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Hello everyone,
We’ve recently made changes to streamline and consolidate alternative data types for distribution via the Data Market.
Starting today (Lean v2.5.12525), alternative data types provided by QuantConnect and partnered data vendors will be made available under the “QuantConnect.DataSource” namespace, including new additions to the data market.
The following data sources have been migrated to the new namespace:
* BenzingaNews
* CBOE
* Fred
* QuiverCongress
* QuiverEventsBeta
* QuiverWallStreetBets
* QuiverWikipedia
* SECReport8K
* SECReport10K
* SECReport10Q
* SmartInsiderIntention
* SmartInsiderTransaction
* TiingoNews
* USEnergy
* USTreasuryYieldCurveRate
All data types that have been migrated have the same name as before and are now automatically imported, so no changes except removing the previous import(s) are necessary.
To remove the previous imports, look for any import statements containing "QuantConnect.Data.Custom" and remove the lines (examples: Python - "from QuantConnect.Data.Custom.USEnergy import *", C# - "using QuantConnect.Data.Custom.USEnergy;").
Best,
Gerardo
Garrison Whipple
“remove the lines” what does that even mean???
Vncne
Garrison Whipple
You don't have to do something like this anymore in order to use CBOE data in your algorithm (this would be the line to remove)
Gerardo Salazar
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