Data Download

A1: We can use the API file provider to download and save the data in our local Data folder during the algorithm execution. To set up this feature, we need to add the following line in the config.json file: "data-file-provider": "ApiDataFileProvider",
In the config.json we also need to set up the "job-user-id" and "api-access-token" keys. This information is found at quantconnect.com/account

A2: The OandaDowloader gets data directly from Oanda.

Hi there,

I tried adding the following line in the config.json file:"data-file-provider": "ApiDataFileProvider"; but it didn’t work.

Instead I changed this line from:

To

And worked flawlessly.

Hi,

I tried to download FXCM Data from quantconnect.com. Tried the hints too but it failed.

What did I do? 

config.json:

added job-user-id and api-access token regarding my quantconnect account. then changed data-file-provider to QuantConnect.Lean.Engine.DataFeeds.ApiDataFileProvider.

Nevertheless after Debugging ApiDataFileProvider.cs, I receive the following:

ok, now I  fixed an issue: environment was net set do backtesting-desktop. this is now done. but now another error occurs:

We're created a helper video for those trying to use the API File Provider.

Hi, I downloaded data from Oanda on Quantconnect Server and tried to aggregate those as per your tutorial. Unfortunatelu I received the following error.

20170529 10:08:42 Trace:: Config.Get(): Configuration key not found. Key: plugin
-directory - Using default value:
20170529 10:09:00 Trace:: Config.GetValue(): debug-mode - Using default value: F
alse
20170529 10:09:23 Trace:: Config.Get(): Configuration key not found. Key: data-d
irectory - Using default value: ../../../Data/
20170529 10:09:33 Trace:: Config.Get(): Configuration key not found. Key: versio
n-id - Using default value:
20170529 10:09:33 Trace:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.4.0.
0 Mode: DEBUG (64bit)
20170529 10:09:33 Trace:: Engine.Main(): Started 10:09
20170529 10:09:40 Trace:: Engine.Main(): Memory 72Mb-App  3Mb-Used  401Mb-Total
20170529 10:09:40 Trace:: Config.GetValue(): job-project-id - Using default valu
e: 0
20170529 10:09:40 Trace:: Config.Get(): Configuration key not found. Key: algori
thm-path-python - Using default value: ../../../Algorithm.Python/
20170529 10:09:42 Trace:: JobQueue.NextJob(): Selected QuantConnect.Algorithm.CS
harp.dll
20170529 10:09:42 Trace:: Config.Get(): Configuration key not found. Key: histor
y-provider - Using default value: SubscriptionDataReaderHistoryProvider
20170529 10:09:42 Trace:: Config.GetValue(): ignore-version-checks - Using defau
lt value: False
20170529 10:09:42 Trace:: Config.GetValue(): algorithm-manager-time-loop-maximum
 - Using default value: 10
20170529 10:09:42 Trace:: Config.Get(): Configuration key not found. Key: ironpy
thon-location - Using default value: ../ironpython/Lib
20170529 10:09:42 Trace:: Loader.TryCreateILAlgorithm(): Loading only the algori
thm assembly
20170529 10:09:42 Trace:: Loader.TryCreateILAlgorithm(): Loaded BasicTemplateFor
exAlgorithm
20170529 10:09:43 Trace:: Config.Get(): Configuration key not found. Key: securi
ty-data-feeds - Using default value:
20170529 10:09:44 Trace:: ApiDataProvider.Fetch(): Attempting to get data from Q
uantConnect.com's data library for symbol(EURUSD), resolution(Minute) and date(0
4/05/2005).     

*******

20170529 10:09:46 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve d
ata for path ../../../Data/forex\fxcm\minute\eurusd\20050504_quote.zip. Please m
ake sure you have the necessary data in your online QuantConnect data library.
20170529 10:09:46 Trace:: BrokerageModelSecurityInitializer.Initialize(): Unable
 to seed security: EURUSD

*******

It seems it searches from fxcm instead of Oanda folder. Is there another configuration set that I have not used?

Since we have forex for both FXCM and Oanda, we need to choose the one we have bought data from.

If we don't specify the third parameter, we will subscribe to FXCM (default) and consequently dowload FXCM data.