With the My Data feature you can upload your own data to Quantopian and access it in research and the IDE via Pipeline. You’ll be able to add historical data as well as live-updating data on a nightly basis.
Your custom data will be processed similar to Quantopian Partner Data. In order to accurately represent your data in pipeline and avoid lookahead bias, your data will be collected, stored, and surfaced in a point-in-time fashion. You can learn more about our process for working with point-in-time data here: How is it Collected, Processed, and Surfaced? . A more detailed description, Three Dimensional Time Working with Alternative Data, is also available.
Once on the platform, your datasets are only importable and visible to you. If you share an algorithm or notebook that uses one of your private datasets, other community members won't be able to import the dataset.
Dataset Upload Format
Initially, My Data will support “reduced” custom datasets. A reduced dataset has no more than one row of data per asset per day. This format fits naturally into the expected pipeline format. Data should be in .csv format (comma-separated value) with a minimum of three columns: one primary date, one primary asset and one or more value columns. The value column(s) is generally the data that you want to use in your research or algorithm.
During the historical upload process, you will need to map your data columns into one of the data formats below.:
- Numeric- Values. Note that these will be converted to floats to maximize precision in future calculation.
- String- Textual values which do not need further conversion. Often titles, or categories.
- Datetime- Date or a date with a timestamp. An additional date column that can be examined within the algorithm or notebook.
- Bool - True or False values
Two Data Column CSV Example:
Below is a very simple example of a .csv file that can be uploaded to Quantopian. The first row of the file must be a header, and columns are separated by the comma character (,).
date,symbol,signal1,signal2 1/1/14,TIF,1204.5,0 1/2/14,TIF,1225,0.5 1/3/14,TIF,1234.5,0 1/6/14,TIF,1246.3,0.5 1/7/14,TIF,1227.5,0 …..
We will be adding members to our closed alpha shortly. Please tell us more about your data and your use case here.
If you have any questions, feel free to contact us at [email protected]