Hello - Beginner to QuantConnect

To get minute data for the last 2-3 weeks, you need to set the start and end dates correctly in the Initialize method. However, there seems to be a mistake in your code. You have set the start and end dates to be the same, which means the algorithm will only consider data for that specific day.

To get data for a period of 2-3 weeks, you should set the start date to be 2-3 weeks before the end date. For example, if you want data from January 1, 2024 to January 19, 2024, you should set the dates like this:

self.SetStartDate(2024, 1, 1)  # Set Start Date
self.SetEndDate(2024, 1, 19)  # Set End Date

Also, make sure you have added the required security with the correct resolution. For minute data, you should add the security with Resolution.Minute. For example:

self.AddEquity("SPY", Resolution.Minute)

This will ensure that you're receiving minute data for the SPY asset.

Please note that the availability of minute data is not related to your subscription level. Both free users and paid users have access to the same data in QuantConnect.

Sources:

• QuantConnect Documentation
• QuantConnect Forum Discussion

Hi Mia,
 

Thanks for the response.

Here is what I am trying to ask. If you look my start and end dates, they are properly initialized. But my first debug point in onData starts at 2023/10/26, 9:31 am EST (Look at the watch window). Why it doesn't start from 2024/1/19 as I initialized?

Based on the information provided in the extracts, it's difficult to determine the exact cause of the issue you're experiencing. However, there could be a few reasons why the OnData method is not starting from the date you specified:

1. There might be an issue with the data for the specific start date you've set. If there's no data available for that date, the algorithm might start from the next available date.

2. The algorithm might be in a "warm-up" period. During this period, the algorithm is fed historical data to prepare indicators or other computations. If you've set a warm-up period, the OnData method will start receiving data after this period.

3. There might be a bug or issue in your code that's causing the algorithm to start from a different date.

Without seeing the full code of your algorithm, it's hard to provide a more specific answer. I would recommend checking your code for any of the issues mentioned above.

If you're still having trouble, you might find it helpful to post a question on the QuantConnect Forum. The community there might be able to provide more specific help based on your code.

Here is the code. Could someone help tell why onDate starts on 2023/10/26 instead of 2024/1/19
from AlgorithmImports import *

# endregion

class EnergeticLightBrownPenguin(QCAlgorithm):

    def Initialize(self):

        self.SetStartDate(2024, 1, 19)  # Set Start Date

        self.SetEndDate(2024, 1, 20)  # Set End Date

        self.SetCash(1000000)  # Set Strategy Cash

        #self.UniverseSettings.Resolution = Resolution.Minute

        #self.spy = self.AddEquity('SPY', Resolution.Minute).Symbol

        self.AddEquity("SPY", Resolution.Minute)

        self.AddEquity("BND", Resolution.Minute)

        self.AddEquity("AAPL", Resolution.Minute)

    def OnData(self, data: Slice):

        if not self.Portfolio.Invested:

            self.SetHoldings("SPY", 0.33)

            self.SetHoldings("BND", 0.33)

            self.SetHoldings("AAPL", 0.33)

            self.Debug(f"Self Time is {self.Time}")

Based on the provided code and the information from the extracts, it's not immediately clear why the OnData method starts at "2023/10/26" instead of "2024/1/19". Your code seems to be correctly setting the start and end dates.

However, there are a few things you could check:

1. Data Availability: Ensure that there is data available for "SPY", "BND", and "AAPL" for the date range you've specified. If there's no data available for the start date, the algorithm might start from the next available date.

2. Warm-Up Period: Check if there's a warm-up period set somewhere else in your code. During the warm-up period, the algorithm is fed historical data to prepare indicators or other computations. If a warm-up period is set, the OnData method will start receiving data after this period.

3. Data Subscription: Ensure that the data subscription for the securities is correctly set to Resolution.Minute.

If you're still having trouble, I recommend posting your question on the QuantConnect Forum. The community there might be able to provide more specific help based on your code.

The algorithm is plan simple. It should have everything that's needed.
Could someone let me know if we need to join higher tier to get access to very recent minute data?

I have already subscribed for Reseacher tier, and I still don't get Minute data. 
Could this issue be forwarded internally for further assistance?

Access to minute-level data is not restricted to higher tiers. Both free users and paid users have access to the same data in QuantConnect. The issue you're experiencing is likely not related to your subscription level.

As per the information provided in the extracts, for minute resolution, you can access 1 year of historical data. If your algorithm relies on a longer history, this could indeed affect your backtest results.

If you're still having trouble, it might be a technical issue. I recommend reaching out to the QuantConnect support team for further assistance. You can do this by requesting private support as a member of the Quant Researcher tier.

Sources:

• QuantConnect Forum Discussion
• QuantConnect Documentation