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Database of Economic Events

Hi,

I am new to qc. I have a couple of queries. Do you maintain a db of the Economic Calendar? It would be v helpful for back testing my algos. Also, I need to turn my algo off during high volatility events like nfp, fomc, ecb, etc. Can this be done automatically through qc? If not, can the qc C# code read a csv file saved locally (like normal C# does)?

Thanks
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Hi Arpan, welcome :-)

In answer to your first question, yes: you can program your C# code to read a csv file outside the QC infrastructure. My favorite example of this is TimCo's Bubble Algorithm found here:

https://www.quantconnect.com/forum/discussion/418

Note that in his code, he has a separate class dedicated to reading a csv file from a dropbox location. Pretty neat.

As for the economic calendar, that might be a good question for Jared or Michael to chime in on, although I don't think QC keeps track of significant dates along those lines.

Travis T. also recently contributed a great thread that shows how you can set up a scheduled "data scrape" of a website and then have your algorithm subsequently consume it:

https://www.quantconnect.com/forum/discussion/1085/contribution-scheduled-data-scraping-from-any-webpagesource#Item_2

You could probably set it up so that you can schedule a data scrape of a website that keeps track of economic events like FOMC, etc.

Possibilities are endless!
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Thanks Stephen
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@Arpan, we're working with FXCM to get API access to the dailyfx economics event feed. Hopefully in the next few weeks they'll provide us with an API we can tap into. https://www.dailyfx.com/calendar
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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