettlementModel());+
# For US Equities with a cash account: +security.set_settlement_model(DelayedSettlementModel(Equity.DEFAULT_SETTLEMENT_DAYS, Equity.DEFAULT_SETTLEMENT_TIME)) + +# For Equity Options with a cash account: +security.set_settlement_model(DelayedSettlementModel(Option.DEFAULT_SETTLEMENT_DAYS, Option.DEFAULT_SETTLEMENT_TIME)) + +# For remaining cases: +security.set_settlement_model(ImmediateSettlementModel())+
The PublicBrokerageModel uses the NullMarginInterestRateModel.
The default market of the PublicBrokerageModel is Market.USA for Equity, Equity Options, and Index Options. It's Market.CoinbaseMarket.COINBASE for Crypto.
+ The PublicBrokerageModel doesn't set a default currency.
+ To change the algorithm's currency from USD to a different currency, see Set Account Currency.
+
The WebullBrokerageModel uses the WebullFeeModel.
The WebullBrokerageModel uses the WebullFeeModel.
The WolverineBrokerageModel uses the WolverineFeeModel.
The WolverineBrokerageModel uses the WolverineFeeModel.
The following table shows the supported brokerages and the options required to configure each one. Most of these brokerages also provide live (--data-provider-live) and historical (--data-provider-historical) data for research, backtesting, and optimization. Webull provides brokerage connectivity only, so pair it with a separate data provider such as Polygon:
The following table shows the supported brokerages and the options required to configure each one. Most of these brokerages also provide live (--data-provider-live) and historical (--data-provider-historical) data for research, backtesting, and optimization. Webull provides brokerage connectivity only, so pair it with a separate data provider such as Polygon. Public provides brokerage connectivity and historical data, but no live data feed:
--webull-app-secret | |
--webull-account-id | |
Public |
+ --public-secret-key |
+
--public-account-number |
Public authenticates with a secret key and an account number. Public lets you have more than one account, so the account number picks which one to trade.
+ + +To use the CLI, you must be a member in an organization on a paid tier.
diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/02 Deploy Cloud Algorithms.php b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/02 Deploy Cloud Algorithms.php new file mode 100644 index 0000000000..1d98e7b3d2 --- /dev/null +++ b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/02 Deploy Cloud Algorithms.php @@ -0,0 +1,17 @@ +Enter your Public secret key and account number. +
+
+" . file_get_contents(DOCS_RESOURCES."/brokerages/create-credentials/public.html") . "
+";
+$dataProviderDetails = "";
+$brokerageName="Public";
+$isSupported=true;
+$supportsCashHoldings=true;
+$supportsPositionHoldings=true;
+include(DOCS_RESOURCES."/brokerages/cli-deployment/deploy-cloud-algorithms.php");
+?>
diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/03 Deploy Local Algorithms.php b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/03 Deploy Local Algorithms.php
new file mode 100644
index 0000000000..f05726f244
--- /dev/null
+++ b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/03 Deploy Local Algorithms.php
@@ -0,0 +1,19 @@
+Enter your Public secret key and account number.
+$ lean cloud live \"My Project\" --push --open +Secret key: ******************************** +Account number: 5PY12345+
+
+" . file_get_contents(DOCS_RESOURCES."/brokerages/create-credentials/public.html") . "
+";
+$dataFeedDetails = "";
+$supportsIQFeed = false;
+$requiresSubscription = true;
+$moduleName = "Public";
+include(DOCS_RESOURCES."/brokerages/cli-deployment/deploy-local-algorithms.php");
+?>
diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/04 Data Provider.html b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/04 Data Provider.html
new file mode 100644
index 0000000000..935c2248b2
--- /dev/null
+++ b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/04 Data Provider.html
@@ -0,0 +1,11 @@
+$ lean live \"My Project\" +Secret key: ******************************** +Account number: 5PY12345+
Public doesn't provide a live data feed, but it serves historical data for the US Equities, Equity Options, Index Options, and Crypto it supports. To use Public as the historical data provider of local backtests, optimizations, and research, pass --data-provider-historical Public to the lean backtest, lean optimize, or lean research commands, or download data with lean data download.
