I understand that we cannot download equities into our data library. How can we stream the data just as the browser version?
I set the configuration as so:
"environment": "backtesting-desktop", // "live-paper", "backtesting", "live-interactive", "live-interactive-iqfeed"
And it looks like I have to download the zip files to the ../Data folder. There are some example files already there for example 'AIG'.
private Symbol _aig = QuantConnect.Symbol.Create("AIG", SecurityType.Equity, Market.USA);
bool holdingARDMPosition = false;
//string _symbol = "AIG";
BollingerBands _bb;
RelativeStrengthIndex _rsi;
AverageTrueRange _atr;
ExponentialMovingAverage _ema;
SimpleMovingAverage _sma;
MovingAverageConvergenceDivergence _macd;
decimal _price;
/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// </summary>
public override void Initialize()
{
SetStartDate(2013, 10, 07); //Set Start Date
SetEndDate(2013, 10, 11); //Set End Date
SetCash(100000); //Set Strategy Cash
// Find more symbols here: http://quantconnect.com/data
AddEquity("AIG", Resolution.Minute);
//Set up Indicators:
_bb = BB(_aig, 20, 1, MovingAverageType.Simple, Resolution.Minute);
_rsi = RSI(_aig, 14, MovingAverageType.Simple, Resolution.Minute);
_atr = ATR(_aig, 14, MovingAverageType.Simple, Resolution.Minute);
_ema = EMA(_aig, 14, Resolution.Minute);
_sma = SMA(_aig, 14, Resolution.Minute);
_macd = MACD(_aig, 12, 26, 9, MovingAverageType.Simple, Resolution.Minute);
}
But Can we just stream the data without having to point to this folder? Is there a configuration setting or something?
//"data-provider": "QuantConnect.Lean.Engine.DataFeeds.DefaultDataProvider",
"data-provider": "QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider",