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I keep seeing recommendations to just download the LEAN CLI as the easiest way to get started. I've done that and it's working but now I'm trying to download data from Yahoo and Polygon so I can test with local data and all references I've found point to the .Net QuantConnect.Toolbox.exe app. Is that included with the Python CLI or do I have to download the LEAN project source from Github and build it to have access to the Toolbox app? Or is there a “pythonic” way to import data locally (or documentation on the structure of the data folder and format of the data files so I can convert existing data files to the right format)?
Jasper van Merle
Hi David,
“Is that included with the Python CLI or do I have to download the LEAN project source from Github and build it to have access to the Toolbox app?”
The toolbox is not accessible through the CLI at the moment.
“Or is there a “pythonic” way to import data locally (or documentation on the structure of the data folder and format of the data files so I can convert existing data files to the right format)?”
You can find example files for all supported security types in the data directory that was generated when you ran `lean init` (this is the same directory as the Data directory in the GitHub repository). In the same data directory you can also find readme.md files containing documentation about the expected file format for specific security types, like Data/equity/readme.md and Data/option/readme.md.
David Avraamides
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