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I would like to download more data to test my algos in Lean. I have downloaded the Lean and successfully compiled and run the Basic Template. Since there is only 5 days of data in the Data folder, I cannot run other templates that require more days of data like the 12 bar RSI for example.
What is the least painful way to get more data than is supplied in the /Data directory in the Lean source.
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Jared Broad
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.
Deric B
Michael H
Deric B
Jared Broad
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.
Deric B
Thomas Ikegwu
J Kiely
I had a similar problem, especially since Google and Yahoo shut down their APIs. firstratedata.com has some good intraday datasets going back 10+ years for free. Tickdata.com has very high-resolution data but it isn't cheap.Â
Halldor Andersen
Hi J Kiely.
You can backtest your algorithms with high-resolution data for free using the QuantConnect IDE or the Research Environment.
The QuantConnect Data Explorer lists available data that can be used or purchased. This is currently limited to free FX data from FXCM and OANDA, or purchased crypto data from Kaiko.
Nicholas Stein
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.
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