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Hello! I hope this is not a duplicate post. It's a while that I didn't update my local repo from the last master.
I used to download locally tickers via Toolbox with the command QuantConnect.ToolBox.exe --app=GDAXDownloader ….
I've noticed it does not work any more due to a refactor:
https://github.com/QuantConnect/Lean/pull/6213
https://github.com/QuantConnect/Lean/pull/6391
From this last one description says Scale LEAN to a large number of brokerages without overhead on LEAN. Separating brokerages into plugins meets the purpose.
Toolbox console help is still the old one, using the command I mentioned above and I cannot find any other documentation or info about it.
Can someone help me understand what did change and how I can download data from coinbasepro/GDAX ?
Thanks
Louis Szeto
Hi Paolo
The tools had been temporarily moved into a private repo when we were extracting brokerage plugins from core LEAN due to scaling. You may refer to an older version of LEAN to get the toolbox with usage docs there, but note that the updates of LEAN will not be accessible, or you could just copy the toolbox and related files into the latest LEAN repo in your local machine.
Best
Louis
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.
Paolo Oranges
Hi Louis,
thanks for the answer. I'm assuming that in the future, brokerage plugins will be available in public repository/repositories, correct? Will you continue to give the possibility to download dataset locally via something similar to toolbox (command line tool) or are you changing the approach on that?
Thanks again, I will close later the discussion :)
Cheers
Louis Szeto
Hi Paolo
The brokerage integration modules were now available open-sourced on GitHub. Checkout this repo for GDAX, you can find the Toolbox Downloader there.
Best
Louis
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.
Paolo Oranges
Great! Thanks a lot Louis
Paolo Oranges
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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