Request: custom dataset import

Hi, I saw a similar request thread somewhere but can’t find it - just wanted to add another upvote for custom data support.

examples of things i’d like to import:
options data
tiingo price/fundamentals
proprietary scoring of sec filings

rough eta? is that on the roadmap?

quantrocket coming along nicely from the last time i looked at it many months ago

Along with options, custom data is the most frequently requested feature and makes a lot of sense for a platform that caters to data-driven traders. It is on the road map to explore in more detail and figure out a plan. Much of what people like about QuantRocket is how easy it is to work with the data, but that’s harder to replicate with custom data because the software has to be “flying blind,” not knowing the specifics of the custom data. The ease of use comes from the software being tightly tailored to the schema, size, and other specific characteristics of each individual dataset. Still, some kinds of solutions are possible, they just need to be hammered out.

Who’s your options data provider?

Another upvote for this idea; particularly interested in the SEC EDGAR data; similar to what’s available in QuantConnect.