QuantConnect Lean: Improved Data Monitor Report Storage Method

QuantConnect Lean engine now exposes the data monitor's final report through IDataMonitor.Report instead of writing directly to disk. The backtesting result han

QuantConnect Lean — C#/Python Backtesting & Live Trading Engine · Release 18116: Store the data monitor report from the result handler (#9814) · 2026-09-21

QuantConnect Lean engine now exposes the data monitor's final report through IDataMonitor.Report instead of writing directly to disk. The backtesting result handler stores this report alongside other backtest result files, maintaining the existing filename. Since the engine exits the data monitor immediately after the data feed, the report is ready when the result handler sends final results. Successful data requests are recorded only when 'data-monitor-store-succeeded-requests' is configured, and failed request files are capped at 100,000 entries.

weltiq perspective: Integrated management of backtest results and data monitoring information makes it easier to track data quality issues and debug during strategy validation.

Release Notes Excerpt

The data monitor exposes its final report through IDataMonitor.Report instead of writing it to disk itself, and the backtesting result handler stores it, keeping the existing file name, along with the rest of the backtest result files, so it can be overridden like they are. The engine exits the data monitor right after the data feed, no data request happens after that, so the report is ready when the result handler sends the final result. The report also carries the name of the data request files written next to it. Succeeded data requests are one line per data file read, so they are only listed when 'data-monitor-store-succeeded-requests' is set, and the failed data requests file is capped …

Source: https://github.com/QuantConnect/Lean/releases/tag/18116