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Data Download

Q1: I've successfully checked out the Oanda data for EURUSD and it shows up under my data from the web dashboard. I am looking to download the entire set on my machine but it seems to only be giving me an option for one zip at a time. Is there anyway to download them all together?

Q2: Is the OandaDownloader in VS Project downloading data from directly from Oanda or from my data in QuantConnect? And is the Acces-Token and Accoun-Id it asks for in there credentials for my Oanda account or QuantConnect account? 

Update Backtest








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.

0

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.


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:

"data-file-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataFileProvider",

To

"data-file-provider": "QuantConnect.Lean.Engine.DataFeeds.ApiDataFileProvider",

And worked flawlessly.

 

2

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.


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:

20161218 22:22:45 Trace:: Config.Get(): Configuration key not found. Key: plugin
-directory - Using default value:
20161218 22:22:46 Trace:: Config.GetValue(): debug-mode - Using default value: F
alse
20161218 22:22:49 Trace:: Config.Get(): Configuration key not found. Key: data-d
irectory - Using default value: ../../../Data/
20161218 22:22:49 Trace:: Config.Get(): Configuration key not found. Key: versio
n-id - Using default value:
20161218 22:22:49 Trace:: Engine.Main(): LEAN ALGORITHMIC TRADING ENGINE v2.2.0.
2 Mode: DEBUG (64bit)
20161218 22:22:49 Trace:: Engine.Main(): Started 22:22
20161218 22:22:51 Trace:: Engine.Main(): Memory 61Mb-App 3Mb-Used 2766Mb-Total

20161218 22:22:51 Trace:: Config.GetValue(): job-project-id - Using default valu
e: 0
20161218 22:22:51 Trace:: JobQueue.NextJob(): Selected QuantConnect.Algorithm.CS
harp.dll
20161218 22:22:52 Trace:: Config.Get(): Configuration key not found. Key: histor
y-provider - Using default value: SubscriptionDataReaderHistoryProvider
20161218 22:22:52 Trace:: JOB HANDLERS:
20161218 22:22:52 Trace:: DataFeed: QuantConnect.Lean.Engine.DataFe
eds.FileSystemDataFeed
20161218 22:22:52 Trace:: Setup: QuantConnect.Lean.Engine.Setup.
ConsoleSetupHandler
20161218 22:22:52 Trace:: RealTime: QuantConnect.Lean.Engine.RealTi
me.BacktestingRealTimeHandler
20161218 22:22:52 Trace:: Results: QuantConnect.Lean.Engine.Result
s.BacktestingResultHandler
20161218 22:22:52 Trace:: Transactions: QuantConnect.Lean.Engine.Transa
ctionHandlers.BacktestingTransactionHandler
20161218 22:22:52 Trace:: Commands: QuantConnect.Queues.EmptyComman
dQueueHandler
20161218 22:22:52 Trace:: Config.GetValue(): ignore-version-checks - Using defau
lt value: False
20161218 22:22:52 Trace:: Config.GetValue(): algorithm-manager-time-loop-maximum
- Using default value: 10
20161218 22:22:52 Trace:: Config.Get(): Configuration key not found. Key: ironpy
thon-location - Using default value: ../ironpython/Lib
20161218 22:22:52 Trace:: Loader.TryCreateILAlgorithm(): Loading only the algori
thm assembly
20161218 22:22:52 Trace:: Loader.TryCreateILAlgorithm(): Loaded BasicTemplateAlg
orithm
20161218 22:22:52 Trace:: Attempting to get data from QuantConnect.com's data li
brary for symbol(SPY R735QTJ8XC9X), resolution(Minute) and date(04.10.2013).
20161218 22:22:53 ERROR:: Unable to remotely retrieve data for symbol(SPY R735QT
J8XC9X), resolution(Minute) and date(04.10.2013). Please make sure you have the
necessary data in your online QuantConnect data library.
20161218 22:22:53 Trace:: SubscriptionDataReader.GetReader(): Could not find QC
Data, skipped: LocalFile: Csv ../../../Data/equity\usa\minute\spy\20131004_trade
.zip
20161218 22:22:53 ERROR:: Failed to get StreamReader for data source(../../../Da
ta/equity\usa\minute\spy\20131004_trade.zip), symbol(SPY). Skipping date(04.10.2
013). Reader is null.
20161218 22:22:53 Trace:: BacktestingResultHandler(): Sample Period Set: 04,00
20161218 22:22:53 Trace:: Time.TradeableDates(): Security Count: 1
20161218 22:22:53 Trace:: Config.GetValue(): forward-console-messages - Using de
fault value: True
20161218 22:22:53 Trace:: Config.GetValue(): send-via-api - Using default value:
False
20161218 22:22:53 Trace:: Debug: Launching analysis for BasicTemplateAlgorithm w
ith LEAN Engine v2.2.0.2
20161218 22:22:53 Trace:: AlgorithmManager.Run(): Begin DataStream - Start: 07.1
0.2013 00:00:00 Stop: 11.10.2013 23:59:59
20161218 22:22:53 Trace:: FileSystemDataFeed.GetEnumerator(): Begin: 07.10.2013
04:00:00 UTC
20161218 22:22:54 Trace:: Debug: Purchased Stock


 

