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I'm trying to download FXCM forex data using the Toolbox's FxcmDownloader, with the intention of combining volume using FxcmVolumeDownload. While the volume is downloaded without any problems (credentials ok), when I try to obtain price data by running:
.\QuantConnect.ToolBox.exe --app=FxcmDownloader --tickers=EURUSD --resolution=Minute
--from-date=20201001-00:00:00 --to-date=20201129-00:00:00the following error is raised :
PS D:\repos\Lean\Launcher\bin\Debug> .\QuantConnect.ToolBox.exe --app=FxcmDownloader --tickers=EURUSD --resolution=Minute --from-date=20201001-00:00:00 --to-date=20201129-00:00:00
20201130 11:17:35.611 Trace:: Config.GetValue(): debug-mode - Using default value: False
20201130 11:17:35.624 Trace:: Config.Get(): Configuration key not found. Key: results-destination-folder - Using default value:
20201130 11:17:35.625 Trace:: Config.Get(): Configuration key not found. Key: plugin-directory - Using default value:
20201130 11:17:35.634 Trace:: Config.Get(): Configuration key not found. Key: composer-dll-directory - Using default value: D:\repos\Lean\Launcher\bin\Debug\
20201130 11:17:36.329 Trace:: Config.Get(): Configuration key not found. Key: data-directory - Using default value: ../../../Data
Logging in...
Downloading Minute data from 20201001 00:00:00 to 20201129 23:59:59...
[███████████████████████████████████████████████████████████] 99.99%
Logging out...
20201130 11:20:56.788 ERROR:: FxcmDownloaderProgram.FxcmDownloader(): System.ArgumentException: Expected data of type 'QuoteBar'
Parameter name: data
at QuantConnect.Util.LeanData.GenerateLine(IBaseData data, SecurityType securityType, Resolution resolution) in D:\repos\Lean\Common\Util\LeanData.cs:line 188
at QuantConnect.ToolBox.LeanDataWriter.WriteMinuteOrSecondOrTick(IEnumerable`1 source) in D:\repos\Lean\ToolBox\LeanDataWriter.cs:line 378
at QuantConnect.ToolBox.LeanDataWriter.Write(IEnumerable`1 source) in D:\repos\Lean\ToolBox\LeanDataWriter.cs:line 101
at QuantConnect.ToolBox.FxcmDownloader.FxcmDownloaderProgram.FxcmDownloader(IList`1 tickers, String resolution, DateTime startDate, DateTime endDate) in D:\repos\Lean\ToolBox\FxcmDownloader\FxcmDownloaderProgram.cs:line 99
For now, I can use the API downloader but I'd rather get this working.
Has anyone else come across a similar issue?
Any help would be appreciated. Cheers.
Derek Melchin
Hi Eranweiner,
We were not able to reproduce the error above because there is a problem with the FXCM Downloader. However, we are working to resolve this. Track our progress here.
Best,
Derek Melchin
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Eranweiner
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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