Cached Quandl Data

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Assessment

Difficulty
4/5
Estimated time
3-5 days
Newbie friendliness
30/100
Issue type
Bug
Clarity
Mostly clear
Activity status
Stale
Tech stack
csharp
Domain
data

Research direction

The issue concerns Optimization, parallel Quandl requests, and existing CBOE caching; begin by locating those paths in the repository and comparing their data-access behavior. Done means Optimization can use Quandl data without forbidden responses, with the requested cached-data behavior for popular datasets.

Written by the indexing model from the issue text.

Description

Expected Behavior

An algorithm using the Optimization feature should be able to use Quandl data.

Actual Behavior

An algorithm using the Optimization feature cannot use Quandl data because the parallel web requests to Quandl result in a forbidden message.

Potential Solution

Use cached data. QuantConnect can cache popular Quandl data such as USTREASURY/YIELD daily like it does for CBOE

System Information

Optimization in QuantConnect Cloud.

Checklist
  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
Dominant language
C#
Stars
7
Forks
17
No merged PRs in 30d

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  4. Open a pull request that references the issue number.

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