Asset Classes

public class IndexPriceHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of an Index.
        var symbol = AddIndex("SPX").Symbol;
        // Get the 5 trailing daily bars of the Index. 
        var history = History(symbol, 5, Resolution.Daily);
        // Iterate through each bar and get its price.
        foreach (var bar in history)
        {
            var t = bar.EndTime;
            var price = bar.Close;
        }
    }
}

class IndexPriceHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of an Index.
        symbol = self.add_index('SPX').symbol
        # Get the 5 trailing daily bars of the Index in DataFrame format. 
        history = self.history(symbol, 5, Resolution.DAILY)

public class SliceHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 1);
        // Add some securities and datasets.
        AddIndex("SPX");
        // Get the historical Slice objects over the last 5 days for all the subcriptions in your algorithm.
        var history = History(5, Resolution.Daily);
        // Iterate through each historical Slice.
        foreach (var slice in history)
        {
            // Iterate through each TradeBar in this Slice.
            foreach (var kvp in slice.Bars)
            {
                var symbol = kvp.Key;
                var bar = kvp.Value;
            }
        }
    }
}

class SliceHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 1)
        # Add some securities and datasets.
        self.add_index('SPX')
        # Get the historical Slice objects over the last 5 days for all the subcriptions in your algorithm.
        history = self.history(5, Resolution.DAILY)
        # Iterate through each historical Slice.
        for slice_ in history:
            # Iterate through each TradeBar in this Slice.
            for symbol, trade_bar in slice_.bars.items():
                close = trade_bar.close

public class IndexIndicatorHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddIndex("SPX").Symbol;
        // Get the 21-day SMA values of the security for the last 5 trading days. 
        var history = IndicatorHistory(new SimpleMovingAverage(21), symbol, 5, Resolution.Daily);
        // Get the maximum of the SMA values.
        var maxSMA = history.Max(indicatorDataPoint => indicatorDataPoint.Current.Value);
    }
}

class IndexIndicatorHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_index('SPX').symbol
        # Get the 21-day SMA values of the security for the last 5 trading days. 
        history = self.indicator_history(SimpleMovingAverage(21), symbol, 5, Resolution.DAILY)