0

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

'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_64\mscorlib\v4.0_4.0.0.0__b77a5c561934e089\mscorlib.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\assembly\GAC_MSIL\Microsoft.VisualStudio.HostingProcess.Utilities\14.0.0.0__b03f5f7f11d50a3a\Microsoft.VisualStudio.HostingProcess.Utilities.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Windows.Forms\v4.0_4.0.0.0__b77a5c561934e089\System.Windows.Forms.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System\v4.0_4.0.0.0__b77a5c561934e089\System.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Drawing\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Drawing.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\assembly\GAC_MSIL\Microsoft.VisualStudio.HostingProcess.Utilities.Sync\14.0.0.0__b03f5f7f11d50a3a\Microsoft.VisualStudio.HostingProcess.Utilities.Sync.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\assembly\GAC_MSIL\Microsoft.VisualStudio.Debugger.Runtime\14.0.0.0__b03f5f7f11d50a3a\Microsoft.VisualStudio.Debugger.Runtime.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Lean.Launcher.vshost.exe'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.ComponentModel.Composition\v4.0_4.0.0.0__b77a5c561934e089\System.ComponentModel.Composition.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Core\v4.0_4.0.0.0__b77a5c561934e089\System.Core.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Xml.Linq\v4.0_4.0.0.0__b77a5c561934e089\System.Xml.Linq.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Data.DataSetExtensions\v4.0_4.0.0.0__b77a5c561934e089\System.Data.DataSetExtensions.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\Microsoft.CSharp\v4.0_4.0.0.0__b03f5f7f11d50a3a\Microsoft.CSharp.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_64\System.Data\v4.0_4.0.0.0__b77a5c561934e089\System.Data.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Xml\v4.0_4.0.0.0__b77a5c561934e089\System.Xml.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
The thread 0x1cbc has exited with code 0 (0x0).
The thread 0x264c has exited with code 0 (0x0).
The thread 0x2cd4 has exited with code 0 (0x0).
The thread 0xf60 has exited with code 0 (0x0).
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Lean.Launcher.exe'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Configuration.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Logging.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Common.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Newtonsoft.Json.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Numerics\v4.0_4.0.0.0__b77a5c561934e089\System.Numerics.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Accord.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Accord.Fuzzy.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\AsyncIO.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\CloneExtensions.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Configuration\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Configuration.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
System.ComponentModel.Composition Warning: 3 : The catalog 'DirectoryCatalog (Path="F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\")' could not load assembly 'F:\EIGENE DOKUMENTE\VISUAL STUDIO 2015\PROJECTS\LEAN-MASTER\LAUNCHER\BIN\DEBUG\CSHARPAPI.DLL'. Could not load file or assembly 'CSharpAPI, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. Operation is not supported. (Exception from HRESULT: 0x80131515)
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Fasterflect.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\assembly\GAC_MSIL\ICSharpCode.SharpZipLib\0.85.4.369__1b03e6acf1164f73\ICSharpCode.SharpZipLib.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.AWT.WinForms.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Beans.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Charsets.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Corba.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Core.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Jdbc.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Management.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Media.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Misc.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Naming.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Remoting.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Security.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.SwingAWT.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Text.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.Util.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.OpenJDK.XML.API.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.Runtime.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IKVM.Runtime.JNI.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\ImpromptuInterface.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Ionic.Zip.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IronPython.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IronPython.Modules.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IronPython.SQLite.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\IronPython.Wpf.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\MathNet.Numerics.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Microsoft.Dynamic.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Microsoft.Scripting.AspNet.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Microsoft.Scripting.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\Microsoft.Scripting.Metadata.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\NetMQ.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\NodaTime.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Algorithm.CSharp.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Algorithm.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.AlgorithmFactory.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Api.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Brokerages.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Compression.dll'. Symbols loaded.
System.ComponentModel.Composition Warning: 3 : The catalog 'DirectoryCatalog (Path="F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\")' could not load assembly 'F:\EIGENE DOKUMENTE\VISUAL STUDIO 2015\PROJECTS\LEAN-MASTER\LAUNCHER\BIN\DEBUG\QUANTCONNECT.FXCM.DLL'. Could not load file or assembly 'QuantConnect.Fxcm, Version=0.0.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. Operation is not supported. (Exception from HRESULT: 0x80131515)
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Indicators.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Lean.Engine.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Messaging.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Queues.dll'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\RestSharp.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\SevenZipSharp.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\websocket-sharp.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.ToolBox.exe'. Symbols loaded.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'Anonymously Hosted DynamicMethods Assembly'.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.ComponentModel.DataAnnotations\v4.0_4.0.0.0__31bf3856ad364e35\System.ComponentModel.DataAnnotations.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Xaml\v4.0_4.0.0.0__b77a5c561934e089\System.Xaml.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_64\System.Web\v4.0_4.0.0.0__b03f5f7f11d50a3a\System.Web.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\CSharpAPI.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'F:\Eigene Dokumente\Visual Studio 2015\Projects\Lean-master\Launcher\bin\Debug\QuantConnect.Fxcm.dll'. Module was built without symbols.
'QuantConnect.Lean.Launcher.vshost.exe' (CLR v4.0.30319: QuantConnect.Lean.Launcher.vshost.exe): Loaded 'C:\Windows\Microsoft.Net\assembly\GAC_MSIL\System.Runtime.Serialization\v4.0_4.0.0.0__b77a5c561934e089\System.Runtime.Serialization.dll'. Skipped loading symbols. Module is optimized and the debugger option 'Just My Code' is enabled.
Exception thrown: 'System.ComponentModel.Win32Exception' in System.dll
An unhandled exception of type 'System.ComponentModel.Win32Exception' occurred in System.dll
Additional information: Das System kann die angegebene Datei nicht finden

The program '[12736] QuantConnect.Lean.Launcher.vshost.exe' has exited with code -1073741510 (0xc000013a).

 

0

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

https://www.youtube.com/watch?v=uyHp_jyeSpA

 

0

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.


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?

 

 

0

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

// In Initilaize
AddForex("EURUSD", Resolution.Minute, Market.Oanda);

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

1

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.


Update Backtest





0

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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