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I have followed the tutorial https://www.quantconnect.com/blog/use-api-file-provider/ and unable to get the forex data.
config.json file configuration
"algorithm-type-name": "BasicTemplateForexAlgorithm",
"algorithm-location": "../../../Algorithm.Python/BasicTemplateForexAlgorithm.py",
"data-provider": "QuantConnect.Lean.Engine.DataFeeds.ApiDataProvider",
"job-user-id": "to-my-account-id",
"api-access-token": "to-my-account-token",In my BasicTemplateForexAlgorithm.py file, I have added the following
self.AddForex("EURUSD", Resolution.Minute, Market.Oanda)
self.AddForex("GBPUSD", Resolution.Minute, Market.Oanda)
self.AddForex("EURGBP", Resolution.Minute, Market.Oanda)
self.AddForex("AUDUSD", Resolution.Minute, Market.Oanda)
self.AddForex("AUDNZD", Resolution.Minute, Market.Oanda)
self.AddForex("USDJPY", Resolution.Minute, Market.Oanda)
self.AddForex("XAUUSD", Resolution.Minute, Market.Oanda)
The errors I am getting are
20200110 01:02:48.395 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\audnzd\20130108_quote.zip
20200110 01:02:48.397 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(AUDNZD), resolution(Minute) and date(9/01/2013).
20200110 01:02:48.414 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\gbpusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:48.415 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\gbpusd\20130108_quote.zip
20200110 01:02:48.418 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(GBPUSD), resolution(Minute) and date(9/01/2013).
20200110 01:02:48.692 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\eurgbp\20130109_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:48.695 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\eurgbp\20130109_quote.zip
20200110 01:02:48.697 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(EURGBP), resolution(Minute) and date(10/01/2013).
20200110 01:02:48.710 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\eurusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:48.711 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\eurusd\20130108_quote.zip
20200110 01:02:48.714 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(EURUSD), resolution(Minute) and date(9/01/2013).
20200110 01:02:48.973 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\xauusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:48.975 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\xauusd\20130108_quote.zip
20200110 01:02:48.975 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(XAUUSD), resolution(Minute) and date(9/01/2013).
20200110 01:02:49.044 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\usdjpy\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:49.049 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\usdjpy\20130108_quote.zip
20200110 01:02:49.052 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(USDJPY), resolution(Minute) and date(9/01/2013).
20200110 01:02:49.240 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\audnzd\20130109_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:49.242 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\audnzd\20130109_quote.zip
20200110 01:02:49.244 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(AUDNZD), resolution(Minute) and date(10/01/2013).
20200110 01:02:49.314 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\audusd\20130108_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:49.316 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\audusd\20130108_quote.zip
20200110 01:02:49.318 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(AUDUSD), resolution(Minute) and date(9/01/2013).
20200110 01:02:49.515 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\eurgbp\20130110_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:49.518 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\eurgbp\20130110_quote.zip
20200110 01:02:49.518 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(EURGBP), resolution(Minute) and date(11/01/2013).
20200110 01:02:49.578 ERROR:: ApiDataProvider.Fetch(): Unable to remotely retrieve data for path ../../../Data/forex\oanda\minute\gbpusd\20130109_quote.zip. Please make sure you have the necessary data in your online QuantConnect data library.
20200110 01:02:49.581 ERROR:: SubscriptionDataSourceReader.CreateStreamReaderError(): File not found: ../../../Data/forex\oanda\minute\gbpusd\20130109_quote.zip
20200110 01:02:49.583 Trace:: ApiDataProvider.Fetch(): Attempting to get data from QuantConnect.com's data library for symbol(GBPUSD), resolution(Minute) and date(10/01/2013).
Even all the files i.e. \oanda\minute\gbpusd\20130109_quote.zip exist on
https://www.quantconnect.com/data/tree/forex/oanda/minute
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.
Syed Javed Gardezi
Thank you Jared that worked.
Syed Javed Gardezi
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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