Local Data Feed Options Aren't Correct

QuantConnect / lean-cli

CLI for running the LEAN engine locally and in the cloud

https://www.lean.io/cli

Apache License 2.0

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Local Data Feed Options Aren't Correct #78

Closed DerekMelchin closed 2 years ago

DerekMelchin commented 2 years ago

If I deploy a local live algorithm to Coinbase Pro with the CLI, the prompts ask me to select either the Coinbase Pro or IQFeed data feed. The following IQFeed docs don't show Crypto as a supported asset class:

https://ws1.dtn.com/IQ/Search/
https://iqfeed.net/symbolguide/

DerekMelchin commented 2 years ago

This issue also occurs with the Samco and Zerodha brokerages. The IQFeed search page doesn't show the National Stock Exchange (NSE) or Bombay Stock Exchange (BSE) as supported exchanges.

Martin-Molinero commented 2 years ago

This is a grey area, current implementation is generic and allows cross asset data requests connecting to multiple data feeds at the same time. You can even argue it's a feature potentially enabling some arbitrage opportunities