Hey guys, not sure what I'm doing wrong, but the code below doesn't produce any extended hours data? Similar code in a CSharp Research notebook does provide extended hours data, so not sure what's going on. Any help/advice is much appreciated. Thanks!

 

Python Code

spy = qb.AddEquity("SPY", Resolution.Minute, Market.USA, True, 1, True)
history = qb.History(spy.Symbol, 1000, Resolution.Minute)
history

 

C# Code

#load "../QuantConnect.csx"
var algo = new QuantBook();
var spy = algo.AddEquity("SPY", Resolution.Minute, Market.USA, true, 1, true);
var history = algo.History(algo.Securities.Keys, 360, Resolution.Minute);
foreach(var slice in history.Take(1000)) {
Console.WriteLine(slice.Bars[spy.Symbol].ToString());
Console.WriteLine(slice.Bars[spy.Symbol].Time);
}