Issues

• IndicatorHistory can feed quote bars where the live indicator gets trade bars

  priority:p2
  QuantConnect/Lean#10141 · Filter by author quantconnect-kronos opened on Nov 13, 2026

• Fee models get the order, not the fill, so fees based on trade value use an estimate

  QuantConnect/Lean#10140 · Filter by author Martin-Molinero opened on Nov 13, 2026

• IB option market-order fees use the opposite spread side

  priority:P1
  QuantConnect/Lean#10139 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 13, 2026

• Fee models apply Forex and CFD commissions to account-currency values

  priority:P1
  QuantConnect/Lean#10138 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 13, 2026

• Closed-trade rounding discards profit in BTC-denominated accounts

  priority:p2
  QuantConnect/Lean#10137 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 13, 2026

• Portfolio Margin chart: stream sends an aggregated TOTAL StackedArea series, stored result keeps per-group Bar series

  QuantConnect/Lean#10135 · Filter by author rjra2611 opened on Nov 13, 2026

• Average entry price of coin-margined crypto futures is arithmetic instead of harmonic

  priority:P1
  QuantConnect/Lean#10134 · Filter by author quantconnect-kronos-reviewer opened on Nov 13, 2026

• TradeBuilder drops commissions reported after the first execution of an order

  priority:p2
  QuantConnect/Lean#10126 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 13, 2026

• Non-US Interactive Brokers index CFDs inherit the US holiday and early-close calendar

  priority:p2
  QuantConnect/Lean#10124 · Filter by author quantconnect-kronos-reviewer opened on Nov 13, 2026

• ZipDataCacheProvider extracts the whole zip entry into memory for a narrow tick history request (5 seconds of SOXL costs the day's 146 MiB)

  QuantConnect/Lean#10123 · Filter by author AlexCatarino opened on Nov 13, 2026

• AM settlement timestamp is skipped for Wednesday VIX and legacy Saturday SPX expirations

  priority:P1
  QuantConnect/Lean#10117 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 12, 2026

• NDXP and NQX indicator settlement cutoff uses 15:00 Eastern instead of documented 16:00

  priority:P1
  QuantConnect/Lean#10116 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 12, 2026

• GetNextMarketClose lets an excluded extended-hours session hide a regular close at midnight

  priority:p2
  QuantConnect/Lean#10110 · Filter by author quantconnect-kronos-reviewer opened on Nov 12, 2026

• ExecuteMarginCall can liquidate the same deficit across several groups in one batch

  priority:P1
  QuantConnect/Lean#10107 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 12, 2026
  4

• Information Coefficient Indicators

  QuantConnect/Lean#10104 · Filter by author DerekMelchin opened on Nov 12, 2026

• Execution models retain detached consolidators after partial universe removal

  priority:p2
  QuantConnect/Lean#10102 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 12, 2026

• Registering a shared consolidator twice leaves an undisposed scan wrapper

  priority:p2
  QuantConnect/Lean#10101 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 12, 2026

• Canonical downloads hide contract-discovery failures

  QuantConnect/Lean#10099 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 12, 2026

• Python DataFrame column lookup is nondeterministic when a Symbol column and its ticker string column coexist

  QuantConnect/Lean#10093 · Filter by author quantconnect-kronos opened on Nov 12, 2026

• [Library Upgrade] river

  library-request
  QuantConnect/Lean#10092 · Filter by author AlexCatarino opened on Nov 11, 2026

• Etoro cash-account targets size against combined crypto inventory rather than per-instrument holdings

  QuantConnect/Lean#10086 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 11, 2026

• Single-date universe download also caches the next trading day

  QuantConnect/Lean#10085 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 11, 2026

• PDF report generation can overwrite HTML when the destination extension is not lowercase .html

  QuantConnect/Lean#10082 · Filter by author quantconnect-kronos-reviewer-2 opened on Nov 11, 2026

• Live cash sync on a non-trading day double counts unsettled sale proceeds on a cash account

  QuantConnect/Lean#10077 · Filter by author AlexCatarino opened on Nov 11, 2026
  1

• QLOptionPriceModel returns zero IV and greeks for 0DTE contracts on US bond holidays (Columbus Day, Veterans Day): QLNet UnitedStates() defaults to the Settlement calendar

  bug
  QuantConnect/Lean#10076 · Filter by author AlexCatarino opened on Nov 11, 2026