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I have multiple data files that are in the compressed format .csv.gz. they contain tick data and each of the files is separated by the day. How do I add each file to my datafeed for backtesting?
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Hi Hassan Akhtar, please take a look at the Toolbox project. You will be able to find a collection of programs that can be used as an inspiration to create a converter that will write your data files in Lean format.
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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.
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