QUANTCONNECT COMMUNITY
Hi,
I usually coding myself to download Binance data, then use LEAN CLI to backtest it. Just found actually I can use toolbox to download Binance data also lots of other data as well.
It seems toolbox is a .exe file, how can I easily run it in Ubuntu to download minute and daily data and let it working together with LEAN CLI for backtest?
Thanks,
henry
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Henry111
Update:
I followed some document to download the lean (and Toolbox) locall and install mono to run below dll within Ubuntu
dotnet QuantConnect.ToolBox.dll --app=IBDL --tickers=AAPL --resolution=Daily --from-date=20210422-00:00:00 --to-date=20210521-00:00:00
It seems Yahoodownload for daily data is OK, but IB download not working, below is brief log:
20210523 18:56:03.354 TRACE:: InteractiveBrokersBrokerage.InteractiveBrokersBrokerage(): Host: 127.0.0.1, Port: 4002, Account: XXXXXXXX, AgentDescription: Individual
20210523 18:56:03.360 TRACE:: InteractiveBrokersBrokerage.Connect(): Attempting to connect (1/5) ...
20210523 18:56:05.860 TRACE:: InteractiveBrokersBrokerage.Connect(): calling _client.ClientSocket.eConnect()
20210523 18:56:05.907 TRACE:: InteractiveBrokersBrokerage.HandleConnectAck(): API client connected [Server Version: 157].
20210523 18:56:06.050 TRACE:: InteractiveBrokersBrokerage.DownloadAccount(): Finished account download for XXXXXXXX
20210523 18:56:06.176 TRACE:: InteractiveBrokersBrokerage.HandleAccountSummary(): Request id: 1, Account: XXXXXXXX, Tag: AccountType, Value: INDIVIDUAL, Currency:
20210523 18:56:08.449 TRACE:: InteractiveBrokersBrokerage.Connect(): Restoring data subscriptions...
20210523 18:56:08.485 TRACE:: InteractiveBrokersBrokerage.Connect(): IB message processing thread ended: #16
20210523 18:56:08.491 TRACE:: InteractiveBrokersBrokerage.HandleConnectionClosed(): API client disconnected [Server Version: 0].
20210523 18:56:08.491 TRACE:: InteractiveBrokersBrokerage.Dispose(): Disposing of IB resources.
20210523 18:56:08.491 TRACE:: InteractiveBrokersBrokerage.HandleConnectionClosed(): API client disconnected [Server Version: 0].
It can download my paper account balance (like how much mondy left in my paper account), but cannot download any data (I didn't find the date .zip in data folder).
BTW: The github for IB version is 974, I already changed to 984 since my IB version is 984.1h
Do we know why and can LEAN CLI directly integrate with Toolbox for download daily/minute data etc from IB?
Thanks,
henry
Jasper van Merle
Hi Henry,
At the moment the CLI does not support the toolbox.
Regarding your issue: the Interactive Brokers downloader currently only supports downloading forex data, so you cannot use it to download equity data.
Henry111
Thanks for the clarification. So I will have to use script to download IB equity data myself 😊
Henry111
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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