I am having issues to access to quotes from "custom data". Suppose that the `Reader` method has the following content:

def Reader(self, config, line, date, isLiveMode): local_data = LocalVix() local_data.Symbol = config.Symbol local_data.Time = parser.parse(data[self._index['date']]) local_data.EndTime = local_data.Time + timedelta(minutes=1) local_data.Value = 1 local_data['Close'] = 1 local_data['Open'] = 2 local_data['High'] = 3 local_data['Low'] = 4 local_data['Volume'] 100 return local_data

This demo code works: on OnData(self, data), I can access to the quotes throught data object. Nevertheless I have two issues:

1) I cannot access to the quotes throught self.Securities. The object within self.Securities has the content of local_data.Value. In general I have no problem to access throught the "data" object, but if I access via the scheduler, that object is not present.

The work-arround I have found is access throught self.History. The problem is, despite it is a work-around, self.History is very slow in comparison with accessing self.Securities

2) I had issues setting local_data.Time and local_data.EndTime. Debugging I discover both are the same object (have the same memory pointed). So I cannot set both. I can set one or the other.