I saw the Jasper meet up on March explaining CLI. I have two questions related how to download ticker quotes to my local environment to run backtests locally.
- I tried to download a simple Oanda FX pair, like EURUSD, but I don't have the “add to cart” button. In fact, on Jasper presentation, when he goes to “data” section on QuantConnect page, on of the first buttons are “cart”, but I don't have that button.
- Is currently possible to download equity data to my local environment. According the presentation, on that moment you were working with the providers about that. Is currently possible?
Thank you.
Jasper van Merle
Hi Gabriel,
We recently made some major updates to the data downloading features of the CLI and LEAN, so that explains the differences between what was shown in the meet-up and what is available now. Our new documentation explains everything. Purchasing and downloading US Equity data is also possible now.
Gabriel Moncarz
Thank you Jasper, you replied accurately.
Another question just to clarify if my understanding is correct. If my strategy trades SPY and I want to download it locally, I have to be subscribed to “map & factor files data subscription”, which costs $600 per year. Is that correct? Thank you.
Jared Broad
😬Technically yes Gabriel, the map and factor system is a daily update of the adjusted pricing delivered for the entire US stock universe, dating back to 1998… its a powerful dataset that enables accurate tracking of stocks and dividends on the whole US universe.
Even though SPY doesn't have splits or remappings it has dividend payments, so if you wanted to do adjusted pricing you'd need the map and factor files.
I can see a space for us to remove this requirement for people who explicitly say they understand the implications. It will make adjusted pricing difficult/manual though.
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.
Gabriel Moncarz
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!