Total noob here. I'm trying to get VIX close for the past 3 days and VIX current high and low but I'm getting 0's instead of the actual numbers. What am I doing wrong?

 

public override void Initialize() { SetBrokerageModel(BrokerageName.InteractiveBrokersBrokerage, AccountType.Cash);//Brokerage model and account type SetStartDate(2012, 10, 07); //Set Start Date SetEndDate(2012, 10, 15); //Set End Date SetCash(10000); //Set Strategy Cash SetWarmUp(TimeSpan.FromDays(7)); //Warm up 7 days of data. SetBenchmark("SPY"); // Defaults to Equity market AddSecurity(SecurityType.Option, "VIX", Resolution.Minute); // Schedule an event to fire at a specific date/time Schedule.On(DateRules.EveryDay("TQQQ"), TimeRules.BeforeMarketClose("TQQQ", 10), () => { Log("SpecificTime: Fired at : " + Time); IEnumerable<TradeBar> bars = History("VIX", TimeSpan.FromDays(3)); Decimal total = 0; foreach(TradeBar bar in bars){ Log("bar close: " + bar.Close); total += bar.Close; } total /= 3; var dailyVixHigh = Identity("VIX", Resolution.Daily, Field.High); var dailyVixLow = Identity("VIX", Resolution.Daily, Field.Low); Log("vix high: " + dailyVixHigh); Log("vix low: " + dailyVixLow); }); }

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