The Public API serves trade data with the following limits:
+ +-
+
- Minute resolution covers only the current trading day. +
- Hour resolution covers up to one month back. +
- Daily resolution covers about 18 years back for Equities and about 12 years back for Crypto. +
The Public data provider serves raw data. To get adjusted Equity data in local deployments, download the US Equity Security Master.
diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/metadata.json b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/metadata.json new file mode 100644 index 0000000000..53f0698fe6 --- /dev/null +++ b/05 Lean CLI/09 Live Trading/01 Brokerages/05 Public/metadata.json @@ -0,0 +1,12 @@ +{ + "type": "metadata", + "values": { + "description": "Learn how to model and connect a live algorithm to Public Brokerage in Lean CLI.", + "keywords": "lean cli, live trading, brokerages, public", + "og:description": "Learn how to model and connect a live algorithm to Public Brokerage in Lean CLI.", + "og:title": "Public - Documentation QuantConnect.com", + "og:type": "website", + "og:site_name": "Public - QuantConnect.com", + "og:image": "https://cdn.quantconnect.com/docs/i/lean-cli/live-trading/brokerages/public.png" + } +} diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/01 Introduction.php b/05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/01 Introduction.php similarity index 100% rename from 05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/01 Introduction.php rename to 05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/01 Introduction.php diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/02 Deploy Cloud Algorithms.php b/05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/02 Deploy Cloud Algorithms.php similarity index 100% rename from 05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/02 Deploy Cloud Algorithms.php rename to 05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/02 Deploy Cloud Algorithms.php diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/03 Deploy Local Algorithms.php b/05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/03 Deploy Local Algorithms.php similarity index 100% rename from 05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/03 Deploy Local Algorithms.php rename to 05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/03 Deploy Local Algorithms.php diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/04 Data Provider.html b/05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/04 Data Provider.html similarity index 100% rename from 05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/04 Data Provider.html rename to 05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/04 Data Provider.html diff --git a/05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/metadata.json b/05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/metadata.json similarity index 100% rename from 05 Lean CLI/09 Live Trading/01 Brokerages/05 Alpaca/metadata.json rename to 05 Lean CLI/09 Live Trading/01 Brokerages/06 Alpaca/metadata.json diff --git a/05 Lean CLI/99 API Reference/01 lean backtest/04 Options.html b/05 Lean CLI/99 API Reference/01 lean backtest/04 Options.html index e73f50a1c8..0658ee9635 100644 --- a/05 Lean CLI/99 API Reference/01 lean backtest/04 Options.html +++ b/05 Lean CLI/99 API Reference/01 lean backtest/04 Options.html @@ -20,7 +20,7 @@--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull
Public>--webull-account-id <string>--webull-use-2fa <boolean>--public-secret-key <string>--public-account-number <string>--download-data--brokerage <enum: Paper Trading
Interactive Brokers
Tradier
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Zerodha
Samco
Terminal Link
Trading Technologies
Kraken
CharlesSchwab
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Webull>--brokerage <enum: Paper Trading
Interactive Brokers
Tradier
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Zerodha
Samco
Terminal Link
Trading Technologies
Kraken
CharlesSchwab
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Webull
Public>--webull-account-id <string>--webull-use-2fa <boolean>--public-secret-key <string>--public-account-number <string>--polygon-api-key <string>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull
Public>--webull-account-id <string>--webull-use-2fa <boolean>--public-secret-key <string>--public-account-number <string>--dataset <string>--brokerage <enum: Paper Trading
Interactive Brokers
Tradier
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Zerodha
Samco
Terminal Link
Trading Technologies
Kraken
CharlesSchwab
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Webull>--brokerage <enum: Paper Trading
Interactive Brokers
Tradier
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Zerodha
Samco
Terminal Link
Trading Technologies
Kraken
CharlesSchwab
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Webull
Public>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull
Public>--webull-account-id <string>--webull-use-2fa <boolean>--public-secret-key <string>--public-account-number <string>--ib-enable-delayed-streaming-data <boolean>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull
Public>--webull-account-id <string>--webull-use-2fa <boolean>--public-secret-key <string>--public-account-number <string>--lean-config <file>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull>--data-provider-historical <enum: Interactive Brokers
Oanda
Bitfinex
Coinbase Advanced Trade
Binance
Kraken
CharlesSchwab
IQFeed
Polygon
FactSet
AlphaVantage
CoinApi
ThetaData
QuantConnect
Local
Terminal Link
Bybit
TradeStation
Alpaca
Tastytrade
Eze
dYdX
Databento
Webull
Public>--webull-account-id <string>--webull-use-2fa <boolean>--public-secret-key <string>--public-account-number <string>--download-dataTo generate your API credentials, see Account Types. Your account details are not saved on QuantConnect.
diff --git a/Resources/brokerages/introduction-by-brokerage/public.html b/Resources/brokerages/introduction-by-brokerage/public.html new file mode 100644 index 0000000000..f0544111fa --- /dev/null +++ b/Resources/brokerages/introduction-by-brokerage/public.html @@ -0,0 +1 @@ +Public is a commission-free investing platform founded in 2019 and operated in the United States by Public Holdings, Inc. Its brokerage services are provided by Open to the Public Investing, Inc., a registered broker-dealer and member of FINRA and SIPC. Public provides access to trading Equities, Equity Options, Index Options, and Crypto through its Trading API, with no commissions on US-listed stocks and options during regular market hours.
