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Hi Artem, the backtest below is my attempt to recreate the issue however the prices do get printed. The QuantConnect research environment is helpful when importing historical price data. I suggest trying to debug in the QuantConnect Lab.

Hi,

it's fine to get prices from OnData. My question is how to get prices from other scheduled functions? However the code I posted didn't work in research env as well. And I can't understand why.

Hi Artem.

You can retrieve prices with qb.History() in the research environment:

To retrieve prices at a certain time during the day, use the Schedule.On() method. In the attached backtest, I've demonstrated how you can print SPY close price using Schedule.On() to the attached log file. For further information, check out this documentation section on Scheduled Events.

Thanks Haldor, It's helpful. So qb.Securities.Price - doesn't actually work but returns no error, Ok. I updated my test case and 2 more questions.

1. Why Price of any freshly added to universe security returns 0 1st day?

2. Why during history requests symbol names mangled to smth like 

Hi Artem.

Use the method History() to retrieve prices in the research environment.

1. You can resolve the issue by setting the universe data resolution from daily to minute — the data resolution input used in the method Schedule.On() is then in sync with the universe data resolution: 

2. This is the identification of each security in the security universe. The method History() returns a pandas DataFrame() object. When you print out the DataFrame, you see the security identification as a column name, which by itself does not affect anything.

I've attached a backtest where I set the data resolution for the security universe to a minute data resolution which resolves the issue of retrieving zero prices for added securities to the security universe.