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How to download more data

I would like to download more data to test my algos in Lean. I have downloaded the Lean and successfully compiled and run the Basic Template. Since there is only 5 days of data in the Data folder, I cannot run other templates that require more days of data like the 12 bar RSI for example.

What is the least painful way to get more data than is supplied in the /Data directory in the Lean source.
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Unfortunately because of exchange restrictions high resolution data can't be made available for free download but you can buy it by symbol-year for a reasonable price. I'd recommend buying the data from our partner - QuantQuote.
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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.


Nicholas, I was in your same boat. There's not enough sample data to warm up indicators.

I ended up using the free sample data provided by Kibot here: http://www.kibot.com/buy.aspx (see "Free intraday data"). Wrote a little script to output a bunch of zip files to match the native QuantConnect format.
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If you'd like to (and are legally able!) to share that data we can put it into the github repo, just submit a pull request!
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Michael, interesting. I did consider posting it, but some of the data overlaps with existing QC sample data. The legality aspect is over my head as well... But I have found the data very useful for offline development, so it should probably be posted somewhere.
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We can't share more :) I got special permission for these data snippets from providers but the conversion script could be very useful Deric! Could it convert Gain's open free data? It would be awesome if it downloaded; unzipped; then created the QC format in the data folder! Then people would just need to run your project and they'd have 10 years of FX data ready. If you post code to GitHub I'd be very happy to feature the link on QC's Git page. http://ratedata.gaincapital.com/2012/03%20March/
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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.


All I have right now is a 60 line python shell script, but I would definitely love to help out. I'll give it a go in C#. I know there's a yahoo downloader that I can reference.
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https://github.com/QuantConnect/Lean/projects/3
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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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