QuantConnect Lean Changes Fundamental Data Accession Number Default

QuantConnect Lean engine changed the default value of Morningstar fundamental data's AccessionNumber field to quarterly (ThreeMonths) reports. Previously, month

QuantConnect Lean engine changed the default value of Morningstar fundamental data's AccessionNumber field to quarterly (ThreeMonths) reports. Previously, monthly (OneMonth) data was the default, causing HasValue to return false in approximately 94% of rows and falling back to quarterly data. Now all four fields—AccessionNumber, FileDate, and FormType—reference the same document consistently.

weltiq perspective: This resolves errors caused by mismatches between SEC report accession numbers and dates when backtesting fundamental data-based strategies, improving data reliability.

Release Notes Excerpt

Both AccessionNumber fields defaulted to OneMonth, a slot Morningstar fills for about 6% of the rows it fills ThreeMonths for, so HasValue was false on nearly every row while Value fell back to the quarterly accession anyway, and the accession could name a different filing than FileDate and FormType, which default to ThreeMonths. Now all four describe the same document. Fixes #9777 . Co-Authored-By: Claude Fable 5.1 noreply@anthropic.com

Source: https://github.com/QuantConnect/Lean/releases/tag/18064