QuantConnect Lean Restores 87 Financial Data Fields

QuantConnect Lean engine has restored 87 financial data fields deprecated in August. Key metrics including StockBasedCompensation (9,438 securities), Depreciati

QuantConnect Lean — C#/Python backtesting & live trading engine · Release 18096: Revive the 88 members the new feeds fill, TotalCapitalization among them · 2026-09-15

QuantConnect Lean engine has restored 87 financial data fields that were deprecated in August. Key financial metrics are now available again: StockBasedCompensation (9,438 securities), DepreciationAndAmortization (8,368), ImpairmentOfCapitalAssets (9,438), and NormalizedEBITDA (8,322). TotalCapitalization, lacking a single code in the new feed, is calculated as the sum of stockholders' equity and long-term debt, provided as year-end and quarterly data. 17 items remain unavailable.

weltiq perspective: Financial statement-based factors (debt ratios, EBITDA multiples, etc.) can now be utilized again in backtesting, expanding strategy implementation scope.

Release Note Excerpt

The complete 15 Sep census of the new output against the previous generation shows values in 87 members the August deprecation had retired on the workbook's word: StockBasedCompensation for 9,438 securities, DepreciationAndAmortization and ReconciledDepreciation for 8,368, ImpairmentOfCapitalAssets and LossonExtinguishmentofDebt for 9,438, NormalizedEBITDA for 8,322, the bank interest income and expense lines for 350 to 770, the insurance and cash flow detail lines for fewer. Their period classes come back as they were before that commit and the parents lose the attributes; the windows the new output still leaves empty stay retired, 17 windows over 14 members. TotalCapitalization comes back …

Source: https://github.com/QuantConnect/Lean/releases/tag/18096