Issues

• Live: a split whose factor-file row first arrives after the row's date is never emitted (LiveSplitEventProvider)

  bug
  QuantConnect/Lean#9948 · Filter by author AlexCatarino opened on Oct 26, 2026

• TradeBuilder FillToFill MAE/MFE of a scaled-in lot include prices from before it was bought

  QuantConnect/Lean#9944 · Filter by author Jackmeson1 opened on Oct 26, 2026

• DefaultOptionAssignmentModel counts the contract unit twice in the exercise estimate

  QuantConnect/Lean#9942 · Filter by author Jackmeson1 opened on Oct 26, 2026

• Coin-margined crypto future holdings profit has its sign reversed

  QuantConnect/Lean#9940 · Filter by author Jackmeson1 opened on Oct 26, 2026

• TradeBuilder FlatToFlat can miscalculate a trade's P&L when a fill reverses the position after partial exits

  QuantConnect/Lean#9938 · Filter by author Jackmeson1 opened on Oct 26, 2026

• Alpha freezes when target/reference sample counts diverge

  QuantConnect/Lean#9936 · Filter by author superichmann opened on Oct 23, 2026
  1

• Add CME E-nano Nasdaq-100 (NNQ) and E-nano Dow (NDOW) futures

  awaiting approvalfeature
  QuantConnect/Lean#9931 · Filter by author AlexCatarino opened on Oct 21, 2026

• GoodTilDate time in force ignores the time of day: 10:05 expiry on an equity order is cancelled at the market close, docs say the specified time

  QuantConnect/Lean#9929 · Filter by author AlexCatarino opened on Oct 20, 2026
  1

• Isolator memory guard ignores memory outside the managed heap: host SIGKILL with no runtime error and no saved log

  QuantConnect/Lean#9927 · Filter by author AlexCatarino opened on Oct 20, 2026

• WebullFeeModel charges SPXW options the SPX exchange fee

  QuantConnect/Lean#9922 · Filter by author Amadeus-22 opened on Oct 19, 2026

• TradeStationBrokerageModel rejects extended-hours limit orders on equity options

  bug
  QuantConnect/Lean#9920 · Filter by author AlexCatarino opened on Oct 19, 2026
  1

• FutureFillModel fills a resting market order at the midnight extended-hours start on the previous session's quote bar, without stale wait or warning, when the subscription has no extended hours

  QuantConnect/Lean#9909 · Filter by author AlexCatarino opened on Oct 16, 2026

• MIR (CME Micro INR/USD) symbol properties: contract multiplier and tick 100x too large, lot size 100

  QuantConnect/Lean#9901 · Filter by author AlexCatarino opened on Oct 13, 2026

• AddEquity with a new resolution on an existing user-defined security (or remove + re-add in one time step) never creates the data subscription

  QuantConnect/Lean#9900 · Filter by author AlexCatarino opened on Oct 13, 2026
  1

• Market hours: a holiday closes the previous session's post-midnight continuation segment (HKFE futures T+1 session 00:00-03:00), dropping real data

  QuantConnect/Lean#9898 · Filter by author AlexCatarino opened on Oct 13, 2026
  1

• L1QueueEstimatingFillModel for LimitOrders

  QuantConnect/Lean#9895 · Filter by author mchandschuh opened on Oct 12, 2026

• Market hours: no 7/3/2023 and 7/3/2024 early close on the CME equity-index futures entries (exchange closed 13:15 ET; database resolves a full 09:30-17:00 session)

  bug
  QuantConnect/Lean#9894 · Filter by author AlexCatarino opened on Oct 12, 2026

• AlpacaBrokerageModel refuses extended-hours limit orders with the GTC time in force, which Alpaca accepts

  QuantConnect/Lean#9892 · Filter by author AlexCatarino opened on Oct 12, 2026

• 6L (BRL) futures: contract month is written as the expiry month, so universe rows and data files read back one contract early

  QuantConnect/Lean#9890 · Filter by author AlexCatarino opened on Oct 12, 2026
  1

• PostOnly abstraction to model post only behavior via IFillModel implementations

  QuantConnect/Lean#9888 · Filter by author mchandschuh opened on Oct 10, 2026
  1

• BrokerageSetupHandler leaves a brokerage-loaded futures position unsettled, so TotalPortfolioValue counts the P&L since entry twice after a live restart

  QuantConnect/Lean#9884 · Filter by author AlexCatarino opened on Oct 9, 2026

• Split application drops a whole share when the entitlement is an exact multiple of the ratio

  QuantConnect/Lean#9882 · Filter by author AlexCatarino opened on Oct 8, 2026
  1

• Live warm-up of a few thousand minute subscriptions is stopped by the 10-minute single-time-loop limit; backfill throughput on 2 workers varies 10-30x between deployments

  QuantConnect/Lean#9881 · Filter by author AlexCatarino opened on Oct 8, 2026

• [Library Request] open-source-risk-engine (ORE)

  library-request
  QuantConnect/Lean#9879 · Filter by author AlexCatarino opened on Oct 7, 2026

• Add a Parkinson realized volatility indicator

  QuantConnect/Lean#9863 · Filter by author rairishi764 opened on Oct 3, 2026