Hi,
I cannot get futures data in research environment. This is what I'm trying:
es = qb.AddFuture("ES")
es.SetFilter(timedelta(0), timedelta(180))
future_history = qb.GetFutureHistory(es.Symbol, datetime(2018, 1, 4), datetime(2018, 3, 31))
Then the system freezes and I get the following message:
Kernel Restarting
The kernel appears to have died. It will restart automatically.
This happens no matter how many times I try, refresh or play with arguments.
I would appreciate some pointers how to get around this.
Thanks!