QuantConnect Lean Fixes Daily Bar Count Error for Markets with Lunch Break

QuantConnect Lean engine version 18111 fixed a daily bar history data count error for markets with lunch breaks. The issue where bar counts were inaccurately ca

QuantConnect Lean — C#/Python Backtesting & Live Engine · Release 18111 · 2026-09-18

QuantConnect Lean engine version 18111 fixed a daily bar history data count error for markets with lunch breaks. The issue where bar counts were inaccurately calculated when aggregating daily bars in markets with mid-session breaks, like some Asian markets, has been resolved. Both C# and Python now receive accurate history data during backtesting and live trading.

weltiq perspective: Improved daily bar data accuracy for Asian markets with lunch breaks—such as Korea, Japan, and China—enhances the reliability of strategy validation for weltiq users.

Release Notes Excerpt

Fix daily history bar counts for markets with a lunch break ( #9806 )

Source: https://github.com/QuantConnect/Lean/releases/tag/18111