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Andrew Ross INVESTOR

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Hello all, I am rather new to Quantconnect so forgive me if my question sound very primitive.

I have bitcoin's historical trade data on coinbase pro and tried to break it down day by day so it matches LEAN's format. But it seems for crypto tick data, time and sales data (******_trade.zip) must be accompanied by level 1 data (******_quote.zip) just like the samples shown in data explorer. I wonder if there is a way around it and there is a data feed class I can use as my data-provider in the config file.

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Andrew Ross

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Update Backtest

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Jared Broad

STAFF ,

Morning Andrew! Even if you just put the trade data in place it should still work, but if you want to hide the error messages there is a dictionary of default data types which you can update to remove the quote requests.

\Lean\Common\Data\SubscriptionManager.cs

public static Dictionary<SecurityType, List<TickType>> DefaultDataTypes()



change:

{SecurityType.Crypto, new List<TickType> {TickType.Trade, TickType.Quote}}

to:

{SecurityType.Crypto, new List<TickType> {TickType.Trade}}

Andrew Ross INVESTOR

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