Share New Research 
Hi,
I try to access Universe data locally but I receive the following error:
20170222 01:41:17 Error:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/equity\usa\fundamental\coarse\20131126.csv
20170222 01:41:17 Error:: <GetEnumerator>d__31.MoveNext(): System.OverflowException: Value was either too large or too small for a Decimal.
at System.Decimal..ctor(Double value)
at System.Decimal.op_Explicit(Double value)
at QuantConnect.Algorithm.DollarVolumeUniverseDefinitions.<>c__DisplayClass4_0.<Percentile>b__0(IEnumerable`1 selectionData) in C:\Users\Ivan\Development\Lean\Algorith
m\DollarVolumeUniverseDefinitions.cs:line 99
at QuantConnect.Data.UniverseSelection.FuncUniverse.SelectSymbols(DateTime utcTime, BaseDataCollection data) in C:\Users\Ivan\Development\Lean\Common\Data\UniverseSele
ction\FuncUniverse.cs:line 60
at QuantConnect.Data.UniverseSelection.Universe.PerformSelection(DateTime utcTime, BaseDataCollection data) in C:\Users\Ivan\Development\Lean\Common\Data\UniverseSelec
tion\Universe.cs:line 142
at QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData) in C:\Users\Iv
an\Development\Lean\Engine\DataFeeds\UniverseSelection.cs:line 102
at QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.Sync(DateTime frontier, IEnumerable`1 subscriptions, DateTimeZone sliceTimeZone, CashBook cashBook, Date
Time& nextFrontier) in C:\Users\Ivan\Development\Lean\Engine\DataFeeds\SubscriptionSynchronizer.cs:line 159
at QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed.<GetEnumerator>d__31.MoveNext() in C:\Users\Ivan\Development\Lean\Engine\DataFeeds\FileSystemDataFeed.cs:line
463
20170222 01:41:17 Error:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/equity\usa\fundamental\coarse\20131127.csv
20170222 01:41:17 Error:: <GetEnumerator>d__31.MoveNext(): System.OverflowException: Value was either too large or too small for a Decimal.
at System.Decimal..ctor(Double value)
at System.Decimal.op_Explicit(Double value)
at QuantConnect.Algorithm.DollarVolumeUniverseDefinitions.<>c__DisplayClass4_0.<Percentile>b__0(IEnumerable`1 selectionData) in C:\Users\Ivan\Development\Lean\Algorith
m\DollarVolumeUniverseDefinitions.cs:line 99
at QuantConnect.Data.UniverseSelection.FuncUniverse.SelectSymbols(DateTime utcTime, BaseDataCollection data) in C:\Users\Ivan\Development\Lean\Common\Data\UniverseSele
ction\FuncUniverse.cs:line 60
at QuantConnect.Data.UniverseSelection.Universe.PerformSelection(DateTime utcTime, BaseDataCollection data) in C:\Users\Ivan\Development\Lean\Common\Data\UniverseSelec
tion\Universe.cs:line 142
at QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData) in C:\Users\Iv
an\Development\Lean\Engine\DataFeeds\UniverseSelection.cs:line 102
at QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.Sync(DateTime frontier, IEnumerable`1 subscriptions, DateTimeZone sliceTimeZone, CashBook cashBook, Date
Time& nextFrontier) in C:\Users\Ivan\Development\Lean\Engine\DataFeeds\SubscriptionSynchronizer.cs:line 159
at QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed.<GetEnumerator>d__31.MoveNext() in C:\Users\Ivan\Development\Lean\Engine\DataFeeds\FileSystemDataFeed.cs:line
463
20170222 01:41:17 Error:: DefaultDataProvider.Fetch(): The specified file was not found: ../../../Data/equity\usa\fundamental\coarse\20131129.csv
20170222 01:41:17 Error:: <GetEnumerator>d__31.MoveNext(): System.OverflowException: Value was either too large or too small for a Decimal.
at System.Decimal..ctor(Double value)
at System.Decimal.op_Explicit(Double value)
at QuantConnect.Algorithm.DollarVolumeUniverseDefinitions.<>c__DisplayClass4_0.<Percentile>b__0(IEnumerable`1 selectionData) in C:\Users\Ivan\Development\Lean\Algorith
m\DollarVolumeUniverseDefinitions.cs:line 99
at QuantConnect.Data.UniverseSelection.FuncUniverse.SelectSymbols(DateTime utcTime, BaseDataCollection data) in C:\Users\Ivan\Development\Lean\Common\Data\UniverseSele
ction\FuncUniverse.cs:line 60
at QuantConnect.Data.UniverseSelection.Universe.PerformSelection(DateTime utcTime, BaseDataCollection data) in C:\Users\Ivan\Development\Lean\Common\Data\UniverseSelec
tion\Universe.cs:line 142
at QuantConnect.Lean.Engine.DataFeeds.UniverseSelection.ApplyUniverseSelection(Universe universe, DateTime dateTimeUtc, BaseDataCollection universeData) in C:\Users\Iv
an\Development\Lean\Engine\DataFeeds\UniverseSelection.cs:line 102
at QuantConnect.Lean.Engine.DataFeeds.SubscriptionSynchronizer.Sync(DateTime frontier, IEnumerable`1 subscriptions, DateTimeZone sliceTimeZone, CashBook cashBook, Date
Time& nextFrontier) in C:\Users\Ivan\Development\Lean\Engine\DataFeeds\SubscriptionSynchronizer.cs:line 159
at QuantConnect.Lean.Engine.DataFeeds.FileSystemDataFeed.<GetEnumerator>d__31.MoveNext() in C:\Users\Ivan\Development\Lean\Engine\DataFeeds\FileSystemDataFeed.cs:line
463
20170222 01:41:17 Trace:: FileSystemDataFeed.Run(): Data Feed Completed at 30/11/2013 05:00:00 UTC
20170222 01:41:17 Trace:: AlgorithmManager.Run(): Firing On End Of Algorithm...
If I undrestand this corectly this happens because functional data is not available on my machine. Should I download this data manually or QuantConnect should cache it?
Alexandre Catarino
In Lean's github repository, we only provide coarse fundamental data for a couple of days. If you want to backtest other dates, you will need to generated it yourself.
It is available in the Toolbox project, two downloaders for free data from Google and Yahoo. Once you download the data, you can easily write the coarse fundamental files you need.
Ivan Mushketyk
Hi @Alexandre.
Thank you for your reply.
Do I understand it correctly that there is no tool to download Yahoo or Google fundamental data?
Also from a quick look at the Google downloader it seems that it can only download data for one symbol. Does it also support download of fundamental data or should I implement data for every single stock and build a CSV file out of it?
Alexandre Catarino
These downloaders get us OHLC data. So you need to download every single stock and build the coarse fundamental csv file out of it.
Please keep in mind that you also need daily resolution files you will get with the downloader to run your strategy locally.
Ivan Mushketyk
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!