I'm interested in using the History() method to ingest a block of data from Tiingo. I'm using SPY just as test because it's available from both QC data and Tiingo. History() works fine, if I use:

self.AddEquity(self.ticker, Resolution.Daily)
h = self.History([self.ticker], TimeSpan.FromDays(5), Resolution.Daily)

However, if I write:

self.AddData(TiingoDailyData, self.ticker, Resolution.Daily)
h = self.History([self.ticker], TimeSpan.FromDays(5), Resolution.Daily)

I get the following error:

at Initialize in main.py:line 31
Exception : cannot handle a non-unique multi-index!

I was unable to figure out from the documentation how to use History() with TiingoDailyData (or other custom data source). Perhaps there is another way to retrieve blocks of historical data?