Hello All.

I am trying to get a close price from a quote bar, but I get an error message "Runtime Error: The best overloaded method match for 'QuantConnect.Indicators.RollingWindow<QuantConnect.Data.Market.QuoteBar>.Add(QuantConnect.Data.Market.QuoteBar)' has some invalid arguments (Open Stacktrace)". Why?

My code is

public override void Initialize() { SetStartDate(2018, 01, 1); //Set Start Date SetEndDate(2018, 02, 2); //Set End Date SetCash(100000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data // Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily. // Futures Resolution: Tick, Second, Minute // Options Resolution: Minute Only. AddForex(_eurusd, Resolution.Tick); // There are other assets with similar methods. See "Selecting Options" etc for more details. // AddFuture, AddForex, AddCfd, AddOption // Create a Rolling Window to keep the 2 QuoteBar quoteBarWindow = new RollingWindow<QuoteBar>(2); } /// <summary> /// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here. /// </summary> /// <param name="data">Slice object keyed by symbol containing the stock data</param> public override void OnData(Slice data) { // Add EURUSD QuoteBar in rolling window quoteBarWindow.Add(data[_eurusd]); // Wait for windows to be ready. if (!quoteBarWindow.IsReady) return; var currentClose = quoteBarWindow[0].Close; var previousClose = quoteBarWindow[1].Close; if (currentClose > previousClose) { Debug(currentClose + " > " + previousClose); } else { Debug(currentClose + " < " + previousClose); } if (!Portfolio.Invested) { SetHoldings(_eurusd, 1); Debug("Purchased Stock"); } }