Hi, I am relatively new, and I'm working on my first real trading algo right now.

I would like to retrieve the previous day's closing price for a security after I have selected it in the mornnig.  As I am adding new securities everyday, I don't think a Rolling Window will help here, because I will be actively looking for YESTERDAY's data, while the security was not necessairally in my universe yesterday (this is why I think I need to use History).  Any help would be awesome, thank you!