Download By Ticker

Key Concepts

Introduction

Downloading data by the ticker is the ideal, low-cost option to acquiring local trading data if you don't need an entire universe. This technique is for smaller, discrete downloads. You can download our ticker data through the CLI or LEAN in exchange for some QuantConnect Credit (QCC). Before the CLI or LEAN download new files, they check if your local machine already stores the files.

To use the CLI, you must be a member in an organization on a paid tier.

Using the CLI

You can download datasets with the CLI using the non-interactive mode or the interactive mode.

Non-Interactive Mode

Follow these steps to download datasets with the non-interactive mode of the CLI:

  1. Open the listing page of the dataset that you want to download.
  2. Click the CLI tab.

    3. If there is no CLI tab, you can't download the dataset.

  3. Fill in the Command Line Generator form.
  4. Select Windows or Unix.
  5. Copy the CLI command that the form displays.
  6. Open a terminal in your organization workspace and then run the command.
  7. If you haven't already agreed to the CLI API Access and Data Agreement, in the browser window that opens, read the document and click I Accept The Data Agreement.

The CLI displays a summary of your purchase and the download progress.

Data that will be purchased and downloaded:
┌─────────────┬──────────┬────────────────────────┬────────────┬────────┐
│ Dataset     │ Vendor   │ Details                │ File count │ Price  │
├─────────────┼──────────┼────────────────────────┼────────────┼────────┤
│ US Equities │ AlgoSeek │ Data type: Trade       │ 3          │ 15 QCC │
│             │          │ Ticker: SPY            │            │        │
│             │          │ Resolution: Minute     │            │        │
│             │          │ Start date: 2023-01-01 │            │        │
│             │          │ End date: 2023-01-05   │            │        │
└─────────────┴──────────┴────────────────────────┴────────────┴────────┘
Total price: 15 QCC
Organization balance: 10,000 QCC

Data Terms of Use has been signed previously.
Find full agreement at: https://www.quantconnect.com/terms/data/?organization=<organizationId>
==========================================================================
CLI API Access Agreement: On 2022-04-12 22:34:26 You Agreed:
- Display or distribution of data obtained through CLI API Access is not permitted.
- Data and Third Party Data obtained via CLI API Access can only be used for individual or internal employee's use.
- Data is provided in LEAN format can not be manipulated for transmission or use in other applications.
- QuantConnect is not liable for the quality of data received and is not responsible for trading losses.
==========================================================================

 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 100% (32/32)

Interactive Mode

Follow these steps to download datasets with the interactive mode of the CLI:

  1. Log in to the CLI if you haven't done so already.
  2. Open a terminal in one of your organization workspace directories.
  3. Run lean data download to start an interactive downloading wizard.
  4. Go through the interactive wizard to configure the data you want to download.
  5. After configuring the data you want to download, enter N when asked whether you want to download more data. 
    $ lean data download
Selected data:
...
Total price: 10 QCC
Organization balance: 10,400 QCC
Do you want to download more data? [y/N]: N
  6. In the browser window that opens, read the CLI API Access and Data Agreement and click I Accept The Data Agreement.
  7. Go back to the terminal and confirm the purchase to start downloading. 
    $ lean data download
You will be charged 10 QCC from your organization's QCC balance
After downloading all files your organization will have 10,400 QCC left
Continue? [y/N]: y
[1/1] Downloading equity/usa/daily/spy.zip (10 QCC)

Many of the datasets depend on the US Equity Security Master dataset because the US Equity Security Master contains information on splits, dividends, and symbol changes. To check if a dataset depends the US Equity Security Master, see the listing in the Dataset Market. If you try to download a dataset through the CLI that depends on the US Equity Security Master and you don't have an active subscription to it, you'll get an error.

For example, follow these steps to download US Equity data from the Dataset Market:

