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When we use self.AddData to add my custom data. How to differentiate if this data is stock or futures by Lean?
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Aaron Janeiro Stone
Lean is generally agnostic to your external data's type and thus this is not required (but can be added as a property if you wish to your PythonData class). Indeed, as the docs show, external data can even be something like weather or other non-financial variables (https://www.quantconnect.com/docs/algorithm-reference/importing-custom-data#Importing-Custom-Data-Creating-and-Reading-Custom-Data).
Varad Kabade
Hi Li Mike,
When adding the respective data in our algorithm we can store the symbol object of the security, so inside the OnData method, we can differentiate it using the symbol variable.
In Initialize:
In any method, e.g. OnData:
Best,
Varad Kabade
Li Mike
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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