Dear all,

Is it possible to load data (historic mainly) from the Bloomberg Profesional API?

Thanks in advance

1

Hi Georgios Chaniotis
This feature is not built-in in Lean (QuantConnect's trading engine).

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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.


Hello,

I am looking for the option to directly get the data from Bitfinex for live trading. There is a problem I encounter with tick data:

  • Firstly, I need to aggregate information from tick trade data to 5 mins, 10 mins for example. Unfortunately they do not have such REST end points. (they do have 5 mins, 10 mins, ... candle data; however, I aggregate the trade tick data in a special way).
  • By calling their REST API for tick trade data I can have a LIST of all trades during last 5 minutes or so. I would like to aggreate them to ONE 5 minutes data line (in a form of a list/dict). I was wondering if there is a way to pass on such custom data to GetSource()?
Thanks, HP  
0

Hi HP,

Please check here for some hints. I would recommend starting a new post with all your questions.

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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.


Noted, thank you.

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Update Backtest





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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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