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Historical Forex Data?!

I have been trying to get historical Forex data. On the docs it only shows examples for 'TradeBar' however, since Forex uses 'QuoteBar', and the docs say it can use 'QuoteBar' I thought I could change up the request, but that didn't work for me.

Lean on GitHub shows a specific case where if the request is for Forex it will fail...

if (securityType == SecurityType.Forex || securityType == SecurityType.Cfd || securityType == SecurityType.Crypto)
{
Error("Calling this method on a Forex or CFD or Crypto security will return an empty result. Please use the generic version with QuoteBar type parameter.");
}

My question is. How do I request historical QuoteBars of Forex data for a specific ticker, and maybe add an example for Forex history requests to the docs.

Thanks.

Update Backtest








For Historical Data Requests of QuoteBar data, please use:

var history = History<QuoteBar>("EURUSD", 3601);

We will fix the docs to include that case. Thank you for the report.

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Update Backtest





0

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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