Hey guys,

I've recently started playing around with local backtesting using my own data which I can't get on QC. When I used daily data, I just made sure that my data was in the correct format, placed in a CSV file that was zipped. I am using these standard providers:

"data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed", "real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler", "history-provider": "QuantConnect.Lean.Engine.HistoricalData.SubscriptionDataReaderHistoryProvider"

I now want to use some minute bars and noticed that the format for these are quite different and that each day's data is seperated into its own zip file. Also the date format is quite different. 

My question: What is the easiest route to importing my minute bars which are currently in one big CSV file? Should I just write some code to package my data into daily files or is there a faster/easier way that you can recommend?

Thanks 

Gabriel

Author