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Hello all,
Is it possible to generate Open Interest using the random generator in Lean-CLI on a minute scale?
Currently, when I generate Futures symbols, it only generates Open Interest on the daily timeframe. I only get Quote & Trade information on the minute timeframes.
Any help is much appreciated!
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Jasper van Merle
Hi Dantash,
This appears to be a limitation in the RandomDataGenerator in LEAN. I don't have any experience with open interest data so I can't tell you why, but I opened an issue on the LEAN repository which you can subscribe to if you want to track our progress on it.
Dantash
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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