Back

Error using API Data Provider since FX spread update

Hi everyone,

I'm not positive that it's related to the FX spread update, but using the API Data provider has stopped working for me since around then. I haven't changed any of my settings, and it was working perfectly before, now I'm getting this error for every day:

Unable to remotely retrieve data for symbol(GBPJPY 5O), resolution(Minute) and date(4/18/2017). Please make sure you have the necessary data in your online QuantConnect data library.
Attempting to get data from QuantConnect.com's data library for symbol(GBPJPY 5O), resolution(Minute) and date(4/19/2017).

I've never seen the "50" part added on when requesting data. Stranger yet, sometimes it will request other symbols as well, like If I'm requesting GBPJPY, it will say GBPJPY 50 and USDJPY 50.  And no symbol I request has been working.

I've checked my jobuser id and API token, and they are still the same. My data is definitely in my repository as well. Even for symbols that showed up, but that I wasn't using.

Update Backtest








Update:

When I use Oanda instead of FXCM (yes, data is downloaded), I get a whole different set of errors.

When I try EUR/JPY, It first loads EUR/USD and USD/JPY.

Adding USDJPY for cash JPY currency feed
Adding EURUSD for cash EUR currency feed

Attempting to get data from QuantConnect.com's data library for symbol(USDJPY 8G), resolution(Minute) and date(10/26/2016).

Successfully retrieved data for symbol(EURUSD 8G), resolution(Minute) and date(10/25/2016).

Attempting to get data from QuantConnect.com's data library for symbol(EURUSD 8G), resolution(Minute) and date(10/26/2016).
 Successfully retrieved data for symbol(USDJPY 8G), resolution(Minute) and date(10/26/2016).

 

This is fine, but then:

ERROR:: Data.UnZip(2): File doesn't exist: C:/Users/..../Data\forex\oanda\minute\eurjpy\20161026_trade.zip.

That error may be because of another error:

ERROR:: EURJPY: requires JPY to have a non-zero conversion rate. This can be caused by lack of data.

Or, it could be, when I check my data/forex/oanda/minute/eurjpy, there's only _quote.zips, and no _trade.zips.

Similarly, when I check my data repository, there's no _trade.zips. Yet, it can't be found.

My guess is this is because of the spread update, how can I fix this? I'm unable to do anything in LEAN locally at the moment because of this.

 

 

0

Another User reported quite the same problem with lean.

https://www.quantconnect.com/forum/discussion/1899/downloading-data-timeout

 

0

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.


Loading...

This discussion is closed