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History of fundamental data.

I typically 'warmup' my indicators in the OnSecuritiesChanged function when using universes by making a history call. Is there a way of doing this with fine fundamental data? Suppose I want to compare last quarters FCFYield to the current FCFYield? I can add the FCFYield to a Queue or RollingWindow as they come in, but I can't see a way of initializing the Queue/RollingWindow when new AddedSecurities become available without making a History call that retrieves fine fundamental data.

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Unfortunately historical data requests can not provide fundamental data, they only provide historical prices. Like what you said above, the FCFYield data can be saved in a rolling window day by data, and in live trading you'll have to wait until the rolling window is ready.

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