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I'm seeing a lot of signs that indicate that this platform is one that I can make great use of, however I'm not seeing a lot of documentation that will assist me in getting up and started and some of the questions I have are seemingly basic.
Can you detail exactly how to execute the toolbox project? I'm looking to use data from Google but I can't figure out how to execute the toolbox project in order to pull down data and have it curated for the QC Lean local project. I'm more comfortable with developing within Visual Studio because intellisense allows me to explore portions of the infrastructure within the confines of the immediate class file. Given the lack of documentation beyond using some of the canned solutions this seems like the best way to go.
Any help you can provide will be greatly appreciated. I'm ultimately looking to scan a universe or data set and identify items above a certain volume rate of change. I want to use this as a way of getting my feet wet before fully automating trades.
Jared Broad
Hi Jim! Thanks for your feedback! Feel free to shoot questions through here and we'll answer then ASAP.
To execute a toolbox project right mouse button on the project in Visual Studio and click "Set as Startup Project". Then right mouse button on it again and click Properties. In the Build tab you'll see a "Start Up" class selected which sets which main method you'd like to use when starting the executable. You'll see all the options in a dropdown menu.
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.
Jim Lawson
Jared,
Thank you for your response. I get the following error when following the instructions above.
The program '[3400] QuantConnect.ToolBox.vshost.exe' has exited with code 1 (0x1).
The program '[3400] QuantConnect.ToolBox.vshost.exe: Program Trace' has exited with code 0 (0x0).
Jared Broad
Hi Jim, please post more detail error logs back here for more assistance. You can use Visual Studio debugging to step through the code and locate the line causing the error for you.
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.
Jim Lawson
Jared,
I can't seem to generate a more detailed errors. The code is stopping out on the following block of code which appears to be the very beginning. I can't seem to get the program to prompt for this information. Also I'm looking to cycle through every symbol on a particular exchange and grab the information in an automated way, but I can't seem to figure out how this is working.
Console.WriteLine("Usage: GoogleDownloader SYMBOLS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg SPY,AAPL");
Console.WriteLine("RESOLUTION = Minute/Hour");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
Jared Broad
Its giving you instructions on how to use the downloader, you'll need to pass in the commands its saying above: e.g.
QuantConnect.ToolBox.exe AAPL Minute 20120101 20130101The 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.
Jim Lawson
Yes, I'm suppose to get a command line to enter that correct? If so the command line never comes up.
Jim Lawson
Ok, I found the exe file to initiate this. Now is it possible to customize this to pull down data in bulk? For example pull down data on all NASDAQ equities.
Jim Lawson
Ok, I've figured this part out as well. I found a list of all stocks listed on the NASDAQ from http://eoddata.com/symbols.aspx. I created a class that turns that list into a comma delimited list of all symbols and I was able to copy and paste that to the command line. However, I was only able to grab 8 August up to 26 August for some odd reason. I'm sure there's some limitation documented somewhere that explains the reason.
I'll begin testing my strategy and basically see if I can create a stock scanning function and then build from there. Ultimately I'll need to figure out how to pipe live data into the system so I can act on that in real time.
Jared Broad
Cool! Google limits how much minute data you can download. You'll have to set it up to run daily or weekly and capture the data over time. LEAN provides many mechanisms for piping live data into your algorithm (IQFeed) but Google does not offer this service.
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.
Seiji Narinaga
Hello,
I'm trying to use Toolbox as well, but I'm hitting a problem when I launch the exe file. I'm getting an error message:
20200309 19:49:57.382 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterErrorDataReceived(): /Users/.../Lean/ToolBox/bin/Debug/IBAutomater.sh: line 8: xvfb-run: command not found 20200309 19:49:57.382 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterOutputDataReceived(): /Users/.../Lean/ToolBox/bin/Debug/IBAutomater.sh: line 6: Xvfb: command not found 20200309 19:49:57.382 Trace:: InteractiveBrokersBrokerage.OnIbAutomaterExited(): Exit code: 127I'm using iMac with MacOS Mojave. How do I install these commands (Xvfb and xvfb-run) so that my shell can run them?
Thanks for the help!
Jim Lawson
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.
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