I have some questions regarding my local Lean research. I originally attempted a local Lean installation using Visual Studio but for various reasons it was never a successful setup. Only after clearing everything out and installing Lean CLI/Docker did things improve. At this point I have a working research UI but it lacks data.

  1. How can I download data directly from IB using the CLI? When I was using the VS setup I could at least get to the point where the toolbox would communicate with IB but failed to download equities due to a known issue at the time. How do I do this through Lean CLI? It seems based on tutorials that the only way to download data is to purchase through QC.
  2. Related to #1, what is the config file I should be updating in my local Lean directory where I can place my login credentials for IB (similar to /Lean/ToolBox/bin/Debug(or Release)/config.json for the VS setup as described in this post)?
  3. Are both lean/research docker images required, or can I run both research and other lean utilities using only the lean docker image? When I set up lean CLI the first time and ran ‘lean research “My Project”’, it automatically installed the quantconnect/research docker image for me. However when I generated data, it downloaded a different image: quantconnect/lean. Now I have two very large images taking up space on my HDD and I'm wondering if there's really anything unique between the two.

Author

Jake Mitchell

August 2021