How to resample historical price data

Hi there,

I'm working on an algorithm which requires a stock price resample to 30 minutes. What I used to do in Qualtopian is a simple line below:

spy_prices = data.history(context.spy, "price", 1600, "1m").resample('30T',  closed='right', label='right').last().dropna()

However I didn't find such syntex in Quantconnect. Could anyone help with it?



Update Backtest

consolidator? from 1 minute to 30 minute in an indicator?

or maybe this post:

Update Backtest


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