diff --git a/Resources/brokerages/public/asset-classes.php b/Resources/brokerages/public/asset-classes.php new file mode 100644 index 0000000000..5f737ffa3b --- /dev/null +++ b/Resources/brokerages/public/asset-classes.php @@ -0,0 +1,8 @@ +PublicBrokerageModel" : "Our Public integration" ?> supports the following asset classes:
+ +-
+
- US Equities +
- Equity Options +
- Index Options +
- Crypto +
Order Types
+ +The following table describes the available order types for each asset class that PublicBrokerageModel" ?> supports:
+ +| Order Type | +Equity | +Equity Options | +Index Options | +Crypto | +
|---|---|---|---|---|
| Market | + |
+ |
+ |
+ |
+
| Limit | + |
+ |
+ |
+ |
+
| Stop market | + |
+ |
+ |
+ |
+
| Stop limit | + |
+ |
+ |
+ |
+
| Combo limit | ++ | |
+ |
+ + |
Order Properties
+ +PublicBrokerageModel supports custom order properties." : "We model custom order properties from the Public API." ?> The following table describes the members of the PublicOrderProperties object that you can set to customize order execution.
| Property | +Data Type | +Description | +Default Value | +
|---|---|---|---|
TimeInForcetime_in_force |
+ TimeInForce |
+ A TimeInForce instruction to apply to the order. The following instructions are supported:
+
|
+ TimeInForce.GoodTilCanceledTimeInForce.GOOD_TIL_CANCELED |
+
OutsideRegularTradingHoursoutside_regular_trading_hours |
+ bool |
+ If set to true, allows the order to trigger or fill outside of regular trading hours. This property applies to Equity limit orders with a day time-in-force only, since Public only accepts limit orders in the extended session. | +falseFalse |
+
UseMarginuse_margin |
+ bool? |
+ Controls the buying power the order uses. If set to true, the order uses margin buying power when the account allows it. If set to false, the order uses cash-only (settled cash) buying power. If you don't set it, orders on margin accounts use margin buying power and orders on cash accounts always use cash-only buying power. | +nullNone |
+
+
+
+
+public override void Initialize()
+{
+ // Set the default order properties
+ DefaultOrderProperties.TimeInForce = TimeInForce.GoodTilCanceled;
+}
+
+public override void OnData(Slice slice)
+{
+ // Use default order order properties
+ LimitOrder(_symbol, quantity, limitPrice);
+
+ // Override the default order properties
+ LimitOrder(_symbol, quantity, limitPrice,
+ orderProperties: new PublicOrderProperties
+ {
+ TimeInForce = TimeInForce.Day,
+ OutsideRegularTradingHours = true,
+ UseMargin = false
+ });
+}
+ def initialize(self) -> None: + # Set the default order properties + self.default_order_properties.time_in_force = TimeInForce.GOOD_TIL_CANCELED + +def on_data(self, slice: Slice) -> None: + # Use default order order properties + self.limit_order(self._symbol, quantity, limit_price) + + # Override the default order properties + order_properties = PublicOrderProperties() + order_properties.time_in_force = TimeInForce.DAY + order_properties.outside_regular_trading_hours = True + order_properties.use_margin = False + self.limit_order(self._symbol, quantity, limit_price, order_properties=order_properties)+
Updates
+PublicBrokerageModel supports" : "We model the Public API by supporting" ?> order updates for single-leg orders. Public doesn't support updating combo (multi-leg) orders.
+ + diff --git a/Resources/brokerages/public/troubleshooting.html b/Resources/brokerages/public/troubleshooting.html new file mode 100644 index 0000000000..28604dd290 --- /dev/null +++ b/Resources/brokerages/public/troubleshooting.html @@ -0,0 +1,38 @@ +The following table describes errors you may see when deploying to Public:
+ +| Error Message(s) | +Possible Cause and Fix | +
|---|---|
| + + | +
+ The order costs more than the buying power available for it, so Public rejects it at submission and LEAN reports an invalid order event. The deposit amount in the message is the shortfall. Size the order within your available buying power, or set the UseMarginuse_margin order property to trueTrue on a margin account to use margin buying power.
+ |
+
| + + | ++ Public allows up to 10 pending orders that open new positions per underlying. Cancel one or more pending orders on the underlying before placing a new trade. + | +
| + + | ++ Trading on margin, which includes short selling and buying for more than your settled cash, requires at least $2,000 of cash, equities, and bonds in your account. Deposit funds to meet the minimum or avoid orders that need margin. + | +
If you need further support, open a new support ticket and add the live deployment with the error.