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QuantQuote Download Settings

Hello Everyone!

I'm looking to buy some data from QuantQuote and I am wondering what the settings are that I can pull right into my projects. It looks like there are (6) columns in the sample files. Anyone done this before?

Thanks!
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Have a peek at the QuantConnect ToolBox repository on github. This is a converted that can be used to convert QuantQuote data format into the LEAN data format.
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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.


Awesome! And thanks for the quick response!

I just snagged the converter and it looks super easy to use. But this must need a specific format from QuantQuote, right? I am doing the "Custom Package" from them and it gives me data column structure option. I would have stayed with the default {Date, Time, Open, High, Low, Close, Volume, Splits, Earnings, Dividend}, but I saw that it didn't match the sample data that came with the Lean-Master download because there were not that many columns in the sample data.

Thanks!
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Thanks Stephen, are you using minute data? We built the converter using second resolution data from QQ which doesn't use that format (they use map files and factor files). Your best bet is to ask QuantQuote for the map files associated with your purchase.
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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.


So there is no way to get the minute data I bought to input? I'm not sure what a map file is/does.
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Map files show symbol changes of a security, e.g. GOOG -> GOOGL.
Factor files show the adjusted price of a stock over time.

We're not allowed to give these out so unfortunately you'll have to ask QQ for the files. They should be free with your order. If your symbol did not change, or your stock didn't pay dividends, you won't need these files.

The minute data you bought should be able to be used if its zipped and named correctly, LEAN just won't use the final 3 columns. Please post any other questions on this to the google groups open source community supporting the project: https://groups.google.com/forum/#!forum/lean-engine
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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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