Hi,

This is my first time building anything, so apologies if the question is a bit basic. I'm trying to get the high and low of the first 30 min of the trading day. When I run my code, I'm expecting it to print the high and low of the 5 days that are within the date ranges I've specified, but I'm not seeing anything in the Logs. Is there anything I'm doing wrong? Thanks

class OpeningRangeBreakout(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2021, 12, 6)  # Set Start Date
        self.SetEndDate(2021, 12, 10) # Set End Date
        self.SetCash(1000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Minute)

    def OnData(self, data):
        self.rolling_window = RollingWindow[TradeBar](30) # 30 min lookback
        self.first_candles = RollingWindow[TradeBar](30) # First 30 min in a trading day
        
        # Add new candle to rolling window
        self.rolling_window.Add(data['SPY'])
        if not self.first_candles.IsReady:
            self.first_candles.Add(data['SPY'])
            
         # Ensure indicators are ready
        if not (self.first_candles.IsReady and self.rolling_window.IsReady):
            return
        
        # High/Low of first 30min of trading day
        min_first_30min = float("inf")
        max_first_30min = 0
        for candle in self.first_candles:
            if candle.Low < min_first_30min:
                min_first_30min = candle.Low
            if candle.High > max_first_30min:
                max_first_30min = candle.High
                
        # Log values
        self.Log(f"Min First 30min: {min_first_30min}")
        self.Log(f"Max First 30min: {max_first_30min}\n")
    
    def OnEndOfDay(self):
        self.first_candles.Reset()