Hi,
I have the 3 index etfs (DIA, QQQ, VOO) downloaded and preprocessed to the QC format and put under data/equity/usa/daily/$TICKER.zip. However when the algorithm tries to access the data, it can't locate QQQ's zip file since its looking for qqqq.zip.
#within the algorithm
tickers = ['DIA','VOO','QQQ']
self.symbols = [self.AddEquity(ticker, Resolution.Daily).Symbol for ticker in tickers]
CLI output:
20230207 04:35:48.473 ERROR:: SubscriptionDataSourceReader.InvalidSource(): File not found:
/Lean/Data/equity/usa/daily/qqqq.zip
Why is this happening and is there a way to fix it?
Note: the `Send Support` button also doesn't seem to work.
Nottakumasato
Looks like the local LEAN needs US Equity Security Master to correctly work with custom data. Closing the thread.
Nottakumasato
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