QuantConnect / QuantConnect/lean-cli
Data Download Future Options by Ticker
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- Dominant language
- Python
- Stars
- 326
- Forks
- 168
- Avg merge
- 3d 50m
- Merged PRs (30d)
- 3
Description
The following command doesn't download data:
$ lean data download --dataset "US Future Options" --data-type "trade" --ticker "ES" --market "cme" --resolution "minute" --start "20140101" --end "20250605"
Likely because of FutureOptions directory structure.
LEAN CLI json:
"all": [
"futureoption\/{market}\/{resolution}\/{ticker}"
]
I tested
"all": [
"futureoption\/{market}\/{resolution}\/{ticker}\/{expiry}\/{date}_{data-type}.zip"
]
by expiry would be required.
Regex in the database:
/^futureoption\/\w+\/minute\/\w+\/\w+\/[^\/]+\.zip$/m
By the way, LEAN CLI for US Future Option Universe:
$ lean data download --dataset "US Future Option Universe" --data-type "universe" --ticker "ES" --market "cme" --start "20240606" --end "20250606"
doesn't work (needs expiry).
Contributor guide
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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 reproducing the two lean data download commands for US Future Options and US Future Option Universe. Inspect the LEAN CLI JSON path patterns and the database regex shown in the issue, then verify that expiry is handled for both downloads and that the commands locate the expected files.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- cli, data
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100