Backtesting and Live Data - Clarification

Hi QC team and community,

I've been trying to get into quantconnect for a while. But I feel like I'm missing some fundamental understanding of the architecture and the scope between live and backtesting executions.

I am struggling to find answers to the following;

  1. In the config.json file, what does 'live-mode' do? Is that just for evaluating 'isLive' in an algorithm?
  2. In the config.json file, What does 'send-via-api' do?
  3. I've tried so many things to get 'live' desktop to work. I've copied the 'live-paper' environment, added the desktop-exe and desktop-port config options to have the interface load and replaced "data-queue-handler": "QuantConnect.Lean.Engine.DataFeeds.Queues.LiveDataQueue", with ""data-queue-handler": "QuantConnect.Lean.Engine.DataFeeds.Queues.FakeDataQueue". When I run this, it starts showing queued ticks in the log output, but it doesn't show any charting or trades.
  4. What is the difference between SubscriptionDataSource (for example: LiveFeaturesAlgorithm) and a data-queue-handler? Or how they relate? Is SubscriptionDataSource required for Live?

I have implemented an external datafeed which pulls a 'snapshot' of a watchlist. It's not 'tick' data, but it's polled every 10 seconds and I can retrieve volume, bid, lastprice, open, close etc. and exposes a json/rest API. I would like to consume it within QuantConnect/LEAN. So I think I need to implement a LiveDataFeed data-queue-handler. Is that right? Ultimately I would like to implement an IBrokerage, but for this first stage I would like to have this data available to run with my algorithms. I'm mostly stuck because I can't even get the test FakeDataQueue to work. 

Thank you.


Update Backtest

Update Backtest


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.


This discussion is closed