  1. Open a terminal in one of your organization workspace directories.
  2. Run lean data download to start an interactive downloading wizard and then select QuantConnect to list the categories in the Dataset Market. 
    $ lean data download
Select a historical data provider:
1) Interactive Brokers
2) Oanda
3) Bitfinex
4) Coinbase Advanced Trade
5) Binance
6) Kraken
7) CharlesSchwab
8) IQFeed
9) Polygon
10) FactSet
11) AlphaVantage
12) CoinApi
13) ThetaData
14) QuantConnect
15) Local
16) Terminal Link
17) Bybit
18) TradeStation
19) Alpaca
20) Tastytrade
21) Eze
22) dYdX
23) Databento
Enter an option: 14
  3. Enter the dataset category number. 
    $ lean data download
Select a category:
1) Commerce Data (3 datasets)
2) Consumer Data (2 datasets)
3) Energy Data (2 datasets)
4) Environmental Data (1 dataset)
5) Financial Market Data (30 datasets)
6) Industry Data (1 dataset)
7) Legal Data (2 datasets)
8) News and Events (4 datasets)
9) Political Data (2 datasets)
10) Transport and Logistics Data (1 dataset)
11) Web Data (9 datasets)
Enter an option: 5
  4. Enter the dataset number. 
    $ lean data download
Select a dataset:
1) Bitcoin Metadata
2) Brain Language Metrics on Company Filings
3) Brain ML Stock Ranking
4) CFD Data
5) Composite Factor Bundle
6) Cross Asset Model
7) FOREX Data
8) Insider Trading
9) International Future Universe
10) NFT Sales
11) Tactical
12) US Congress Trading
13) US ETF Constituents
14) US Equities
15) US Equity Coarse Universe
16) US Equity Option Universe
17) US Equity Options
18) US Equity Security Master
19) US Future Option Universe
20) US Future Options
21) US Future Universe
22) US Futures
23) US Futures Security Master
24) US Index Option Universe
25) US Index Options
26) US Interest Rate
27) US SEC Filings
28) US Treasury Yield Curve
29) VIX Central Contango
30) VIX Daily Price
Enter an option: 13

    If you don't have an active subscription to the US Equity Security Master, you'll get the following error message:

    Your organization needs to have an active Security Master subscription to download data from the 'US Equities' dataset
    You can add the subscription at https://www.quantconnect.com/datasets/quantconnect-security-master/pricing
  5. Enter the data type. 
    $ lean data download
Data type:
1) Trade
2) Quote
3) Bulk
Enter an option: 1
  6. Enter the ticker(s). 
    $ lean data download
Ticker(s) (comma-separated): SPY
  7. Enter the resolution. 
    $ lean data download
Resolution:
1) Tick
2) Second
3) Minute
4) Hour
5) Daily
Enter an option: 3
  8. If you selected tick, second, or minute resolution in the previous step, enter the start and end date. 
    $ lean data download
Start date (yyyyMMdd): 20230101
End date (yyyyMMdd): 20230105
  9. Review your selected data and enter whether you would like to download more data. 
    $ lean data download
Selected data:
┌─────────────┬──────────┬────────────────────────┬────────────┬────────┐
│ Dataset     │ Vendor   │ Details                │ File count │ Price  │
├─────────────┼──────────┼────────────────────────┼────────────┼────────┤
│ US Equities │ AlgoSeek │ Data type: Trade       │ 3          │ 15 QCC │
│             │          │ Ticker: SPY            │            │        │
│             │          │ Resolution: Minute     │            │        │
│             │          │ Start date: 2023-01-01 │            │        │
│             │          │ End date: 2023-01-05   │            │        │
└─────────────┴──────────┴────────────────────────┴────────────┴────────┘
Total price: 15 QCC
Organization balance: 10,000 QCC
Do you want to download more data? [y/N]: n
  10. If you haven't already agreed to the CLI API Access and Data Agreement, in the browser window that opens, read the document and click I Accept The Data Agreement.
  11. Confirm your data purchase. 
    $ lean data download
Data Terms of Use has been signed previously.
Find full agreement at: https://www.quantconnect.com/terms/data/?organization=<organizationId>
==========================================================================
CLI API Access Agreement: On 2022-04-12 22:34:26 You Agreed:
- Display or distribution of data obtained through CLI API Access is not permitted.
- Data and Third Party Data obtained via CLI API Access can only be used for individual or internal employee's use.
- Data is provided in LEAN format can not be manipulated for transmission or use in other applications.
- QuantConnect is not liable for the quality of data received and is not responsible for trading losses.
==========================================================================

You will be charged 15 QCC from your organization's QCC balance
After downloading all files your organization will have 9,985 QCC left
Continue? [y/N]: y

    12. After you confirm your data purchsae, the CLI downloads the data and prints its progress.

    $ lean data download
 ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 100% (3/3)

Using Lean

For more information about using LEAN to download datasets, see Download Datasets During Backtests.

Supported Datasets

To view all of the supported datasets, see the Dataset Market.

You can also see our Videos. You can also get in touch with us via Discord.

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