Data Library
CFD
OANDA Brokerage CFD Data
QuantConnect provides all OANDA Brokerage CFD contracts for backtesting and trading.
Data Properties | |
---|---|
Data Provider | OANDA |
Start Date | Mixed Dates: Earliest starts May 30th, 2004 |
Symbol Universe | 51 CFD Contracts ( More Information) |
To use OANDA Brokerage FX products in QuantConnect, you must specify the QuantConnect symbol, not the OANDA symbol. CFD data must be added in the Initialize() method manually. Specify Market.Oanda
to backtest on OANDA historical data.
// Manual add symbols required in your initialize method: public override void Initialize() { AddCfd("AU200AUD", Resolution.Minute, Market.Oanda); } // Access data via dedicated event handlers: public void OnData(TradeBars data) { data["AU200AUD"].Close; } // Access data via grouped time slice method handlers: public override void OnData(Slice data) { data.Bars["AU200AUD"].Close; }
# Manual add symbols required in your initialize method: def Initialize(self): self.AddCfd("AU200AUD", Resolution.Minute, Market.Oanda) # Access data via grouped time slice method handlers: def OnData(self, data): data.Bars["AU200AUD"].Close;
About the Provider

OANDA uses innovative computer and financial technology to provide Internet-based forex trading and currency information services to everyone, from individuals to large corporations, from portfolio managers to financial institutions. OANDA is a market maker and a trusted source for currency data. It has access to one of the world's largest historical, high frequency, filtered currency databases.