Hi, I'm using the Lean framework to develop locally and am writing a Screener / Filter for my algorithm using the 'AddUniverse' method. I'm pulling in CourseFundamental data for time periods that aren't supplied by default in the git repo.
I've read through the documentation here:
I've connected my api keys and job id's - but I get exceptions on line 64 of the ApiDataProvider class. It looks like it's been written only to support downloading equity resolution data, and not the fundamental data.
Is there a way to automatically download Fundamental data? Or do I need to manually download each file? Or is there an API end point I can manually implement myself to get this data?
Thanks.
Jared Broad
Hey Levi, sorry due to our data licenses we can only make it available for FX data.
Best,
Jared
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Levi Leckenby
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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