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Not sure if this is by design, or I am doing something wrong, but if I set
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self.UniverseSettings.Resolution = Resolution.Tick, and then call
history = self.algo.History([self.symbol], 1, Resolution.Daily)result is tick data, rather than daily bar.
If I change universe resolution to, for example, Resolution.Minute, it works correct:
is there a way to get daily bar when UniverseResolution is Tick?
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Yuri Lopukhov
Actually, it doesn't even look like a valid tick data, values are very weird…
Alexandre Catarino
Hi Yuri,
Thank you for the report.
I have opened a GitHub issue to fix it:
Daily-resolution Historical Data Request Returns Tick Data if That is The Security Subscription Resolution #6155
Please subscribe for updates.
Best regards,
Alex
Yuri Lopukhov
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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