Any idea why my log message (which is trying to print the results of History() on a futures contract) returns no data?
 

from datetime import timedelta
from collections import deque


class TestAlgorithm(QCAlgorithm):

def Initialize(self):
self.SetStartDate(2017, 8, 2)
self.SetEndDate(2017, 8, 3)
self.SetCash(25000)

# Subscribe and set our expiry filter fr the futures chain
# get contracts expring in 15 to 180 days
self.soybeans = self.AddFuture(Futures.Grains.Soybeans, Resolution.Hour)
self.soybeans.SetFilter(timedelta(15), timedelta(180))



def OnData(self, slice):

# only print out data for settlement (which occurs at 2:15 PM ET)
if not (self.Time.hour == 14 and self.Time.minute == 15):
return

data = dict()

# iterate over each futures chain we are getting data for
for chain in slice.FutureChains:

# sort the contracts by open interest (highest to lowest, so reverse the default sort order)
# get the first contract in the sorted list to get the month we want data on
front = sorted(chain.Value, key = lambda x: x.OpenInterest, reverse=True)[0]


self.Log(str(self.History(front.Symbol, 5, Resolution.Hour)))