Issues

• ZipBytes length test fails on macOS with .NET 10.0.400

  QuantConnect/Lean#10040 · Filter by author mkzung opened on Nov 6, 2026

• FutureMarginModel: concurrent first calls on one security push the margin row index past the table and every later call throws IndexOutOfRangeException

  buglive-trading
  QuantConnect/Lean#10036 · Filter by author AlexCatarino opened on Nov 5, 2026

• Option strategy matcher regroups two put (or call) credit spreads on different strikes into a ladder plus a naked short, charging naked margin on a defined-risk book

  bug
  QuantConnect/Lean#10035 · Filter by author AlexCatarino opened on Nov 5, 2026

• Library Request: highspy

  library-request
  QuantConnect/Lean#10034 · Filter by author AlexCatarino opened on Nov 4, 2026

• Closed-trade profit of coin-margined crypto futures uses the linear formula

  QuantConnect/Lean#10031 · Filter by author quantconnect-kronos-reviewer opened on Nov 4, 2026

• FillModel.LimitIfTouchedFill checks the wrong side of the quote (sell vs ask, buy vs bid), so LIT orders fill across the spread

  QuantConnect/Lean#10025 · Filter by author Amadeus-22 opened on Nov 4, 2026
  1

• Research Regression Tests: BasicTemplateCustomDataTypeHistoryResearchCSharp fails on unrelated branches since 2026-11-03

  QuantConnect/Lean#10023 · Filter by author quantconnect-kronos-reviewer opened on Nov 4, 2026

• InteractiveBrokersFeeModel: US equity minimum overrides the 1% maximum per order, and the cap is 0.5%

  QuantConnect/Lean#10015 · Filter by author Amadeus-22 opened on Nov 2, 2026

• Python cryptography import fails: _rust.abi3.so undefined symbol EVP_idea_ecb (dotnet loads system OpenSSL 3.0.2 before the conda 3.6.0 build)

  bug
  QuantConnect/Lean#10014 · Filter by author AlexCatarino opened on Nov 2, 2026
  1

• VolumeWeightedAveragePriceExecutionModel silently degenerates on daily resolution

  QuantConnect/Lean#10011 · Filter by author smishmash opened on Nov 2, 2026
  1

• DefaultMarginCallModel resubmits the liquidation order while it is still working

  QuantConnect/Lean#10008 · Filter by author smishmash opened on Nov 2, 2026
  1

• Execution models keep a dead consolidator when a security is removed and later re-selected

  QuantConnect/Lean#10007 · Filter by author smishmash opened on Nov 2, 2026
  1

• MarketOnClose fills are not volume-capped - orders larger than closing volume fill in full

  QuantConnect/Lean#10006 · Filter by author GilvanAmaro74 opened on Oct 31, 2026

• LeanData.TryParsePath fails on an absolute universe file path

  QuantConnect/Lean#10005 · Filter by author econstantin opened on Oct 31, 2026

• CanonicalDataDownloaderDecorator drops the first data point of a canonical download

  QuantConnect/Lean#10002 · Filter by author econstantin opened on Oct 30, 2026

• BacktestingBrokerage charges no fee for partially filled orders that are later cancelled

  QuantConnect/Lean#9991 · Filter by author nimakalantar opened on Oct 29, 2026
  1

• SecurityExchangeHours.GetNextMarketClose returns midnight when the next day has an early close (GetNextOrPreviousSegment)

  QuantConnect/Lean#9989 · Filter by author ivanrdgc opened on Oct 29, 2026

• Add a Trading 212 brokerage model

  QuantConnect/Lean#9981 · Filter by author nimakalantar opened on Oct 29, 2026
  1

• MarketOnClose fills are not capped by volume: an order larger than the closing volume fills in full at the close

  QuantConnect/Lean#9972 · Filter by author Divyansh151005 opened on Oct 28, 2026
  6

• Speed up the API Tests workflow without dropping any test

  QuantConnect/Lean#9967 · Filter by author Martin-Molinero opened on Oct 28, 2026

• MarketProfile value area loop never ends when valueAreaVolumePercentage is 1

  QuantConnect/Lean#9965 · Filter by author jaredbroad opened on Oct 28, 2026

• Future option tickers with a two-digit year resolve to the wrong decade

  QuantConnect/Lean#9955 · Filter by author johnkaram02 opened on Oct 28, 2026

• Wolverine, RBI and TDAmeritrade fee models charge no fees

  QuantConnect/Lean#9953 · Filter by author johnkaram02 opened on Oct 28, 2026

• Live: a split whose factor-file row first arrives after the row's date is never emitted (LiveSplitEventProvider)

  bug
  QuantConnect/Lean#9948 · Filter by author AlexCatarino opened on Oct 26, 2026
  2

• TradeBuilder FillToFill MAE/MFE of a scaled-in lot include prices from before it was bought

  QuantConnect/Lean#9944 · Filter by author Jackmeson1 opened on Oct 26, 2026
  1