What the platform runs on, what it lets out, and the allowances that keep one account from crowding out the rest.
Source
Prices, financial statements, index membership and the screener universe come from Financial Modeling Prep under a commercial licence. Daily bars everywhere; intraday bars from five minutes to four hours in the Universal Builder on Practitioner and above. Statements are kept as first published, and a restatement stays in its own epoch, so a run pinned to 2009 reads the 2009 filing.
Constituent lists are point-in-time. A name that later left an index is in the windows where it belonged, and a name that joined later is absent from the windows before it joined. Price history for names that have since left the market is thinner than for the survivors, and a study on a universe says so in its limits.
Redistribution
Allowances
| Surface | Allowance | When it is reached |
|---|---|---|
| Paper trading | 10 slots in each of the three lanes on Practitioner, 20 on Research. | Close a paper trade to open another. |
| The hosted connector | 5,000 reads a day, 200 catalog calls a day, 200 saves a day, and 3 tasks in flight at once, per account. | The tool answers with the limit and the time it resets; nothing is queued. |
| The desktop's data proxy | 5,000 data calls a day per account, shared by everything the engine on your machine fetches. | The engine reports the limit; a run that needs more data waits for the next day. |
The allowances are set so that a person working a full day does not meet them, and a script does. If your work does, write to contact@quanterlab.com and say what it is.
Documentation