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Retrieving past TradeBars

I am new to Quantconnect and wanted to quickly test an idea. I looked in the university and community but couldn't find a direct method of retrieving say O/H/L/C on SPY for 5 days ago, for example. I also saw a comment that history functionality would be implemented shortly. So my question is whether it's ready now and if not, maybe somebody can share a snippet of code that retrieves that data.

Thanks
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Hey Alex, I'd recommend using a rolling window to do what you're talking about. We're slowly working our way to the history function -- we've been totally swamped but are getting there! :)

Check out the momentum strategy below using 5 day SPY and rolling window.

** Note the algorithm is using a 6 day window. To use day 5 you'd use history[4].Close.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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