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How to set FX data to either FXCM or Oanda?

There seems to be no parameter or option to chose which broker's data to use for say EURUSD.

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Please checkout the docs, there is a section on each asset class.
Yes, there is a parameter you must specify when you want OANDA (FXCM is default):

// In Initialize
AddForex("EURUSD", Resolution.Minute); // or
AddForex("EURUSD", Resolution.Minute, Market.FXCM);

// For OANDA, we need to explictly define the market
AddForex("EURUSD", Resolution.Minute, Market.Oanda);

 

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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.


Brilliant. Thanks. I had been looking at AddSecurity and couldn't see the parameter. It makes sense to use AddForex instead :)

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You can also use AddSecurity:

// In Initialize
AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute); // or
AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute, Market.FXCM);

// For OANDA, we need to explictly define the market
AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute, Market.Oanda);

It is about 20 characters longer... ;-)

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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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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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