QuantConnect / QuantConnect/Lean
Implement FileFormat.PARQUET for SubscriptionDataSource
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depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Custom data supports the Parquet file format.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
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 locating SubscriptionDataSource and the existing FileFormat implementations. Compare how current formats are handled and identify the relevant tests or data-loading entry points. Done means custom data can be supplied in Parquet format and the existing behavior remains intact.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100