![alt tag](https://raw.githubusercontent.com/QuantConnect/Lean/master/Documentation/logo.white.small.png) 
## LEAN Data Formats / Contracts for Difference (CFD)

QuantConnect hosts CFD data provided by Oanda. The data contains only *Quote* data.
All data are stored in zip files, each containing a single CSV file. You can explore CFD data on our website at https://www.quantconnect.com/data/tree/cfd

CFD data supports the following Resolutions:

* Tick
* Second
* Minute
* Hour
* Daily

The markets we currently support are:

* Oanda

CFD data operates in multiple timezones, so please confirm with the market hours database for the specific timezone of your asset.

### Minute and Second File Format
Second/minute files are located in the cfd / market / resolution / symbol folder. 

The ZIP files have the filename format: `YYYYMMDD_quote.zip`. The CSV file contained within has the filename format: `YYYYMMDD_symbol_resolution_quote.csv`

Second/minute quote format and example data is as follows:

| Time | Bid Open | Bid High | Bid Low | Bid Close | Last Bid Size | Ask Open | Ask High | Ask Low | Ask Close | Last Ask Size |
| ---- | -------- | -------- | ------- | --------- | ------------- | -------- | -------- | ------- | --------- | ------------- |
| 113000 | 55.01 | 55.95 | 54.80 | 55.50 | 18968 | 55.10 | 56 | 54.85 | 55.55 | 2913 |

* Time - Milliseconds since midnight
* Bid Open - Opening price for the best bid
* Bid High - Highest recorded bid price
* Bid Low - Lowest recorded bid price
* Bid Close - Closing price for the best bid
* Last Bid Size - Size of best bid at close
* Ask Open - Opening price for the best ask
* Ask High - Highest recorded ask price
* Ask Low - Lowest recorded ask price
* Ask Close - Closing price for the best ask
* Last Ask Size - Size of best ask at close

### Hour and Daily File Format
Hour/daily files are located in the cfd / market / resolution folder.

The ZIP files have the filename format: `symbol.zip`. The CSV file contained within has the filename format: `symbol.csv`

Hour/daily quote format and example data is as follows:

| Time | Bid Open | Bid High | Bid Low | Bid Close | Last Bid Size | Ask Open | Ask High | Ask Low | Ask Close | Last Ask Size |
| ---- | -------- | -------- | ------- | --------- | ------------- | -------- | -------- | ------- | --------- | ------------- |
| 20190125 23:00 | 55.01 | 55.95 | 54.80 | 55.50 | 18968 | 55.10 | 56 | 54.85 | 55.55 | 2913 |

* Time - Formatted as `YYYYMMDD HH:mm`
* Bid Open - Opening price for the best bid
* Bid High - Highest recorded bid price
* Bid Low - Lowest recorded bid price
* Bid Close - Closing price for the best bid
* Last Bid Size - Size of best bid at close
* Ask Open - Opening price for the best ask
* Ask High - Highest recorded ask price
* Ask Low - Lowest recorded ask price
* Ask Close - Closing price for the best ask
* Last Ask Size - Size of best ask at close

### Tick File Format
Tick files are located in the cfd / market / tick / symbol folder.

The ZIP files have the filename format: `YYYYMMDD_quote.zip`. The CSV file contained within has the filename format: `YYYYMMDD_symbol_resolution_quote.csv`

Tick quote format and example data is as follows:

| Time | Bid Price | Ask Price |
| ---- | --------- | --------- |
| 92000 | 10.38 | 10.40 |

* Time - Milliseconds since midnight
* Bid Price - Best bid price
* Ask Price - Best ask price