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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
Lee Fig
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