Live trading failing due to History() timeout


    I am trying to deploy a live algorithm, but it keeps failing as one of my History() calls takes longer than 20 seconds to return.  Is there an easy way to split this call to History() across multiple calls and then combine the data so that none of them time out?

Update Backtest

Once you get over about 120K data points you'll run into timeout issues. Splitting the history calls and concatenating them will take more time as the timeout issue happens for a single loop. You need to trim the results down to a smaller history request.


Thank you for the advice!

I'm trying to get minutely close data on around 8 symbols for the last 20ish days.  To do so, I'm using the following code:

hist = self.History(self.stocks, 17*390, Resolution.Minute)['close']
prices = hist.unstack(level=0)

How can I trim my results down if I use all of this data?  I'm calculating minutely returns, and from there using those to get a standard deviation and mean of these returns.


Update Backtest


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