So I'm new to Quantconnect and I'm trying to use LEAN on my my own computer to import some of my own data, I put it in the correct directory and named it the correct name, and all I did was change acouple variables into the starter code

 

from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Algorithm")
AddReference("QuantConnect.Common")

from System import *
from QuantConnect import *
from QuantConnect.Algorithm import *
import numpy as np


class WorkBench(QCAlgorithm):
'''Basic template algorithm simply initializes the date range and cash'''

def Initialize(self):
'''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.'''

self.SetStartDate(2016,01,01) #Set Start Date
self.SetEndDate(2016,01,01) #Set End Date
self.SetCash(100000) #Set Strategy Cash
# Find more symbols here: http://quantconnect.com/data
self.AddEquity("FUT", Resolution.Second)

print "numpy test: print np.pi" , np.pi


def OnData(self, data):
'''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.

Arguments:
data: Slice object keyed by symbol containing the stock data
'''
if not self.Portfolio.Invested:
self.SetHoldings("FUT", 1)

and in the command line its giving me this error

20170831 12:43:11 Error:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/equity\usa\minute\fut\20151231_trade.zip       

So I dont understand why its looking in the minute folder if I'm requesting second resolution, I can switch it pretty easily, but I feel like that shows there some other underlying problem.

 

In addition to this it looks like its trying to get SPY data as well, in the command line

20170831 12:43:12 Trace:: BrokerageModelSecurityInitializer.Initialize(): Unable to seed security: SPY

 

This happens after it prints out pi, which is odd because that implies that it happens after initialization, which I dont understand either, can someone please help.

Thanks