NautilusTrader 2.0.0rc7 Released - Rust-Based Backtesting Performance Improvements

Rust-core event-driven trading platform NautilusTrader released version 2.0.0rc7. It transitions to Python 3.13/3.14 support while dropping 3.12. Key improvemen

NautilusTrader — Rust Core Event-Driven Platform · Release NautilusTrader 2.0.0rc7 · 2026-10-15

Rust-core event-driven trading platform NautilusTrader released version 2.0.0rc7. It transitions to Python 3.13/3.14 support while dropping 3.12. Key improvements include backtesting performance enhancements through batch delta replay, strengthened options trading support (CME Globex, OSI contracts), and expanded data provider integrations including Databento/Bybit/Kraken. Interactive Brokers connection structure improvements and Lighter exchange's native order batching functionality were added. Some API changes may require existing code modifications.

weltiq Perspective: Backtesting performance improvements and expanded data source support can enhance strategy validation speed and accuracy for weltiq users.

Release Notes Excerpt

NautilusTrader 2.0.0rc7 Released on 15th October 2026 (UTC). Note This release removes support for Python 3.12 and supports Python 3.13 and 3.14 ( #4676 ). Enhancements Added negative price support for futures, except inverse futures ( #5190 ), thanks @DeLuke84 Added Clock.set_timer_zoned and CalendarSchedule for local calendar recurrence, thanks @faysou Added time_bars_time_zone and time_zone overrides for local calendar bars, thanks @faysou Added BacktestDataConfig.batch_deltas for batched book delta replay ( #5215 ), thanks for reporting @nicezic Added candidate option IDs for supported CME Globex and OSI equity/index contracts, thanks @faysou Added reference instruments to OptionSeriesId…

Source: https://github.com/nautechsystems/nautilus_trader/releases/tag/v2.0.0rc7