Sorry if this has been asked before:

Recently I've turned off fillForward (which is on by default), because it gets me closer to reality.  (Of course, this forced me to fix my sloppy code to check for null pointer exceptions)

It would save everyone a lot of time if there were a convenience method that returned exactly 100 slices, and only slices that have data for ALL symbols in my syms array.

IEnumerable<Slice> slices = History(syms, this.StartDate.AddDays(-102 * 7 / 5), this.StartDate, Resolution.Daily);

Wouldn't it be more correct to deprecate the AddDays() function and suggest using a new

AddTradingDays(-100, "SPY")

or maybe

AddTradingDays(-100, Securities.Keys )

?

Of course, maybe there's a more correct solution / more efficient solution for warming up a 100 day indicator?