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In my initialize function, I have this
self.UniverseSettings.Resolution = Resolution.Minute
self.Schedule.On(self.DateRules.EveryDay(),
self.TimeRules.At(10, 50),
Action(self.my_trade))
And inside the my_trade function I have this:
h1 = self.History(stock_list, 31, Resolution.Daily)
h2 = self.History(stock_list, 5, Resolution.Minute)
self.Debug(h1)
self.Debug(h2)
Which returns this: (For H2)
Bu i would obviously expect h2 to return the prices for the past 5 minutes starting a 10:50 AM,
What Am I doing wrong ?
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