RollingWindow.Add(data?)

Any suggestions on how to get prior bar's volume would be appreciated.

@Boris, if you want to read any field of the previous bar, the RollingWindow must be at least of size 2 (one for the current bar, one for the previous bar).

Also, if you are adding objects of a custom type you should declare it as a RollingWindow of the same type, so you have access to all its properties:

@Stefano

Happy New Year! And thanks for your help. However, I am still struggling with this algorithm and I am  still not getting the desired output (i.e. previous bar's volume). It seems so simple, but I am probably not entering the correct source of data into history.Add( ), line 47 in OnData method. I am receiving this:

2016-01-04 11:16:00 Runtime Error: System.ArgumentOutOfRangeException: Must be between 0 and Count 1
Parameter name: i
Actual value was 2.
  at QuantConnect.Lean.Engine.Engine.Run (QuantConnect.Packets.AlgorithmNodePacket job, System.String assemblyPath) [0x0062b] in <ce05d63309ce421b983800daf43bff65>:0

I have so far tried everything I could think of (at my present programming level). I also looked through all relevevant discussions in Forum. See my project (updated, per your recommendation) and you will probably immediately see my problem. Thanks in advance. 

@Boris,

the history.Add(data) call is correct.

The error is generated by this line:

Previous bars in the RollingWindow are referenced by a zero-based index,
so history[0] is the current bar, history[1] is the previous bar and so on.

If the RollingWindow has a size of 2 as in this line:

0 and 1 are the only valid values for the index.

@Stefano,

Thanks again for your response. However, previously I tried all those combinations of numbers. Now again, I increased the size of the RollingWindow to 3, so now it looks like this:

 And I changed history[2] to history[1], so now it looks like this:

However, it still does not work, and I keep getting similar ArgumentOutOfRangeException message: Must be between 0 and Count 1
Parameter name: i
But this time, only the following message changed: Actual value was 1. 
And I receive the above messages every time, no matter what numbers I put into the size of the window and into history[ ].Volume. The only thing that changes is Actual value, and it is always equal to whatever number is inside of history[ ].Volume snippet.

Here is the project, updated with above lines of code:

After multiple trials and errors, I was able to solve this problem myself. The line:

should be directly within OnData method, and not inside of If statement inside of OnData method. And I was finally able to get previous bar's volume.

Updated project: