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Hi,
Could someone let me know the data inside the coarse fundamental csv files are, or point me to the right documentation? I am using Lean locally using data from another proprietary source so I need to build these files manually.
The example below is from Data\equity\usa\fundamental\coarse\20140324.csv
A RPTMYV3VC57P,A,55.26,1983802,109624898,True,0.6694742,1
AA R735QTJ8XC9X,AA,12.01,28620078,343727136,False,0.5373942,3.0003
AAC RVY73T1OH55X,SCOK,1.2,22879,27454,False,1,1000
AADR UOFRJAZTL0TH,AADR,37.4,2277,85159,False,0.9608766,1
AAIT V3Z1GERP1JZ9,AAIT,31.17,14747,459663,False,0.987591,1
Thanks in advance,
Sean
Sean
To answer my own question, if you have price, factor and map data already in your data folder, you can run the QuantConnect.ToolBox.dll using the flag --app=CUG. So inside the docker image, navigate to /Lean/Launcher/bin/Debug and you can run
dotnet QuantConnect.ToolBox.dll --app=CUG
which generates your coarse fundamental data quite quickly.
Sean
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