Hi,
Any chance there is a one liner to download ES futures data from Interactive Brokers? Something like:
QuantConnect.ToolBox.exe --app=IBDL --tickers=ES --type=Futures --resolution=Minute --from-date=20200201-09:30:00 --to-date=20200227-16:00:00
Thanks.
Gahl Goziker
Hi Jason,
IBDownloader currently only supports Forex. If another security type is needed, the data can be downloaded as custom data and then fed into LEAN. The generic data can be implemented via AddData() and run through the OnData(self, data) event handler as seen here.
Alternatively, the
IBDataDownloader
class offers programmatic futures download support, as seen in this unit test.Best,
Gahl Goziker
Jason Miele
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