Added Security.SetMarket#115
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jaredbroad merged 2 commits intoJun 20, 2015
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Cool thanks @StefanoRaggi :) We're actually just about to clean that up now to merge "Country Code" and "Liquidity Provider" into one concept -- "Market". This way we can minimize the variables and switching and its a more generic idea. Give me 30minutes and I'll commit the new Markets build. |
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@jaredbroad Ok. I'll wait and adapt the code to the new commits. |
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Thanks for the PR @StefanoRaggi, its a good addition |
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This enables users to download, convert and use data from providers currently unsupported by Lean (e.g. Oanda, Alpari, etc.)
The location of the custom data is, as usual, \data-folder\security-type\market\resolution\symbol...
Usage example, in algorithm Initialize():