List of Historical Volume

Hey Joseph Matteo Scorsone,

one way to access the past volume data is to do a history request:

#Jupyter Notebook
qb = QuantBook()
self = qb
spy = qb.AddEquity("SPY")
history = qb.History(spy.Symbol, 360, Resolution.Daily)
#Its similar in QC

Another way would be to save the values to a rolling window:

from AlgorithmImports import *

class SleepyVioletAlbatross(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2020, 5, 17)
        self.SetEndDate(2021, 5, 17)
        self.UniverseSettings.Resolution = Resolution.Daily

        self.volume_window = RollingWindow[float](4)
        spy = self.AddEquity("SPY", Resolution.Daily).Symbol

    def OnData(self, data: Slice):
        self.volume_window.Add(data["SPY"].Volume)
        if not self.volume_window.IsReady:
            return
        self.Plot("Volume", "Value", self.volume_window[0])

Read more about rolling windows and how to access them here