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Hi I am getting my Data from Quandl. However there are different data providers with different data providing styles "looks like".
In the Qunadl class from lean I cann see there will always be a csv returned so I created my own custom data class.
Now in my reader I get the whole json file instead of the current day, but I also don't want to make a http request for every "day" I'm testing..
How can I make the reader return it in bits if possible or other ways of implementing this?
the request I do is here:
https://www.quandl.com/api/v3/datatables/SCF/PRICES?api_key={key}&quandl_code=code
Alexandre Catarino
Hi Amir Awak ,
Sorry about the wait.
We don't have an example for data request that fetches the whole json object in a dedicated algorithm, but you can take a look at the FredApi implementation in Lean.
Basically, the Reader will get the data and create a BaseDataCollection object that has a list of the instances of the class, FredApi for example, with its particular DateTime and Value.
Please let us know if you can't implement it and provides us the link to a valid json file.
Amir Awak
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