Live data fetching/files

To fetch and automatically download results from live trading on QuantConnect, you can utilize their API. Here's a guide on how to do this:

1. Set Up API Access: Ensure you have your API credentials (API key and secret) ready for authentication.

2. Identify the API Endpoints: QuantConnect provides several API endpoints to access live trading data:

   • read_live_algorithm: Fetches details of a live algorithm, including status and deployment information.
   • read_live_chart: Retrieves chart data from a live algorithm.
   • read_live_insights: Accesses insights generated by a live algorithm.
   • read_live_logs: Gets logs from a live algorithm.
   • read_live_orders: Retrieves orders from a live algorithm.
   • read_live_portfolio: Fetches the portfolio state of a live algorithm.

3. Write API Request Code: Develop a Python script to send HTTP requests to these endpoints. Use your API credentials for authentication.

4. Parse the Response: Implement logic to parse the JSON responses from the API, extracting relevant data such as equity curves, trades, logs, and runtime statistics.

5. Store the Data: Save the extracted data to a local file or database for further analysis and record-keeping.

6. Automate the Process: Set up a scheduled task or cron job to run your script at regular intervals, ensuring continuous and automated data retrieval from your live trading sessions.

Here's a basic example of how you might start with the read_live_algorithm endpoint:

import requests

def fetch_live_algorithm_results(api_key: str, project_id: int, deploy_id: str):
    url = f"https://www.quantconnect.com/api/v2/live/read?projectId={project_id}&deployId={deploy_id}"
    headers = {
        'Authorization': f'Bearer {api_key}'
    }
    response = requests.get(url, headers=headers)
    if response.status_code == 200:
        data = response.json()
        # Process your data here
        print(data)
    else:
        print(f"Failed to fetch data: {response.status_code}")

# Example usage
api_key = "your_api_key"
project_id = 123456
deploy_id = "your_deploy_id"
fetch_live_algorithm_results(api_key, project_id, deploy_id)

This script is a starting point and should be expanded to handle other endpoints and data processing as needed.

Sources: Getting Started - QuantConnect.com, QuantConnect Paper Trading - QuantConnect.com, Live Features Algorithm