Hi everyone,

Got a quick question: The OnData() override that is required for importing Quandl data has me a bit confused. I have an algo that uses the standard "Tradebar" OnData method. This is invoked on a daily resolution, and uses standard pricing data from QC's dataset. On top of this, I'd like to query that-day's price for another asset through Quandl data. I'd then like to compare the two.

I'd very much appreciate a brief explanation on how that might be accomplished. Currently I have what looks like two OnData methods, and each fire upon reception of data from the two disparate streams of information. Is there an intelligent way for me to put these two data sources together so that I can query both in the same line of logic? I feel like I'm not thinking this through correctly. :-)

Thanks!

-Stephen