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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). 

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hi,

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

to do this:

https://www.quantconnect.com/forum/discussion/3383/custom-indicator-in-python-algorithm

http://forextraininggroup.com/using-adr-average-daily-range-find-short-term-trading-opportunities/

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

no api needed for sure

https://github.com/QuantConnect/Lean
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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. 

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See this posting:

https://www.quantconnect.com/forum/discussion/1404/weather-based-rebalancing-corn-edition
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