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I tweaked the code posted by MichaelH a bit to make a more generic QuandlReader() class.
It works well. But, I ran into an error message today and it got me thinking. Let's say I run the attached algorithm live for several months, starting on Monday, 1/5/2015. On Tuesday, 1/6/2015, will QuantConnect download Tuesday's price data from Quandl into indicator's one and two (lines 34 and 35 in Main.cs)? And if it does get Tuesday's data, how does the algorithm know about that Tuesday's price data is available?
I have my guess, but I don't want to muddy the water with speculation. :-)
The error I ran into which started me thinking follows:
Error downloading custom data source file, skipped: RemoteFile: Csv https://www.quandl.com/api/v1/datasets/YAHOO/VIX.csv?trim_start=2000-01-01&trim_end=2015-11-21&sort_order=asc&exclude_headers=true Error: The remote server returned an error: (429) Too Many Requests. (Open Stacktrace)
We could not fetch the requested data. This may not be valid data, or a failed download of custom data. Skipping source (https://www.quandl.com/api/v1/datasets/YAHOO/VIX.csv?trim_start=2000-01-01&trim_end=2015-11-21&sort_order=asc&exclude_headers=true). (Open Stacktrace)
Michael Handschuh
AddData(indicatorOne, Resolution.Daily); Michael Handschuh
Mike Ellertson
AddData(indicatorOne, Resolution.Daily); , as per your recommendation. I'm trying to run a back test now, but it's been queuing it up for a while. I'm guessing there might be system maintenance. I'll try it again in the morning. But, your explanation makes sense. Seems like it should work. Thanks again! :-)Michael Handschuh
Tadas Talaikis
Michael Handschuh
Mike Ellertson
Thomas Ping
Tadas Talaikis
Gene Wildhart
Jared Broad
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Mike Ellertson
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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