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Import of custom forex csv data

Hi all,

I have studied the excellent guide to importing custom data into Lean.

https://www.quantconnect.com/lean/documentation/topic16.html

I wish to proceed using the static approach and to simply generate csv data from my trading platform before importing into the correct assets folder. Equity, forex etc

But must forex data follow the same file format as FXCM? My forex trade data is closer to the Lean equity format...

Assuming that I need to follow the FXCM forex format could a work around be to define a custom data type that overides say EURUSD.

As ever I would really appreciate your thoughts.

Fig

 

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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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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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