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Download data using https://iexcloud.io/ using Lean

Does anyone recently download data using IEXDownloader recently? The following command failed for me so I am wondering if this is my API key issue or script issue?!

 


$ mono QuantConnect.ToolBox.exe --app=IEXDownloader --tickers=NFLX --resolution=Daily --from-date=20200820-00:00:00 --to-date=20200830-00:00:00 --api-key="sk_apikey"
20200901 13:15:12.642 Trace:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data
20200901 13:15:12.661 Trace:: Config.Get(): Configuration key not found. Key: map-file-provider - Using default value: LocalDiskMapFileProvider
20200901 13:15:12.674 Trace:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20200901 13:15:12.677 Trace:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: /Users/hhsu/src/trading/Lean/ToolBox/bin/Debug/
20200901 13:15:16.017 Trace:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data/
20200901 13:15:16.017 Trace:: Config.Get(): Configuration key not found. Key: version-id - Using default value:
20200901 13:15:16.017 Trace:: Config.Get(): Configuration key not found. Key: cache-location - Using default value: ../../../Data/
20200901 13:15:16.100 Trace:: IEXDataQueueHandler.ProcessHistoryRequests(): Submitting request: Equity-NFLX: Daily 8/20/2020 12:00:00 AM->8/30/2020 12:00:00 AM
20200901 13:15:17.098 Trace:: IEXDataQueueHandler.Dispose(): Disconnected from IEX live data
20200901 13:15:17.104 ERROR:: IEXDownloaderProgram.IEXDownloader(): System.Net.WebException: The remote server returned an error: (403) Forbidden.
at System.Net.HttpWebRequest.GetResponseFromData (System.Net.WebResponseStream stream, System.Threading.CancellationToken cancellationToken) [0x00146] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.HttpWebRequest.RunWithTimeoutWorker[T] (System.Threading.Tasks.Task`1[TResult] workerTask, System.Int32 timeout, System.Action abort, System.Func`1[TResult] aborted, System.Threading.CancellationTokenSource cts) [0x000f8] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.HttpWebRequest.GetResponse () [0x00016] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.WebClient.GetWebResponse (System.Net.WebRequest request) [0x00000] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.WebClient.DownloadBits (System.Net.WebRequest request, System.IO.Stream writeStream) [0x000e6] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.WebClient.DownloadDataInternal (System.Uri address, System.Net.WebRequest& request) [0x00061] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.WebClient.DownloadString (System.Uri address) [0x00011] in <23340a11bb41423aa895298bf881ed68>:0
at System.Net.WebClient.DownloadString (System.String address) [0x00008] in <23340a11bb41423aa895298bf881ed68>:0
at (wrapper remoting-invoke-with-check) System.Net.WebClient.DownloadString(string)
at QuantConnect.ToolBox.IEX.IEXDataQueueHandler+<ProcessHistoryRequests>d__30.MoveNext () [0x003b3] in <77e7d19eb55845759c359c672141d4e4>:0
at QuantConnect.ToolBox.IEX.IEXDataQueueHandler+<GetHistory>d__29.MoveNext () [0x000b9] in <77e7d19eb55845759c359c672141d4e4>:0
at QuantConnect.ToolBox.IEX.IEXDataDownloader+<Get>d__3.MoveNext () [0x0018c] in <77e7d19eb55845759c359c672141d4e4>:0
at System.Linq.Enumerable.ToDictionary[TSource,TKey,TElement] (System.Collections.Generic.IEnumerable`1[T] source, System.Func`2[T,TResult] keySelector, System.Func`2[T,TResult] elementSelector, System.Collections.Generic.IEqualityComparer`1[T] comparer) [0x000a2] in <7505d9a21cfc4fc7b41cb4768918fdb4>:0
at System.Linq.Enumerable.ToDictionary[TSource,TKey,TElement] (System.Collections.Generic.IEnumerable`1[T] source, System.Func`2[T,TResult] keySelector, System.Func`2[T,TResult] elementSelector) [0x00000] in <7505d9a21cfc4fc7b41cb4768918fdb4>:0
at QuantConnect.ToolBox.LeanDataWriter.WriteDailyOrHour (System.Collections.Generic.IEnumerable`1[T] source) [0x0001d] in <77e7d19eb55845759c359c672141d4e4>:0
at QuantConnect.ToolBox.LeanDataWriter.Write (System.Collections.Generic.IEnumerable`1[T] source) [0x00016] in <77e7d19eb55845759c359c672141d4e4>:0
at QuantConnect.ToolBox.IEX.IEXDownloaderProgram.IEXDownloader (System.Collections.Generic.IList`1[T] tickers, System.String resolution, System.DateTime fromDate, System.DateTime toDate) [0x000cf] in <77e7d19eb55845759c359c672141d4e4>:0

 

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Hi Francis,

This command should work upon swapping "sk_apikey" for a valid iexcloud.io API key.

Best,
Gahl Goziker

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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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