To help 'Mr' get started with historical data on QuantConnect without using the LeanCLI immediately, here are some detailed pointers:

Accessing Historical Data

1. Research Environment:

   • QuantConnect provides a Research Environment, which is a Jupyter notebook-based interactive environment. You can test hypotheses, perform data analysis, and develop your strategies using the QuantBook class. This environment supports Python and C# and allows you to access QuantConnect's vast data library.

2. QuantConnect API for Historical Data:

   • You can use the add_equity method within the initialize function of your algorithm to add equity securities for which you want historical data in your algorithm. For example:

     self.add_equity('SPY', Resolution.DAILY)

   • To request historical data, use the history method on the added asset's symbol within your algorithm:

     history = self.history(self.symbol('SPY'), 5, Resolution.DAILY)
     # This provides the last 5 days of daily resolution data for SPY.

Access Considerations

• Researcher Account: Signing up for a Researcher account or using the QuantConnect Cloud Platform will allow you to access historical data and test algorithms in a cloud environment. This might be a good starting point before directly moving to LeanCLI.

• Acquiring Data: If you intend to subscribe to the Researcher account temporarily to download historical data, you could use the acquired data to experiment and build strategies over several months. You might choose specific securities like major indices (e.g., SPY, GOOGL, AAPL) as starting points.

Instrument Suggestions

• Equities: For beginners, popular stocks like 'SPY' (S&P 500 ETF), 'AAPL' (Apple), 'GOOGL' (Alphabet/Google), and other high-volume stocks can be excellent choices. They provide a good mix of stability and represent broader market movements.

• Cryptocurrency Data: Since you have a Coinbase account, consider accessing cryptocurrency data available for free from exchanges like Coinbase. This can be a cost-effective way to start with real-time and historical data for digital assets.

By utilizing QuantConnect's Research Environment or Cloud Platform, 'Mr' can effectively learn to build and test quantitative trading strategies without committing to the setup required for LeanCLI. This also provides flexibility in testing different types of assets and strategies at a controlled pace.

Sources: Getting Started - QuantConnect.com, Key Concepts - QuantConnect.com, Opening Range Breakout for Stocks in Play, Sector Rotation Based On News Sentiment, Getting Started - QuantConnect.com