Signal imports and how to access columns not labeled 'Symbol' by Micheal Wu

Micheal Wu

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Hi, I'm a Quantconnect Noob - really liking it but having a little trouble figuring out how to import signals right before open (say 9:29am) when live trading.

I try to import a csv I have saved in dropbox as a signal, but I couldn't find any examples on it.

Not sure whether we can handle data that does not reference individual symbols. Here's a file with the Initial Jobless Claims (IJC) values over time as example. Could someone post an example on how to fetch signals from external data source?

date   ijc
12/1/2007   123456
11/1/2007   123456
10/1/2007   123456
9/1/2007   123456
8/1/2007   123456
7/1/2007   123456
6/1/2007   123456
5/1/2007   123456
4/1/2007   123456
3/1/2007   123456
2/1/2007   123456
1/1/2007   123456
12/1/2006   123456
11/1/2006   123456
10/1/2006   123456
9/1/2006   123456
8/1/2006   123456
7/1/2006   123456
6/1/2006   123456
5/1/2006   123456
4/1/2006   123456
3/1/2006   123456
2/1/2006   123456
1/1/2006   123456
.....

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2 Comments

Micheal Wu

, ,

Accepted Answer

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Alexandre Catarino

Hi Micheal,

Please check out the docs. There is a section on Importing Custom Data.
We also have a QuantConnect University example about it:
- "How Do I Use Live Custom Data?"

If you set up your data to daily resolution, the engine will poll your data every 30 minutes. If you're file with IJC data is updated before 9am, new data will be available at 9:30am.

Jared Broad

You can also use a ScheduledEvent to do things at pre-configured times.

Micheal Wu

, , edit

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