I have followed the tutorial https://www.quantconnect.com/blog/use-api-file-provider/ and unable to get the forex data.

config.json file configuration

"algorithm-type-name": "BasicTemplateForexAlgorithm", "algorithm-location": "../../../Algorithm.Python/BasicTemplateForexAlgorithm.py", "data-provider": "QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider", "job-user-id": "to-my-account-id", "api-access-token": "to-my-account-token",

In my BasicTemplateForexAlgorithm.py file, I have added the following

self.AddForex("EURUSD", Resolution.Minute, Market.Oanda) self.AddForex("GBPUSD", Resolution.Minute, Market.Oanda) self.AddForex("EURGBP", Resolution.Minute, Market.Oanda) self.AddForex("AUDUSD", Resolution.Minute, Market.Oanda) self.AddForex("AUDNZD", Resolution.Minute, Market.Oanda) self.AddForex("USDJPY", Resolution.Minute, Market.Oanda) self.AddForex("XAUUSD", Resolution.Minute, Market.Oanda)

 

The errors I am getting are

20200110 01:02:48.395 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\audnzd\20130108_quote.zip 20200110 01:02:48.397 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(AUDNZD), resolution(Minute) and date(9/01/2013). 20200110 01:02:48.414 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\gbpusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:48.415 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\gbpusd\20130108_quote.zip 20200110 01:02:48.418 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(GBPUSD), resolution(Minute) and date(9/01/2013). 20200110 01:02:48.692 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\eurgbp\20130109_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:48.695 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\eurgbp\20130109_quote.zip 20200110 01:02:48.697 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(EURGBP), resolution(Minute) and date(10/01/2013). 20200110 01:02:48.710 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\eurusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:48.711 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\eurusd\20130108_quote.zip 20200110 01:02:48.714 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(EURUSD), resolution(Minute) and date(9/01/2013). 20200110 01:02:48.973 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\xauusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:48.975 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\xauusd\20130108_quote.zip 20200110 01:02:48.975 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(XAUUSD), resolution(Minute) and date(9/01/2013). 20200110 01:02:49.044 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\usdjpy\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:49.049 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\usdjpy\20130108_quote.zip 20200110 01:02:49.052 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(USDJPY), resolution(Minute) and date(9/01/2013). 20200110 01:02:49.240 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\audnzd\20130109_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:49.242 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\audnzd\20130109_quote.zip 20200110 01:02:49.244 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(AUDNZD), resolution(Minute) and date(10/01/2013). 20200110 01:02:49.314 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\audusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:49.316 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\audusd\20130108_quote.zip 20200110 01:02:49.318 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(AUDUSD), resolution(Minute) and date(9/01/2013). 20200110 01:02:49.515 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\eurgbp\20130110_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:49.518 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\eurgbp\20130110_quote.zip 20200110 01:02:49.518 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(EURGBP), resolution(Minute) and date(11/01/2013). 20200110 01:02:49.578 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\gbpusd\20130109_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library. 20200110 01:02:49.581 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\gbpusd\20130109_quote.zip 20200110 01:02:49.583 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(GBPUSD), resolution(Minute) and date(10/01/2013).

 

Even all the files i.e. \oanda\minute\gbpusd\20130109_quote.zip exist on 

https://www.quantconnect.com/data/tree/forex/oanda/minute

 

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