Is it possible to retrieve external, custom data into our scripts?

I don't know if this is possible or not but one of the requirements for the algorithm I am coding is to check the US Dollar Index (specifically if it has reached its 5 day ADR). I want to reach out to an external service API that already has the signal "yes" or "no" in the response. So my questions are:

1) Can I query an external API within my Python script?

2) Does QuantConnect already offer a way to query data for the US Dollar Index so that I can bypass the need for an external call? (although I would think that the extrernal call could be useful later). 

Update Backtest


if you really mean average day range indicator it would be possible to create this for your own....

to do this:

you could create an request on github maybe they would add this brand new fancy indicator :)

no api needed for sure

Hi Michael, 

I already have a custom indicator created for another step in my algorithm and there is already an ADR/ATR indicator created for use in QuantConnect (see this post for examples). What I am looking (and hoping) for is a way for the Python script to make an external HTTP(s) request to an external service that my algorithm can consume and act on. 


See this posting:

Update Backtest


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