Trade Tick History

Really enjoying the platform so far!

Is there a way to get trade tick history using the History function? What is the return value in that case?

Currently I am using OnData to process but taking a lot of time to warm up and hoping History calls will be more efficient.

Update Backtest

You can request the tick history for example

hist = self.History(["SPY"], timedelta(seconds=2), Resolution.Tick)

hist returns a multi-index dataframe. hist.loc["SPY"] returns a simple dataframe with columns "time", "lastprice", "quantity", "exchange".

 Different from the history request of other resolutions, the time index of tick history is not unique because a single second can contains a few tick values.


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