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Desktop Charting

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",
Update Backtest








Equity data is controlled by licenses so we can't stream it to you.
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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.


Ok thanks that's too bad. I did dowload data directly from QuantQuote for a few years of minute resolution data. Are there examples soemwhere how to consume the data? It looks like it has some structure such as symbol name then .zip...

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Could you also answer my Intellectual Property question? Thanks again and this is really AWESOME!!

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Hi you could check the google downloader provided with lean which produces this zip files. 

but wait they provide a quantquote converter too in the toolbox project...........check that out !

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Oh cool. Thanks!

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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.


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