How to convert data from other sources that can be used by qlib?

## ❓ Questions and Help

Hello there,

We are trying to get the latest stock data from Yahoo Finance, but the problem is the data coming out from there is in a different format that Qlib can accept. So we are wondering if we can access the logic to convert our own data into a form, which Qlib or the DataHandler module can handle? 

Thanks for any help in advance!