Are the limitations of the Download() function documented somewhere (akin to the whitelist provided for libraries)?
I'm trying to fetch data from an external source using the QCAlgorithm.Download() function.
The data is part of the universe selection, and hence scheduled daily.
When running backtests, all goes well until 100 downloads have been executed.
From then on, all calls to Download(...) return an empty string, without any logged errors/warnings/exceptions.
I've looked at the algo reference documentation which just states:
"You may want to import a single static reference file - such as loading a daily symbol list, or an AI-training file. This is possible with the Download()"
Derek Melchin
Hi Uli,
The Download method is rate-limited. We've created a GitHub Issue to have this information added to the documentation. Track our progress here.
Best,
Derek Melchin
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Uli Weltersbach
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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