Historical Data Received as DataFrames

To ensure the code functions correctly, make sure it is placed within a class that inherits from QCAlgorithm, and import the necessary modules. Here's a complete example:

from AlgorithmImports import *

class MyAlgorithm(QCAlgorithm):
    def Initialize(self):
        self.SetStartDate(2020, 1, 1)
        self.SetEndDate(2020, 12, 31)
        self.SetCash(100000)

        # Add equity
        symbol = self.AddEquity("SPY", Resolution.Minute).Symbol

        # Request historical data
        df = self.History(symbol=symbol, extended_market_hours=True, span=timedelta(days=6), resolution=Resolution.Minute)

        # Check if the DataFrame is empty
        if not df.empty:
            self.Debug(df.head().to_string())

Ensure that you have the necessary imports and that the code is part of a class that inherits from QCAlgorithm. This setup will allow you to request historical data and print the first few rows if the DataFrame is not empty.

Sources: History Requests - QuantConnect.com, Key Concepts - QuantConnect.com, History Algorithm, Pandas Data Frame History Algorithm, Basic Template Forex Algorithm