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Hey Guys im having trouble accessing bar data for my continous Futures contract, I need the High, Low, and Close of each minute. this is what ive tried so far:
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bar = data[self._continuousContract.Mapped.Symbol]
bar = data[self._continuousContract.Mapped]
bar = data[contract]
bar = data[contract.Symbol]
bar = data.bar[contract.Symbol]but none of these methods are working, if anybody knows how to do it please let me know, Thanks
Shner
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Louis Szeto
Hi Shner
You may find clues in the example algorithm on the Future Security Master dataset page. It uses the canonical symbol as the key of the data object. So in the attached backtest's case, it should be
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Shner
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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