No extended market data

Here are bugs and issues in your code related to "No history returned" and QuantConnect free account limitations:

1. Requesting Future Data:
   Your code is trying to request TSLA minute-resolution data for June 23–30, 2025. Free QuantConnect accounts do not support access to future data or intraday data for dates that have not yet occurred. This will always return empty history.

2. History Request Timing:
   The AnalyzeLateBars method is called inside Initialize, immediately after setting the Symbol and dates. While this is fine, since the backtest and data subscriptions are set up before this point, it still will not work for unavailable or future data.

3. Data Availability with Free Account:
   Minute-resolution data for equities like TSLA may not be available for recent or future dates, especially on a free plan. For demonstration and backtesting on a free account, you should use past dates where QuantConnect provides free sample data (e.g., several years in the past).

4. No Output/Logging:
   The line inside the for-loop of AnalyzeLateBars:

   f"Low: {row['low']:.2f} | Close: {row['close']:.2f}")
   

   creates a string but does nothing with it, so even if there were data, you'd see no output in logs. Use self.Debug(...) or self.Log(...) to see results.

Summary Fixes Required:

• Use a historical period (such as 2017–2022) where TSLA minute data is available to free accounts.
• Add debug/log output so results appear in your logs.
• Do not expect future data to be present on free accounts or any accounts at all.

Corrected example for free accounts:

• Set start/end dates several years in the past (e.g., June 23–30, 2021).
• Use self.Debug() in your loop to see output.

Let me know if you want to see a fully fixed code!

Sources: History Responses - QuantConnect.com, Getting Started - QuantConnect.com, Can Crude Oil Predict Equity Returns, Residual Momentum, Futures - QuantConnect.com

Mia Alissi 

Points 2 and  4 will work when data is given. So Point 1 and 4 relevant. I checked as far back as 2021 (see updated notebook) for minute resolution and no data. 


Do you know if I will get SECOND resolution and extended hours with “Researcher” Paid account ?

Here is what we know based on QuantConnect documentation:

Second Resolution Historical Data:

• The US Equities dataset supports second resolution data for all US stocks.
• To access second or tick resolution history in research/backtest, your account (organization) must be on a paid tier (Researcher tier or higher) and must have an active subscription to the "US Equity Second History by AlgoSeek" data package.
• With the Researcher paid account, you can request and use second resolution data in notebooks and backtests, as long as your organization's data subscription includes this resolution.

Extended Market Hours Data:

• You can enable extended market hours for US Equities by setting extended_market_hours=True when using qb.add_equity("TSLA", extended_market_hours=True).
• This will give you data from 4:00 a.m. to 8:00 p.m. New York time (pre and post-market included).
• Extended market hours data is available at all granularities (tick, second, minute) provided your account and data subscriptions support that resolution.

Summary:

• With a paid Researcher account and the correct US Equities data packages (e.g., second resolution), you can access both second-resolution and extended-hours historical data for US stocks in research notebooks and algorithms.
• If you are not seeing data for minute or second resolution after subscribing and setting extended hours, double-check your subscription to ensure the needed packages (second/minute) are active.

Reference Examples:

• For extended hours:

  tsla = qb.add_equity("TSLA", extended_market_hours=True)
  history = qb.history(tsla.symbol, 1000, Resolution.SECOND)
  

Action Items:

• Make sure your paid Researcher account is active.
• Subscribe to the "US Equity Second History by AlgoSeek" (and Minute, if you want Minute data).
• Use extended hours flag as needed.

If in doubt, check your subscriptions page or contact QuantConnect support for your organization's precise entitlements.

Sources: Key Concepts - QuantConnect.com, US Equities - QuantConnect.com, Requesting Data - QuantConnect.com, Indices - QuantConnect.com, Opening Range Breakout for Stocks in Play