Extend data download

[Martin-Molinero]

• Extend data download to support other data providers apart from QC, similar to the backtest/research --data-provider option
  • First use for this feature is polygon

[Priyal-Saxena]

Hey, I researched about this.
I found option --data-provider and data_provider in research.py and backtest.py, as well as in test_backtest.py file. (but not in test_research.py)
I was hoping to add similar snippets of code to download.py and test_download.py files.
but on reading code of download.py i came to the understanding that the user is being asked to select the dataset and/or product they want, and then they are asked to pay for the dataset.

so my doubt was that if we add an option to download data from other providers, will it still have

1. options to select from
2. need for payment from the user

[jaredbroad]

Hi @Priyal-Saxena! Sorry for the delay. We'll start this project this month, if there's interest in contributing it please login to discord and we can talk through the steps - quantconnect.com/discord