* QuantConnect University: Generic Quandl Data Importer
* Using the underlying dynamic data class "Quandl" we take care of the data
* importing and definition for you. Simply point QuantConnect to the Quandl Short Code.
* The Quandl object has properties which match the spreadsheet headers.
* If you have multiple quandl streams look at data.Symbol to distinguish them.
public class QCUQuandlImporter : QCAlgorithm
string _quandlCode = "YAHOO/INDEX_SPY";
//Initialize the data and resolution you require for your strategy:
public override void Initialize()
//Start and End Date range for the backtest:
SetStartDate(1960, 1, 1);
//Add Generic Quandl Data:
//Data Event Handler: New data arrives here. "TradeBars" type is a dictionary of strings so you can access it by symbol.
public void OnData(Quandl data)
//SetHoldings sets out our cash allocation from +1 to -1;
//Debug sends messages to the user console: "Time" is the algorithm time keeper object
Debug("Purchased " + _quandlCode + " >> " + Time.ToShortDateString());