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Custom Generated Data

Hello, Is it possible to use data generated during runtime (for example on OnData callback of my algorithm) instead of requiring the data to be read from a source (file,remote,rest) ?

What I Intend it would be pretty similar to the livefeaturesalgorithm (Bitcoin class) but using a dummy SubscriptionDataSource.

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Hi Edgar,

In order to access OnData, you need to use AddSecurity or AddUniverse method in Initialise method, say AddEquity("SPY", Resolution.Second). Once in OnData, you can use data generated at runtime.

I am not sure that is what you mean, though. we have seen people, for example, using the System.Net.WebClient class to download an external csv file that were being updating at their public dropbox folder.
 

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Welcome @Edgar; you might be able achieve what you're seeking; but there are probably more efficient ways to do it. Could you setup a scheduled event which triggers every second and use that to generate the data you want?

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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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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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