I am trying to setup a live LEAN process that does not connect to any implemented brokerage/exchange but instead reads custom data from local files. No securities are defined and no exchange data feeds, only custom data types.

Here is my attempt for the environment in config.json:

"live-customdat": { "live-mode": true, // the paper brokerage requires the BacktestingTransactionHandler "live-mode-brokerage": "PaperBrokerage", "setup-handler": "QuantConnect.Lean.Engine.Setup.BrokerageSetupHandler", "result-handler": "QuantConnect.Lean.Engine.Results.LiveTradingResultHandler", "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed", "real-time-handler": "QuantConnect.Lean.Engine.RealTime.LiveTradingRealTimeHandler", "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler" }

 

LEAN seems to launch fine and keeps running but my custom data is not being read with Ondata handlers. The handlers are not being fired despite the nimute-resolution when declaring custom data.

The same setup for the custom data works fine with the "live-gdax" environment.

Wondering if anyone can spot something wrong with my environment configuration. It is fairly similar to "live-paper" except I removed "data-queue-handler" due to "not implemented" error.

 

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