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Question about local lean/lean-cli:
I have SPX index option data from algoseek that I want to use with the lean-cli. I'm reviewing the readme included in the data file and it looks like I may have to modify the structure and filenames of the algoseek data.Before I do that I wanted to confirm that my understanding is correct that:
- I will have to open/modify the algoseek csv data to change the columns and data formatting, rename all the files and change the directory structure?
- Or is there a simpler or different method to ingest this local data that I am unaware of?
- Maybe I can convert my algoseek options data using this https://github.com/QuantConnect/Lean/tree/master/ToolBox/AlgoSeekOptionsConverter (from 11 months ago)??
Derek Melchin
Hi Brian,
We recommend using the AlgoSeekOptionsConverter.
Best,
Derek Melchin
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Brian Christopher
Greetings Derek Melchinapparently algoseek has changed their formatting and I am unsure if the converter is still working with the current format.
https://github.com/QuantConnect/Lean/issues/5458See this lean github issue for reference:
Brian Christopher
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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