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Feature: support new historical(download) providers #478

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Romazes
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@Romazes Romazes commented Jul 30, 2024

Description

This Pull Request introduces several new features and improvements to our data downloader:

  1. New (optional) parameter in lean data downloader: --data-downloader-brokerage

    • A new command has been added to the download parameters. This command is used when we utilize a generic historical provider of brokerages.
  2. Historical Provider for Alpaca and TradeStation

    • Added support for Alpaca as a historical data provider.
    • Added support for TradeStation as a historical data provider.
    • This enhancement allows users to fetch historical data from these two popular brokerage services.
  3. Default Market for Crypto SecurityType

    • A default market is now assigned when using the Crypto SecurityType.
    • This update simplifies the process of downloading historical data for cryptocurrency by automatically selecting a default market.

@Romazes Romazes self-assigned this Jul 30, 2024
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@Martin-Molinero Martin-Molinero left a comment

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Nice! Shared minor request in slack

@Martin-Molinero Martin-Molinero merged commit 80cbae6 into QuantConnect:master Jul 31, 2024
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@Romazes Romazes deleted the feature-support-new-downloader-providers branch August 5, 2024 15:38
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2 participants