Share New Research 
I am having trouble getting my local Lean project to download data from Quantconnect. I've followed the below guide, however it seems outdated. Under Data on the website, I don't see any option to purchase data. I have requested an application User ID and Token, and plugged those values into my project config.json. I have also updated the config to use "data-provider": "QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider". When running my application, I find these messages in my log file:
2021-06-11T01:00:11.4971903Z TRACE:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(GBPUSD), resolution(Minute) and date(5/19/2014).
2021-06-11T01:00:11.5036533Z ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../Data/forex\oanda\minute\nzdusd\20140518_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
What can I be missing?
Jasper van Merle
Hi Midorah,
The documentation you found is outdated. Nowadays, the recommended way to run LEAN locally is by using the CLI. For the CLI there is up-to-date documentation on downloading local data using the CLI and using the API Data Provider.
Midaroh
I understand that the documentation that I was viewing is outdated, and I was trying to piece together some solution with the CLI documentation. However I am working with the QuantConnect Lean C# Solution, and I am running it from Visual Studio. What is the solution for retrieving data by VS project? I am referring to this project retrievable from here:
Jasper van Merle
Hi Midaroh,
If you insist on using the LEAN repository manually it should work with the following settings in config.json:
Be aware that we recently made some changes to the data downloading API, so you need an up-to-date version of the LEAN repository for this to work.
Jared Broad
Hi Midaroh this is the new way to download data from our cloud repo, and it supports other asset classes:
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.
Midaroh
Jasper and Jared, thank you both for your responses. I have been able to download data through the project with Jasper's config suggestions.
I am also starting to look more into the CLI as you both suggest it. Ultimately I am building some graphical UI project and database for running algorithms locally and doing some analysis with the results. I don't have experience with running a docker CLI from a C#.Net project and getting the results of the algorithm. Is it possible?
Jasper van Merle
Hi Midaroh,
If you want to call the Lean CLI from a C# program I suggest looking into the Process class, which allows running system commands from C#.
Midaroh
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!