Hey guys, I'm currently trying to backtest on Lean using Python and IQFeed.  I've pieced together parts of how to do this through the GitHub and forum pages but I'm kind of stuck now.  I've put below the implementation details from the config file.  I modified the backtesting handlers to add IQFeed similar to the other examples in the config file.

// iqfeed configuration "iqfeed-host": "", "iqfeed-username": "PRIVATE", "iqfeed-password": "PRIVATE", "iqfeed-productName": "PRIVATE", "iqfeed-version": "", "backtesting-iqfeed": { "live-mode": false, "setup-handler": "QuantConnect.Lean.Engine.Setup.ConsoleSetupHandler", "result-handler": "QuantConnect.Lean.Engine.Results.BacktestingResultHandler", "data-feed-handler": "QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed", "real-time-handler": "QuantConnect.Lean.Engine.RealTime.BacktestingRealTimeHandler", "history-provider": "QuantConnect.ToolBox.IQFeed.IQFeedDataQueueHandler", "transaction-handler": "QuantConnect.Lean.Engine.TransactionHandlers.BacktestingTransactionHandler" },

I set up IQFeed's connections through a Docker implementation for Linux that uses Wine and Lean successfully connects to the feed.  I'm now receiving errors on the requests themselves.

HistoryPort.ProcessHistoryJob(): Submitting request: Equity-: Minute 08/30/2019 15:59:00->09/01/2019 00:00:00

LookupIntervalEventArgs.ctor(): REQ_HST_INT0000000,E,Invalid symbol format.,

In addition, the Data folder is not being updated and creating these errors:

SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/equity/usa/minute/spy/20190903_quote.zip
ubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/equity/usa/minute/spy/20190903_trade.zip

I've tried replacing the data feed handler with the same IQFeed entry as I've seen in other posts but it returns an exception when I do.  I've also tried to use the IQFeed downloader in the Toolbox to manually get the data in the folder but it doesn't look like it can see the login details from the config file when it tries to pull the data, uses default values, and returns an error since it can't login.

Obviously I'm not doing something right, whether with implemenation or just my use of Lean within its limitations. 

I've seen somewhere that IQFeed isn't meant to be used for backtesting, is this correct?  If so, is there a way to get the downloader working so that the data folder can be populated beforehand? 

Is there a way to get IQFeed running correctly with the symbol formatting so that it properly populates the folders?

Any help is appreciated.  Thanks guys!