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

QuantConnect's open-source algorithmic trading engine Lean released version 18115. This update fixes a bug that miscalculated the count of daily bar history dat

QuantConnect Lean — C#/Python Backtesting & Live Trading Engine · Release 18115 · 2026-09-18

QuantConnect's open-source algorithmic trading engine Lean released version 18115. This update fixes a bug that miscalculated the count of daily bar history data in markets with lunch breaks. Data processing accuracy has improved for exchanges with mid-session breaks, such as Korean, Japanese, and Chinese markets.

weltiq perspective: The fix for history data count errors in markets with lunch breaks (such as Korea) now enables accurate strategy validation based on historical data during backtesting.

Release Notes Excerpt

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

Source: https://github.com/QuantConnect/Lean/releases/tag/18115