Okay, so I am very new to this platform and I am trying to write an algorithm that uses consolidated quotebars for different timeframes (15m, 1h, 4h) to use with a rate of change indicator. I think I have a decent grasp on that part, however my issue comes when I am trying to load historical data for my indicator. I saw in this post that you are able to do this with Tradebars.

history = algorithm.History(symbol,14, Resolution.Daily).loc[symbol] for idx, bar in history.iterrows(): tradeBar = TradeBar(idx, symbol, bar.open, bar.high, bar.low, bar.close, bar.volume) self.consolidator.Update(tradeBar) algorithm.Debug(tradeBar)

I was wondering/hoping that something similar could be done with quotebars, but I can't seem to find documentation for a constructor anywhere. Any help would be greatly appreciated.

 

Regrads,

Braeden