Historical Data

// Get the latest 3 data points of all the securities/datasets in the notebook, packaged into Slice objects.
var history = History(3);

# Get the latest 3 data points of all the securities/datasets in the notebook, packaged into Slice objects.
history = self.history(3)

public class ListHistoryResponseAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 1);
        // Get the Symbol of an asset.
        var symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        // Create an indicator that is a function of historical bars.
        var indicator = new AverageTrueRange(21);
        // Get the latest TradeBar objects of the asset.
        var history = History<TradeBar>(symbol, indicator.WarmUpPeriod);
        // Update the indicator with the historical TradeBar objects.
        foreach (var bar in history)
        {
            indicator.Update(bar);
        }
    }
}

class ListHistoryResponseAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 1)
        # Get the Symbol of an asset.
        symbol = self.add_equity('SPY', Resolution.DAILY).symbol
        # Create an indicator that is a function of historical bars.
        indicator = AverageTrueRange(21)
        # Get the latest TradeBar objects of the asset.
        history = self.history[TradeBar](symbol, indicator.warm_up_period)
        # Update the indicator with the historical TradeBar objects.
        for bar in history:
            indicator.update(bar)

public class ListHistoryResponseAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 1);
        // Get the Symbol of some assets.
        var spy = AddEquity("SPY").Symbol;
        var aapl = AddEquity("AAPL").Symbol;
        
        // Example: List<QuoteBars>
        foreach (var quoteBars in History<QuoteBar>(new[] { spy, aapl }, 3))
        {
            var t = quoteBars.Time;
            foreach (var kvp in quoteBars)
            {
                var symbol = kvp.Key;
                var quoteBar = kvp.Value;
                var bid = quoteBar.Bid;
            }
        }
        
        // Example: List<Ticks>
        foreach (var ticks in History(new[] { spy, aapl }, TimeSpan.FromDays(3), Resolution.Tick))
        {
            foreach (var kvp in ticks)
            {
                var symbol = kvp.Key;
                var tick = kvp.Value;
                var t = tick.Time;
                var price = tick.Price;
            }
        }
        
        // Example: List<Dictionary<Symbol, QuiverInsiderTrading>>
        var spyInsider = AddData<QuiverInsiderTrading>(spy).Symbol;
        var aaplInsider = AddData<QuiverInsiderTrading>(aapl).Symbol;
        foreach (var dataBySymbol in History<QuiverInsiderTrading>(new[] { spyInsider, aaplInsider }, 365, Resolution.Daily))
        {
            foreach (var kvp in dataBySymbol)
            {
                var datasetSymbol = kvp.Key;
                var insiderTrading = kvp.Value;
                var assetSymbol = datasetSymbol.Underlying;
                var t = insiderTrading.EndTime;
                var sharesTraded = insiderTrading.Shares;
            }
        }
    }
}