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Is there a way to get custom data from a non-CSV or JSON data source? I found that vixcentral.com has a history view for futures data however it only displays in HTML. I can parse the table into a pandas dataframe and manipulate it that way, however I haven't been able to figure out how to pass this data into a custom data source through the Reader() method.
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If you're able to parse it into a pandas dataframe, why not simply do the same but inside a custom data class?
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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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