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I tried calling Tick data with qb.History() with the start/end/resolution and time period/resolution approaches, and both yield a Pandas ValueError. This is with the QuantConnect IDE. I searched the forums and found a year-old issue @ https://github.com/QuantConnect/Lean/issues/4297. Looks like it's not being worked, but the docs still mention that we can call Tick data in the notebook.
Anyone find a way to get Tick data into the notebook?
"ValueError: cannot handle a non-unique multi-index!"
qb.AddEquity("AAPL")
data = qb.History(['AAPL'], timedelta(hours=10), Resolution.Tick)
Varad Kabade
Hi Jose Torres,
We cannot use the history method to get tick data. A possible workaround includes using Second Resolution. Subscribe to these two issues to track the progress[1, 2]. Refer to the attached research notebook.
Best,
Varad Kabade
Jose Torres
Based on the lack of activity in the issue thread I looked at, I'll adjust my expectations. Thanks Varad!
Jose Torres
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