US 1min data giving 404. Can we get 1w and 1month too?

[vishalkhialani]

📖 Documentation

Please refer to the documentation: https://github.com/microsoft/qlib/blob/main/scripts/data_collector/yahoo/README.md

It gives a 404 error. requests.exceptions.HTTPError: 404 Client Error: Not Found for url: https://github.com/SunsetWolf/qlib_dataset/releases/download/v2/qlib_data_us_1min_latest.zip

Please advice if we can a source where we can download us data for 1 min intervals.

Thank you, V

[vishalkhialani]

Alternatively, can we use processors to convert the daily to weekly and monthly ? https://github.com/microsoft/qlib/blob/main/qlib/data/dataset/processor.py#L388

[SunsetWolf]

qlib does not provide a download for us 1min data, so the commands in the documentation were not available, and have now been removed. You can download the 1min data by yourself, and convert it to a bin file, and then use it.

[aleph23]

@vishalkhialani

• Look for a prog called 'TickDownloader' or 'QuantDataManager' for self D/L.
• Then export as CSV [DT,O,H,L,C,V].
• Rename your .CSV files to the 'feature name' (symbol: ie. AAPL, EURUSD, BTCUSD, etc)
• Then import with qlib/scripts/dump_bin.py.

[vishalkhialani]

thank you @aleph23

[aleph23]

thank you @aleph23

I just switched step three and four. Code pulls the 'feature name' from the file name, so rename it before running dump_bin on it.