Asset Classes

public class CryptoTradeBarHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCrypto("BTCUSD").Symbol;
        // Get the 5 trailing daily TradeBar objects of the security. 
        var history = History<TradeBar>(symbol, 5, Resolution.Daily);
        // Iterate through each TradeBar and calculate its dollar volume.
        foreach (var bar in history)
        {
            var t = bar.EndTime;
            var dollarVolume = bar.Close * bar.Volume;
        }
    }
}

class CryptoTradeBarHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_crypto('BTCUSD').symbol
        # Get the 5 trailing daily TradeBar objects of the security in DataFrame format. 
        history = self.history(TradeBar, symbol, 5, Resolution.DAILY)

public class CryptoQuoteBarHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCrypto("BTCUSD", market: Market.Bitfinex).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 CryptoQuoteBarHistoryAlgorithm(QCAlgorithm):

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

public class CryptoTickHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCrypto("BTCUSD", market: Market.Bitfinex).Symbol;
        // Get the trailing 2 days of ticks for the security.
        var history = History<Tick>(symbol, TimeSpan.FromDays(2), Resolution.Tick);
        // Select the ticks that represent trades, excluding the quote ticks.
        var trades = history.Where(tick => tick.TickType == TickType.Trade);
    }
}

class CryptoTickHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_crypto('BTCUSD', market=Market.BITFINEX).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.
        AddCrypto("BTCUSD");
        // Get the historical Slice objects over the last 5 days for all the subcriptions in your algorithm.
        var history = History(5, Resolution.Daily);
        // Iterate through each historical Slice.
        foreach (var slice in history)
        {
            // Iterate through each TradeBar in this Slice.
            foreach (var kvp in slice.Bars)
            {
                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_crypto('BTCUSD')
        # Get the historical Slice objects over the last 5 days for all the subcriptions in your algorithm.
        history = self.history(5, Resolution.DAILY)
        # Iterate through each historical Slice.
        for slice_ in history:
            # Iterate through each TradeBar in this Slice.
            for symbol, trade_bar in slice_.bars.items():
                close = trade_bar.close

public class CryptoUniverseHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 23);
        // Add a universe of Cryptocurrencies on Coinbase.
        var universe = AddUniverse(CryptoUniverse.Coinbase());
        // Get 5 days of history for the universe.
        var history = History(universe, TimeSpan.FromDays(5));
        // Iterate through each day of the universe history.
        foreach (var constituents in history)
        {
            // Select the 2 assets with the smallest weights in the ETF on this day.
            var dailyLargest = constituents.Select(c => c as ETFConstituentData).OrderByDescending(c => c.Weight).Take(2);
        }
    }
}

class CryptoUniverseHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 23)
        # Add a universe of Cryptocurrencies on Coinbase.
        universe = self.add_universe(CryptoUniverse.coinbase())
        # Get 5 days of history for the universe.
        history = self.history(universe, timedelta(5), flatten=True)

public class CryptoAlternativeDataHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of an asset.
        var symbol = AddEquity("BTCUSD").Symbol;
        // Add the alternative dataset and save a reference to its Symbol.
        var datasetSymbol = AddData<BitcoinMetadata>(symbol).Symbol;
        // Get the trailing 5 days of alternative data for the asset.
        var history = History<BitcoinMetadata>(datasetSymbol, 5, Resolution.Daily);
        // Iterate each data point and access its attributes.
        foreach (var dataPoint in history)
        {
            var t = dataPoint.EndTime;
            var marketCap = dataPoint.MarketCapitalization;
        }
    }
}

class CryptoAlternativeDataHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of an asset.
        symbol = self.add_crypto('BTCUSD').symbol
        # Add the alternative dataset and save a reference to its Symbol.
        dataset_symbol = self.add_data(BitcoinMetadata, symbol).symbol
        # Get the trailing 5 days of alternative data for the asset in DataFrame format.
        history = self.history(dataset_symbol, 5, Resolution.DAILY)

public class CryptoIndicatorHistoryAlgorithm : QCAlgorithm
{
    public override void Initialize()
    {
        SetStartDate(2024, 12, 19);
        // Get the Symbol of a security.
        var symbol = AddCrypto("BTCUSD").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 CryptoIndicatorHistoryAlgorithm(QCAlgorithm):

    def initialize(self) -> None:
        self.set_start_date(2024, 12, 19)
        # Get the Symbol of a security.
        symbol = self.add_crypto('BTCUSD').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)