Back

Save streaming GDAX tick data to Data folder

Hello there,
Firstly, I would like to say I am enjoying experimenting with LEAN and find it a powerful tool!
I'm playing about with GDAX and backtesting, and have imported historical tick data from GDAX.
However, I was wondering if there was a straightforward way of importing live tick data into the Data folder? I can see the GDAX ticks being output by my algorithm but wanted to save these directly to disk.

Thank you!

Update Backtest







Thanks potatowaffles  :) Nice name! Please post Open Source support requests to Google Groups

It's a good idea but not implemented at the moment. The general definition of this would be: "Streaming an IQueueDataHandler output to disk; possibly via the LeanDataWriter class. "

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.


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.


Loading...

This discussion is closed