Streaming to OnData method from Google Sheets shows 0

Based on the information provided, it seems like you're trying to stream custom data from a CSV file into your algorithm using the OnData method. If the symbol object is returning 0, it might be due to a few reasons:

1. The data in your CSV file might not be in the correct format. According to the documentation, the data in the file must be in chronological order.

2. The custom data type might not be correctly defined. You need to inherit the BaseData or PythonData class and override the GetSource and Reader methods.

Here is an example of how to define a custom data type in Python:

class MyCustomDataType(PythonData):
    def GetSource(self, config, date, isLiveMode):
        return SubscriptionDataSource("<sourceURL>", SubscriptionTransportMedium.RemoteFile)

    def Reader(self, config, line, date, isLiveMode):
        if not line.strip():
            return None

        index = MyCustomDataType()
        index.Symbol = config.Symbol

        data = line.split(',')
        index.Time = datetime.strptime(data[0], "%Y-%m-%d")
        index.Value = decimal.Decimal(data[1])

        return index

1. The custom data might not be correctly added to your algorithm. In the Initialize method of your algorithm, you need to call the AddData method. Here is an example:

def Initialize(self):
    self.AddData(MyCustomDataType, "GOOG", Resolution.Daily)

Please ensure that your CSV file, custom data type, and algorithm setup align with these guidelines. If you're still facing issues, it would be helpful to have more specific details about your implementation.

Hi Mia,

Thank you very much for your reply! I believe I have followed the documentation to a tee, having defined the custom data type extending the PythonData class and using the AddData method. The data in the CSV is chronologically correct. Any guidance why the attached algorithm in my original post isn't pulling in the value would be greatly appreciated.

Thank you!

Eli

Hi Eli,

There were many errors - but the key was:

1. Removing the Try Catch as it hides the errors.
2. Opening the data in a text editor not Excel which transforms the data into a new format.

It was fun to see data imported from Google Sheets!

def Reader(self, config: SubscriptionDataConfig, line: str, date: datetime, isLive: bool) -> BaseData:

        # if not (line.strip()):
        #     return None
        index = VIX3M()
        index.Symbol = config.Symbol

        # try:
        # Format:
        # Date, Close
        data = line.split(',')
        index.EndTime = datetime.strptime(data[0], '%Y-%m-%d %H:%M')
        index.Value = float(data[1])
        index["close"] = index.Value
        # except ValueError:
        #     # Do nothing
        #     return None
        return index

Hi Jared,

Thank you for your reply - and catching my errors! I was seeing an error (below in red) in the console, however after removing column headers in the Google Sheet, the error went away. It works! 

For live trading, are there any considerations for switching from Google Sheets (backtesting) to pulling in these symbols from the IB feed? When switching to live trading would I simply switch:

self.VIX3M = self.AddData(VIX3M, "VIX3M", Resolution.Hour).Symbol

to

self.VIX3M = self.AddIndex("VIX3M", Resolution.Hour).Symbol

And then VIX3M's symbol would stream to OnData from the IBKR feed? Would I need to replace the VIX3M source argument in self.AddData() with an argument specific for IB's data feed?

Thanks again,

Eli

Error invoking VIX3M.VIX3M data reader. Line: Date,VIX3M,VIX6M Error: time data 'Date' does not match format '%Y-%m-%d %H:%M'