In the QuantConnect Research notebook, I used qb.GetFundamental to get the fundamental data for a list of stocks. But in the algorithm framework, it looks like we can only get those data as a FineFundamental object, and I guess the data which comes from as a FineFundamental object is set to be the newest data? (For example, if I do

x.ValuationRatios.PERatio in where x is a FineFundamental object, then the peRaio would be the newest one, not the historical data that I'm looking for)

Is there any way we can get a dataframe of historical fundamental data just like the Research notebook(the attached screenshot)?