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Quandl data

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

 

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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.

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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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