Initial code for DataBento Implementation.#2
Merged
jaredbroad merged 15 commits intoQuantConnect:masterfrom Nov 5, 2025
Merged
Initial code for DataBento Implementation.#2jaredbroad merged 15 commits intoQuantConnect:masterfrom
jaredbroad merged 15 commits intoQuantConnect:masterfrom
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…d Tick. Subscribe and Unsubscribe are now sync and return bools for success. GetHistory is the default implementation, no override. Fixed the wrong gateway url.
jaredbroad
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Sep 29, 2025
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| _equitySymbol = AddEquity("SPY").Symbol; | ||
| _customDataSymbol = AddData<DataBentoDataType>(_equitySymbol).Symbol; |
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Please update to work and demonstrate the new data.
Delete all the non-db related code like custom data etc.
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| ### Meta | |||
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Please update and complete file
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| ### Requesting Data | |||
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| # Get {vendorNameDatasetName} | ||
| vendorNameDatasetName=${PWD##*.} | ||
| vendorNameDatasetNameUniverse=${vendorNameDatasetName}Universe |
…teo-Scorsone/Lean.DataSource.DataBento into databento-integration
…teo-Scorsone/Lean.DataSource.DataBento into databento-integration
… for data aggregator. Data is now recieved in OnData. All log.Trace's are not commented out, they will print to the screen.
…xplicitly subscribed to tick.
not needed in the repo
…teo-Scorsone/Lean.DataSource.DataBento into databento-integration
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This is the first bit of code I did for the historical code through IDataProvider and live through IDataQueueHandler. I started only supporting futures, later on can branch into more. I use the raw HTTP client to get historical data through the HTTP request, and I made a live client handler since DataBento uses a TCP connection, not wss, it's different than the implantation for a data provider like Polygon. The repo might be a bit messy, wasn't sure if any files could be deleted so I kept them. Let me know the state of this implementation!