As far as I can see, Lean is provided as multiple C# packages in Nuget repository.
http://nugetstatus.com/home/search?q=quantconnect
Is it possible to use only specific part of the framework without downloading the whole Lean, e.g. only OptionChainProvider?
If yes, what exactly package from the list by the link above shoud I use?
Alexandre Catarino
If you want to use only the implemented option chain provider, you should download the Lean Engine.
https://www.nuget.org/packages/QuantConnect.Lean.Engine
In the QuantConnect.Lean.Engine.DataFeeds namespace, we can find:
By default, the BacktestingOptionChainProvider will look for files at ."./../../Data/".
They implement the QuantConnect.Interfaces.IOptionChainProvider (QuantConnect.Common.dll).
Artemiusgreat
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