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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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Gurumeher Sawhney
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.
Warren Harding
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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