QuantConnect / QuantConnect/Lean
Add Oanda FX Volume Alternative Data Type
Open
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feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
QuoteBar does not provide volumes, but my broker Oanda provides volumes, and since all instruments are managed as QuoteBar, I dont have access to volumes in Lean.
Is it possible to add this feature?
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the existing QuoteBar model and the Oanda data-handling path to understand how instruments and volume are represented. The issue does not name files or tests, so first determine the intended alternative data type and compatibility requirements; done should mean Oanda volume is available without breaking existing QuoteBar consumers.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100