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I have been trying to get historical Forex data. On the docs it only shows examples for 'TradeBar' however, since Forex uses 'QuoteBar', and the docs say it can use 'QuoteBar' I thought I could change up the request, but that didn't work for me.
Lean on GitHub shows a specific case where if the request is for Forex it will fail...
if (securityType == SecurityType.Forex || securityType == SecurityType.Cfd || securityType == SecurityType.Crypto)
{
Error("Calling this method on a Forex or CFD or Crypto security will return an empty result. Please use the generic version with QuoteBar type parameter.");
}My question is. How do I request historical QuoteBars of Forex data for a specific ticker, and maybe add an example for Forex history requests to the docs.
Thanks.
Alexandre Catarino
For Historical Data Requests of QuoteBar data, please use:
var history = History<QuoteBar>("EURUSD", 3601);We will fix the docs to include that case. Thank you for the report.
Richard Shoemake
How do I do this using python? I'm getting the same error there, and the documentation seems to show this should work.
Jing Wu
Hi Richard, in python please use the symbol list to request the history. For example
history5days = self.History(["EURUSD"], 5, Resolution.Daily)it will return a multi-index dataframe. The first level of index is the symbol. Please find details in the documentation.
Przemyslaw Pajak
Hi, How can I update QuoteBarConsolidator using History data?
Douglas Stridsberg
Przemyslaw Pajak please check
Lines 110-118 show how to use History to push through data to update an indicator. You can just replace the indicator here with your consolidator.
Przemyslaw Pajak
When I use QuoteBarConsolidator.Update(data) I receive :
During the algorithm initialization, the following exception has occurred: Trying to dynamically access a method that does not exist throws a TypeError exception. To prevent the exception, ensure each parameter type matches those required by the Update method. Please checkout the API documentation.
at Initialize in main.py:line 63
at register_indicators in main.py:line 108
TypeError : No method matches given arguments for Update
Przemyslaw Pajak
Thx, I undestand, but how can I get for ex. 30minutes QuoteBar from history data in Python? I see Update method here
But It does not work in Python.
Przemyslaw Pajak
Finnally :):
self.SubscriptionManager.AddConsolidator(symbol, consolidator) bars = map(lambda x: x[symbol], self.History(timedelta(9), Resolution.Minute)) # symbolData.ichimoku._previousInput = None for bar in bars: consolidator.Update(bar)Sean McKenna
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