I feel your pain though! So I ascertain from James' answer and other posts that I've read, that an algo can read a file but not write to it. That would explain why some people here are apparently using additional automation external to Quantopian algo to do the writing to the file, so that you don't have to update the file manually. I do automation for a living, so I can possibly do something for myself that satisfies my requirements. But to somehow make it easy to implement by others would be a significant challenge. That is why it is less painful to simply write the algo code with the assumption that the data will not be long - term persistent because of the algo disconnects / stops. So James's suggestion makes sense in that context. You would have to estimate / calculate important algo state stuff upon each initiation / restart of the algo.