Asset Classes

public class CFDQuoteBarHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCfd("XAUUSD").Symbol;
        // Get the 5 trailing minute QuoteBar objects of the security. 
        var history = History<QuoteBar>(symbol, 5, Resolution.Minute);
        // Iterate through the QuoteBar objects and calculate the spread.
        foreach (var bar in history)
        {
            var t = bar.EndTime;
            var spread = bar.Ask.Close - bar.Bid.Close;
        }
    }
}

class CFDQuoteBarHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_cfd('XAUUSD').symbol
        # Get the 5 trailing minute QuoteBar objects of the security in DataFrame format. 
        history = self.history(QuoteBar, symbol, 5, Resolution.MINUTE)

public class CFDTickHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCfd("XAUUSD").Symbol;
        // Get the trailing 2 days of ticks for the security.
        var history = History<Tick>(symbol, TimeSpan.FromDays(2), Resolution.Tick);
        // Calculate the spread.
        var spread = history.Select(tick => tick.AskPrice - tick.BidPrice);
    }
}

class CFDTickHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_cfd('XAUUSD').symbol
        # Get the trailing 2 days of ticks for the security in DataFrame format.
        history = self.history(symbol, timedelta(2), Resolution.TICK)

public class SliceHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 1);
        // Add some securities and datasets.
        AddCfd("XAUUSD");
        // Get the historical Slice objects over the last 5 minutes for all the subcriptions in your algorithm.
        var history = History(5, Resolution.Minute);
        // Iterate through each historical Slice.
        foreach (var slice in history)
        {
            // Iterate through each QuoteBar in this Slice.
            foreach (var kvp in slice.QuoteBars)
            {
                var symbol = kvp.Key;
                var bar = kvp.Value;
            }
        }
    }
}

class SliceHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 1)
        # Add some securities and datasets.
        self.add_cfd('XAUUSD')
        # Get the historical Slice objects over the last 5 minutes for all the subcriptions in your algorithm.
        history = self.history(5, Resolution.MINUTE)
        # Iterate through each historical Slice.
        for slice_ in history:
            # Iterate through each QuoteBar in this Slice.
            for symbol, quote_bar in slice_.bars.items():
                midprice = quote_bar.close

public class CFDIndicatorHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCfd("SPX500USD").Symbol;
        // Get the 21-day SMA values of the security for the last 5 trading days. 
        var history = IndicatorHistory(new SimpleMovingAverage(21), symbol, 5, Resolution.Daily);
        // Get the maximum of the SMA values.
        var maxSMA = history.Max(indicatorDataPoint => indicatorDataPoint.Current.Value);
    }
}

class CFDIndicatorHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_cfd('SPX500USD').symbol
        # Get the 21-day SMA values of the security for the last 5 trading days. 
        history = self.indicator_history(SimpleMovingAverage(21), symbol, 5, Resolution.DAILY)

// Get the historical values of an indicator over the last 30 days, applying the indicator to the security's ask price.
var history = IndicatorHistory(indicator, symbol, TimeSpan.FromDays(30), selector: Field.AskClose);

# Get the historical values of an indicator over the last 30 days, applying the indicator to the security's ask price.
history = self.indicator_history(indicator, symbol, timedelta(30), selector=Field.ASK_CLOSE)

public class CFDMultiAssetIndicatorHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Add the target and reference securities.
        var targetSymbol = AddCfd("XAUUSD").Symbol;
        var referenceSymbol = AddCfd("SPX500USD").Symbol;
        // Create a 21-period Beta indicator.
        var beta = new Beta("", targetSymbol, referenceSymbol, 21);
        // Get the historical values of the indicator over the last 10 trading days.
        var history = IndicatorHistory(beta, new[] {targetSymbol, referenceSymbol}, 10, Resolution.Daily);
        // Get the average Beta value.
        var avgBeta = history.Average(indicatorDataPoint => indicatorDataPoint.Current.Value);
    }
}

class CFDMultiAssetIndicatorHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Add the target and reference securities.
        target_symbol = self.add_cfd('XAUUSD').symbol
        reference_symbol = self.add_cfd('SPX500USD').symbol
        # Create a 21-period Beta indicator.
        beta = Beta("", target_symbol, reference_symbol, 21)
        # Get the historical values of the indicator over the last 10 trading days.
        history = self.indicator_history(beta, [target_symbol, reference_symbol], 10, Resolution.DAILY)
        # Get the average Beta value.
        beta_avg = history.data_frame.mean()