Hi there, 

I'm following along with your videos on how to use the ApiDataProvider and have hit a snag. I clearly see the data in MyData - 2015/01/01-2016/01/01 for EURUSD and Forex/FXCM minute data. Just like in the video.

public class BasicTemplateAlgorithm : QCAlgorithm { private Symbol _eurusd = QuantConnect.Symbol.Create("EURUSD", SecurityType.Forex, Market.FXCM); /// <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(2015, 1, 7); //Set Start Date SetEndDate(2016, 1, 1); //Set End Date SetCash(100000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data // Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily. // Futures Resolution: Tick, Second, Minute // Options Resolution: Minute Only. AddEquity("EURUSD", Resolution.Minute); // There are other assets with similar methods. See "Selecting Options" etc for more details. // AddFuture, AddForex, AddCfd, AddOption } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public override void OnData(Slice data) { if (!Portfolio.Invested) { SetHoldings(_eurusd, 1); Debug("Purchased Stock"); } } }


My ApiDataProvider is correctly trying to fetch the data, but it keeps coming up with the error - Unable to remotely retrieve data for path ../../../Data/equity\usa\minute\eurusd\20151231_trade.zip. Please make sure you have the necessary data in your online QuantConnect data library.


The only thing I can see that looks wrong to me is _trade and not _quote. The MyData library seems to show the zip file named as _quote. I can't find where to edit this in the code. I found one area for fileDestination in the QuantConnect.ToolBox.QuantQuoteConverter, 

var fileDestination = string.Format("{0}/equity/{1}/{2}/{3}_trade.zip", destinationDirectory, resolution, symbol, date.ToString("yyyyMMdd"));

but editing that didn't have the desired effect (so I reverted it). 

Any ideas what I can do?