Importing external data
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Hi!
I'm wondering if it's possible to import external datasets, like for instance datasets in .CSV we can find on Quandl or something like it.Or if it's even possible to stream them "live", update them day by day with the latest day 's data, so even in the live trading phase (in the case a strategy is selected and wins the contest), it can trade consistently.
Thanks
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@magenta-grimer Hi, you can upload historical data inside your private folder, and call them from your strategy notebook. For live uploading on a daily basis, the easier and more practical solution would be to let us know which datastream you need, and we can see if we can implement it. Otherwise, users should upload data on a daily basis, it looks unpractical...
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@support @magenta-grimer
I am looking at the futures data and I notice for example the VIX. Of course it's only tradable since 2004 but as a feature for modelling I think it is of interest going back in time.I personally I guess will just add a pasted-together series of old and new VIX, for my own use, but it does bring up the issue of data that is for modelling versus trading - other users might get benefit from inclusion of this series, and while it is a competition, raising the general level of contributions is rational because the pie gets larger, or maybe doesn't get smaller. Adding research-only data series would start to complicate matters operationally but I think this project is inherently complex.
edit - I should clarify too that spot VIX vs the futures analysis requires the spot data, another reasonable analysis that it might be nice to be able to do in quantiacs strategies.
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@penrose-moore Thank you for the idea. For the Bitcoin Futures contest we are indeed patching the Bitcoin Futures data with the BTC spot price to build a meaningful time series. For the other Futures contracts, for the moment we will keep the futures histories only, but add spot prices + patching with spot prices to increase the length of the time series to our to-do list.
