Historical Data

public class AlternativeDataHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 20);
        // Get the Symbol of a dataset.
        var datasetSymbol = AddData<Fred>("RVXCLS").Symbol;
        // Get the trailing 5 days of Fred data.
        var history = History<Fred>(datasetSymbol, 5, Resolution.Daily);
        // Iterate through the historical data points.
        foreach (var dataPoint in history)
        {
            var t = dataPoint.EndTime;
            var value = dataPoint.Value;
        }
    }
}

class AlternativeDataHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 20)
        # Get the Symbol of a dataset.
        dataset_symbol = self.add_data(Fred, 'RVXCLS').symbol
        # Get the trailing 5 days of Fred data in DataFrame format.
        history = self.history(dataset_symbol, 5, Resolution.DAILY)

class RegalyticsHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 20)      
        # Get the all the Regalytics articles that were published over the last day, organized in a DataFrame.
        dataset_symbol = self.add_data(RegalyticsRegulatoryArticles, "REG").symbol
        history = self.history(dataset_symbol, 1, Resolution.DAILY, flatten=True)

public class RegalyticsHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 20);
        // Get the all the Regalytics articles that were published over the last day.
        var datasetSymbol = AddData<RegalyticsRegulatoryArticles>("REG").Symbol;
        var history = History<RegalyticsRegulatoryArticles>(datasetSymbol, 1, Resolution.Daily);
        // Iterate through each day of articles.
        foreach (var articles in history)
        {
            var t = articles.EndTime;
            // Get the unique alert types for this day.
            var altertTypes = articles.Select(article => (article as RegalyticsRegulatoryArticle).AlertType).Distinct().ToList();
        }
    }
}

public class AltDataUniverseHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 23);
        // Add a universe of US Equities based on an alternative dataset.
        var universe = AddUniverse<BrainStockRankingUniverse>();
        // Get 5 days of history for the universe.
        var history = History(universe, TimeSpan.FromDays(5));
        // Iterate through each day of the universe history.
        foreach (var altCoarse in history)
        {
            // Iterate through each asset in the universe on this day and access its data point attributes.
            foreach (BrainStockRankingUniverse stockRanking in altCoarse)
            {
                var symbol = stockRanking.Symbol;
                var t = stockRanking.EndTime;
                var rank2Days = stockRanking.Rank2Days;
            }
        }
    }
}

class AltDataUniverseHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 23)    
        # Add a universe of US Equities based on an alternative dataset.
        universe = self.add_universe(BrainStockRankingUniverse)
        # Get 5 days of history for the universe.
        history = self.history(universe, timedelta(5), flatten=True)

// Get the latest 3 data points of all the securities/datasets in the notebook, packaged into Slice objects.
var history = History(3);
// Iterate through each Slice and get the synchronized data points at each moment in time.
foreach (var slice in history)
{
    var t = slice.Time;
    if (slice.ContainsKey(symbol))
    {
        var price = slice[symbol].Price;
    }
    if (slice.ContainsKey(datasetSymbol))
    {
        var hashRate = ((BitcoinMetadata)slice[datasetSymbol]).HashRate;
    }
}

class SliceHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 23)  
        # Add an asset and an alternative dataset.
        symbol = self.add_crypto('BTCUSD', Resolution.DAILY, Market.BITFINEX).symbol
        dataset_symbol = self.add_data(BitcoinMetadata, symbol).symbol
        # Get the latest 3 data points of all the securities/datasets in the notebook, packaged into Slice objects.
        history = self.history(3)
        # Iterate through each Slice and get the synchronized data points at each moment in time.
        for slice_ in history:
            t = slice_.time
            if symbol in slice_:
                price = slice_[symbol].price
            if dataset_symbol in slice_:
                hash_rate = slice_[dataset_symbol].hash_rate

class SparseDatasetHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 23)      
        # Add a sparse dataset. In this case, the default resolution is daily.
        symbol = self.add_data(USEnergy, 'PET.WGFSTUS1.W').symbol
        # Get 30 days of history for the dataset.
        history = self.history(symbol, 30)

public class SparseDatasetHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 23);
        // Add a sparse dataset. In this case, the default resolution is daily.
        var symbol = AddData<USEnergy>("PET.WGFSTUS1.W").Symbol;
        // Get 30 days of history for the dataset.
        var history = History(symbol, 30);
        // Iterate through each data point.
        foreach (var dataPoint in history)
        {
            var t = dataPoint.EndTime;
            var weeklyImports = dataPoint.Value;
        }
    }
}