I was trying to understand how BasicTemplateFuturesHistoryAlgorithm.py works - when I use it, it breaks when I try to request more than 12*60 + 30 minutes (it works when I request 12 hours and 30 minutes and breaks when I request 12 hours and 35 minutes). I get the following error Fatal Python error: deallocating None

The only changes I've made was increasing the window size from 10 minutes to 12.5 hours.

Lean comes with a week of data (2013,10,7) - (2013,10,11), so if I request a historical data on October, 10th I should get at least 2-3 days of historical data.

Same BasicTemplateFuturesHistoryAlgorithm.cs works ok in CSharp.

I wonder if I'm using futures history wrongly or there is some problem in QC python implementation. 

Help is much appreciated as I'm a little stuck here.

Author