Lean

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#### Expected Behavior Users can choose the allowable latency of bar releases, to balance between perfectness of the bars, vs latency on the bar release. #### Actual Behavior Release delays...

jaredbroad

#### Expected Behavior We don't see equity curve jumps due to unrealized profit that aren't real (e.g.: huge bid/ask when the market is closed) #### Actual Behavior   ####...

AlexCatarino

Future Options Greeks Support

1

#### Expected Behavior - Add greeks/ImpliedVolatility for future options universe files, aiming for feature parity with equity/index options: history/selection using FOPs greeks/etc #### Actual Behavior - Not supported #### Potential...

Martin-Molinero

#### Expected Behavior The RemoveSecurity has a tag parameter. The tag will be used in the CancelOpenOrders and Liquidate to inform the user of the cause of cancellation/liquidation. #### Actual...

AlexCatarino

Unhanded Division by Zero in DefaultOptionAssignmentModel.IsDeepInTheMoney

7

#### Expected Behavior No unhandled division by zero. #### Actual Behavior ``` System.Exception: Attempted to divide by zero. in DefaultOptionAssignmentModel.cs:line 76 ---> QuantConnect.Exceptions.SystemExceptionInterpreter+SanitizedException: Attempted to divide by zero. at System.Decimal.DecCalc.VarDecDiv(DecCalc&...

AlexCatarino

#### Expected Behavior To run a local research notebook, using Schwab as the broker for data. #### Actual Behavior I'm running a local research instance in a notebook, and using...

breathe67

Use AlgoSeek Futures Type to set Tick SalesCondition

1

#### Expected Behavior Tick.SalesCondition for Futures reflects the Type from AlgoSeek (e.g., TRADE AGRESSOR ON BUY). See https://us-futures-market-data-docs.s3.amazonaws.com/algoseek.US.Futures.TAQ.pdf #### Actual Behavior Tick.SalesCondition is empty. #### Potential Solution N/A #### Checklist...

AlexCatarino

#### Expected Behavior Do not process option events during shutdown #### Actual Behavior After the live deployment is stopped, we should not process options events. The algorithm was stopped at...

AlexCatarino

#### Description I created flexible static properties `Equity.DefaultSettlementDays`, `Equity.USASettlementDaysHistory` and `Equity.InternationalSettlementDaysHistory`, as well as their corresponding ones for `Option` so that the user can freely modify them. I also added...

Marinovsky

Add Automatic Contract Rollover

2

#### Expected Behavior Have user-defined future/option control rollover rules. This will be useful for trading continuous contracts for futures and certain option strategies that rely on rollovers. #### Actual Behavior...

haxdds