Lean

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#### Expected Behavior Allow place orders based on IOC strategy. There are a few brokerages supporting this feature (IB, Atreyu etc). There also was a community request for the feature...

AdalyatNazirov

Add Orderbook Support to LEAN

7

Build a full order book using quote ticks, trades and make it available on the Crypto security type.

jaredbroad

Missing feature handle stock halts and suspensions

3

#### Expected Behavior Lean should handle cases of stock suspensions and halts correctly. There are cases where the [SEC intervenes in the market to halt trading activity due to serious...

Jay-Jay-D

Review futures market hours data base holidays

1

#### Expected Behavior Futures contracts are added and removed from the universe based on the `SetFilter` arguments. #### Actual Behavior Futures contracts can sometimes be added and removed from the...

DerekMelchin

StreamReader on local zip data - A local file header is corrupt

1

Problem originally brought up in this QC community post: https://www.quantconnect.com/forum/discussion/14110/streamreader-on-local-zip-data-a-local-file-header-is-corrupt/p1 #### Expected Behavior After downloading **new** QC data that is distributed in a .zip file, I should be able to...

Midaroh

#### Expected Behavior The factor file should be created with the appropriate data. #### Actual Behavior An error is returned and the file is not created. ``` System.NullReferenceException: Object reference...

superichmann

Better input checking on Toolbox/Coarse Universe Generator CLI

1

#### Expected Behavior The Coarse Universes should be created #### Actual Behavior An error `"The provided properties do not match with a valid {nameof(SecurityType)}", "properties"` occures. `SecurityType = (SecurityType)ExtractFromProperties(SecurityTypeOffset, SecurityTypeWidth,...

superichmann

No Exception for Incompatible Start/End Dates in Research

2

#### Expected Behavior If we set the start date after the end date in a notebook, we get an exception ``` qb = QuantBook() qb.SetEndDate(1998, 2, 1) qb.SetStartDate(2022, 2, 1)...

DerekMelchin

`LiveAlgorithmSettings.cs` is missing brokerages

1

#### Expected Behavior We can deploy live algorithm via the QC API for every supported brokerage in cloud. #### Actual Behavior [LiveAlgorithmSettings.cs](https://github.com/QuantConnect/Lean/blob/master/Common/Api/LiveAlgorithmSettings.cs) only has definitions for 6 of the supported...

DerekMelchin

#### Expected Behavior We can get industry-standard security identifies such as ISIN, CUSIP, FIGI and SEDOL for a given Symbol. #### Actual Behavior Not available. It only works the other...

ArthurAsenheimer