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I like to do my development in the Visual Studio solution and then move to the algorithm lab when I am ready to backtest. I am trying to get data for Gold Futures with
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self.AddFuture(Futures.Metals.Gold, Resolution.Minute)but nothing is being received in OnData. Is the futures data unavailable through the API? If so, what would be the best way for me to simulate how the data will come in when I go to backtest my algorithm in the algorithm lab?
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Jared Broad
Hi Riley! Due to licensing restrictions, we're not able to permit data to leave the QuantConnect website environment. So you cannot access futures data locally, but you can run backtests on code you've written locally. Check out Skylight for more information :Â
https://www.quantconnect.com/skylightÂ
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.
Riley Bolen
Thanks, I'll check that out!
Riley Bolen
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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