Symbol open and close values

The tool you need for storing past values is the RollingWindow, another alternative is using History

To get today’s open you can use a Schelude the first minute before the market opens and store in a field.

Here is an example:

public class BasicTemplateDailyAlgorithm : QCAlgorithm { private RollingWindow<TradeBar> _dailyBars = new RollingWindow<TradeBar>(3); private TradeBar _todayFirstMinuteBar; public override void Initialize() { SetStartDate(2013, 10, 07); //Set Start Date SetEndDate(2013, 10, 18); //Set End Date SetCash(100000); //Set Strategy Cash AddEquity("SPY", Resolution.Daily); Schedule.On(DateRules.EveryDay(), TimeRules.AfterMarketOpen("SPY", 1), () => { _todayFirstMinuteBar = History<TradeBar>("SPY", TimeSpan.FromMinutes(5), Resolution.Minute).Last(); }); } public override void OnData(Slice slice) { _dailyBars.Add(slice.Bars["SPY"]); if (_dailyBars.IsReady) { var todaysOpen = _todayFirstMinuteBar.Open; // Implement your logic here. } } }

Thanks JayJayD,

                       I have used the code you provided, but it gives data till previous date only. I will set the start date to "2017-10-23" and end date to "2017-10-26". The code should provide minute data starting from 2017-10-23 09:30:00 to 2017-10-26 03:23:00, if the datetime.now is 2017-10-26 03:24:00.

For minute-data of the past 2 days, please use:

Please note that it fetches the last two days, not the last two trading days, so you need to addapt the code to handle Mondays, Tuesdays and days after holidays.