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Documentation discussion algorithm-reference/importing-custom-data


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  • Notebook

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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Georgios Chaniotis


9 Pro ,

Dear all,

Is it possible to load data (historic mainly) from the Bloomberg Profesional API?

Thanks in advance


Alexandre Catarino


108.3k Pro ,

Hi Georgios Chaniotis, 
This feature is not built-in in Lean (QuantConnect's trading engine).


Hieppham


253 Pro ,

Hello,

I am looking for the option to directly get the data from Bitfinex for live trading. There is a problem I encounter with tick data:

  • Firstly, I need to aggregate information from tick trade data to 5 mins, 10 mins for example. Unfortunately they do not have such REST end points. (they do have 5 mins, 10 mins, ... candle data; however, I aggregate the trade tick data in a special way).
  • By calling their REST API for tick trade data I can have a LIST of all trades during last 5 minutes or so. I would like to aggreate them to ONE 5 minutes data line (in a form of a list/dict). I was wondering if there is a way to pass on such custom data to GetSource()?
Thanks, HP  

Link Liang


6.1k Pro ,

Hi HP,

Please check here for some hints. I would recommend starting a new post with all your questions.


Hieppham


253 Pro ,

Noted, thank you.


Terence Mahier


135 Pro ,

If you get the "Sequence contains no elements" error when importing your custom data from a CSV (through Dropbox for instance), here is the fix : 

csv = line.rstrip(',').split(',')

Basically pandas-saved csv have extra commas in case of missing values and the Reader function described here does not seem to like it. Hope it can help ;)


Link Liang


6.1k Pro ,

Thanks for sharing Terence!


Vineet Jain


238 Pro ,

 I need to get data from coinapi.io (I have access key) in quantconnect algo for backtest and live trading..


Jared Broad


STAFF Pro ,

@Vineet this is possible in LEAN but not the cloud yet. We're working on making a connector for the cloud and it should be available in the next 2-3 weeks. 

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.


Vineet Jain


238 Pro ,

Okay. Thanks for a response.


Amresh Giri


312 Pro ,

Hi Jared Broad, I need to get data from Kite API for backtesting and live trading.


Alexandre Catarino


108.3k Pro ,

Hi Amresh Giri 

Kite API is for trading India Market stocks and we don't support it at the moment.


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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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