# Blueshift Free hosted Python backtesting with bundled minute data and broker execution. *https://stockmarketstack.com/tools/blueshift · Backtesting Frameworks & Algo Trading Libraries* ## Facts ### At a glance | Field | Value | | --- | --- | | Vendor | QuantInsti | | Category | Backtesting Frameworks & Algo Trading Libraries | | Job | backtesting | | Website | https://blueshift.quantinsti.com | | Pricing model | free | | Free tier | true | | Open source | false | | Licence | none | | Self-hosted | false | | Tested hands-on | false | | Last updated | 2026-09-13 | ### Pricing | Tier | USD | Period | | --- | --- | --- | | Free | 0 USD | month | ### Coverage | Field | Value | | --- | --- | | Asset classes | stocks, etf, options, futures, forex, crypto | | Markets | us, asia | | Works outside the US | true | | Data latency | eod | | Platforms | web | | AI features | none | ### Interfaces | Field | Value | | --- | --- | | API | false | | Webhooks | false | | Scripting | Python | | Python | true | | Spreadsheet add-in | false | | MCP server | false | ### Capabilities Yes: screening, backtesting, automation, live_trading, paper_trading, options_analysis No: charting, scanning, portfolio_tracking, broker_import, tax_reporting, alerts, news *Verified: pricing 2026-09-13; capabilities 2026-09-13; coverage 2026-09-13.* ## What it is Blueshift is a hosted Python environment for systematic strategies: a browser IDE (with a drag-and-drop block editor alongside it for people who would rather not type Python), an event-driven engine with bundled minute data, and a launch button that runs the same code at a supported broker. Nothing to install and no data to source — that is the pitch against a local framework. The API descends from Zipline (`initialize`, scheduled handlers, a `data` object, Pipeline), so Quantopian code reads as familiar; Zipline itself was deprecated in Blueshift 2.0 and the current engine is 4.0.0, last changelogged in May 2025. QuantInsti is a trading-education company and Blueshift is the free end of it. The paid business is the EPAT programme ($7,799–$9,499 a batch, depending on how early you enrol) and white-labelling the same engine to brokers: Spring by ICICI Direct is Blueshift under another name. ## Pricing Free, with no paid tier to move to — the application has no billing or upgrade screen anywhere in it. Research and backtesting are free outright; live deployment is documented as free "for a limited period", with no stated end and no announced price after it. ## Data & coverage The documented backtest datasets are a liquidity-filtered top-1000 universe of US equities and ETFs, ten FX pairs (both from July 2008) and nine coins quoted against USDT and against INR, plus USDT/INR itself, from January 2018 — minute bars, refreshed once a day after the close and so running about a day behind. The US universe is re-ranked quarterly; the crypto set is static, and the docs call it experimental and exposed to survivorship bias. Indian data is a gap in the documentation rather than in the product. The datasets page lists no NSE feed, yet the platform's own introduction promises minute data across US and Indian equities markets, a docs tutorial runs its backtest on the NSE Minute dataset, the engine's changelog describes an Indian execution model with a cash and a futures segment, and the shipped application still maps NSE-DAILY and NSE-MINUTE bundles and points at an NSE dataset carrying data into August 2026. Read the Indian universe, its history start and its adjustment policy as undocumented, not as absent. Live runs take their data from the broker, not from Blueshift. ## Integrations Two brokers, and only two: Alpaca for US equities, paper accounts included, and Spring by ICICI Direct for NSE cash and F&O. QuantInsti also publishes a developer kit on GitHub under AGPL-3.0 — PEP 561 type stubs for the API, a VS Code snippet extension and LLM prompt guides — first committed in November 2025, last committed on 19 March 2026, with no tagged release. That repository is the entire open-source surface and it contains no engine. The docs have said since 2021 that the core engine is slated to be made open source; it has not been, and the licence on the helper repo says nothing about the platform you are actually running on. ## Limitations - Imports are restricted to a whitelist of 21 packages, your own code must be pure Python (no C extensions), and you cannot upload your own dataset. - No debugger, and introspection such as `type` and `dir` is disabled for security. The documented workaround is `print`. - A live run needs an end date no later than the coming Friday's close, and cannot be launched on a weekend at all. - The F&O side is undocumented. The application ships an option wizard that backtests NSE option structures, but no options or futures dataset appears on the datasets page, so there is no published statement of what history it runs on. - Closed-source engine on QuantInsti's servers; nothing here is self-hostable, and the AGPL repository is a helper kit, not the platform. ## Alternatives [Zipline-reloaded](https://stockmarketstack.com/tools/zipline-reloaded) is the same lineage run locally, with data you supply. [QuantConnect](https://stockmarketstack.com/tools/quantconnect) is the closer comparison — also hosted and broker-connected, but with paid tiers and far wider data. [Backtrader](https://stockmarketstack.com/tools/backtrader) or [VectorBT](https://stockmarketstack.com/tools/vectorbt) if a notebook and a CSV were all you wanted. ## FAQ ### Is Blueshift actually free? Yes, and there is no paid tier to upgrade to — the platform carries no billing, plan or subscription screens at all. The documentation says research and backtesting are free and that live deployment is free "for a limited period", with no announced price for when that period ends. Broker commissions and exchange charges are separate and yours. ### Does Blueshift cover US markets or Indian markets? Both, but only the US side is documented. The datasets page describes US equities and ETFs, ten FX pairs and nine crypto coins, and lists no Indian feed at all. The product plainly has one — the platform's own introduction promises minute data across US and Indian equities, a docs tutorial backtests on the NSE Minute dataset, the engine models an Indian futures segment, and the shipped application configures an NSE dataset carrying data into August 2026. Live trading runs through Alpaca for US equities or Spring by ICICI Direct for NSE cash and F&O. ### Is Blueshift the same thing as Zipline? No, but the API grew out of it. Strategies still centre on initialize, scheduled handlers, a data object and Pipeline, so Quantopian code reads as familiar. Zipline itself was deprecated in Blueshift 2.0 and the engine now runs its own blueshift namespace; the platform rewrites old zipline imports when you move a strategy to a live run. ### Do I have to buy QuantInsti's EPAT course to use Blueshift? No. Signup is self-serve with an email address and an OTP, and nothing in the platform is gated behind a purchase. EPAT is QuantInsti's paid programme, priced between $7,799 and $9,499 depending on the batch and how early you enrol, and it is the business that pays for the free tool. ## Also worth comparing - [VectorBT](https://stockmarketstack.com/tools/vectorbt.md) — Vectorised backtesting — thousands of parameter combinations in one NumPy pass. - [AmiBroker](https://stockmarketstack.com/tools/amibroker.md) — Windows portfolio backtester scripted in AFL, sold as a perpetual licence. - [Backtesting.py](https://stockmarketstack.com/tools/backtesting-py.md) — A single-instrument Python backtester — one OHLC series, one strategy, no live trading. - [Backtrader](https://stockmarketstack.com/tools/backtrader.md) — An event-driven Python backtester with 122 indicators, frozen since April 2023. - [bt](https://stockmarketstack.com/tools/bt.md) — Python backtesting for allocation and rebalancing rules, not entries and exits. - [fastquant](https://stockmarketstack.com/tools/fastquant.md) — A one-call wrapper over Backtrader, dormant since 2023 and broken on PyPI. ## Named as a replacement for - [Quantopian](https://stockmarketstack.com/alternatives/quantopian.md)