QuantConnect Lean Restores 21 Financial Data Fields

QuantConnect Lean engine has restored 21 financial data fields that were missing during data migration. Major balance sheet items including AdditionalPaidInCapi

QuantConnect Lean — C#/Python Backtesting & Live Trading Engine · Release 18091: Revive the 21 members the census shows the new feeds still carry · 2026-09-14

QuantConnect Lean engine has restored 21 financial data fields that were missing during data migration. Major balance sheet items including AdditionalPaidInCapital (49.4M cells), TotalInvestments, CashAndDueFromBanks, 4 normalized figures, and FinancialStatements.FileDate's 1-, 2-, and 9-month windows are now available. Windows still empty in the new data feed remain deprecated, and two 9-month windows unpopulated by both generations were newly deprecated in this release. The census gate passed without discrepancies.

weltiq perspective: Expanded financial statement data coverage enables more accurate validation for fundamental strategy backtests.

Release Notes Excerpt

The migration retired these on the workbook's word: it named no new data point for them. The value audit found the lines the feeds deliver them under, and the census on the new output confirms the values are there, so they read again: AdditionalPaidInCapital (49.4M cells), TotalInvestments, HeldToMaturitySecurities, MoneyMarketInvestments, LoansReceivable, CashAndDueFromBanks, BankIndebtedness, BankLoansTotal, ConvertibleLoansTotal, AccruedandDeferredIncome, AccruedInterestReceivable, ComTreShaNum, NotesReceivable, OtherReserves, ProceedsFromLoans, GainOnSaleOfPPE, the four reported normalized figures and FinancialStatements.FileDate's one, two and nine month windows. The windows the new fee…

Source: https://github.com/QuantConnect/Lean/releases/tag/18091