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Local Jupyter cant load non-daily data

Hi Community,

I have sucessfully set up a local jupyter research enviroment, and ran `BasicQuantBookTemplate.ipynb` without probelm. 

Then I am start to playing around with getting some other prebuild forex sample data with `QuantBook.History` method. However, I have found that I am only able to get daily data, but not the other resolutions.  Codes are

qb = QuantBook()
qb.AddForex("EURUSD", Resolution.Tick, Market.FXCM)
qb.History(qb.Securities.Keys, 500)

It returns nothing. But if I change the resolution to daily, it returns some data. Actually only daily data does work, all the other resolutions returns nothing. Anyone knows why? And How can I fix this? Many thansk in advance.

 

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2 Comments
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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.

I ran the same code on QC, it returns data with `askprice` , `bidprice` and `lastprice` fileds. However the locally stored sample data does not contain the field `lastprice`. Maybe this is the source of the probelm? 

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Hi Xiaolei,

Can you confirm that you have tick-resolution data in your local data file path? If you are using the QC cloud data, then it will look for this in your remote data library. EURUSD daily data is free for certain dates in LEAN, but all other data must either be downloaded from other sources or purchased via QC. We can't provide free data for download due to our vendor licensing agreements.

0

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.

Update Backtest



0

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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