Daily and minute data in same algo.

If I'm using a universe set to Minute, can I call the history function with resolution Daily?

Update Backtest

Hi Warren Harding . Yes! definitely you can. Here is a simple example:

class BasicTemplateAlgorithm(QCAlgorithm):

def Initialize(self):
# Set the cash we'd like to use for our backtest
# This is ignored in live trading

# Add assets you'd like to see
self.spy = self.AddEquity("SPY", Resolution.Minute).Symbol

def OnData(self,data):
if self.Time.hour == 10 and self.Time.minute == 30:
history = self.History(self.spy,60,Resolution.Daily)

Thanks Yan.


Update Backtest


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