Folks,

I am trying to get open,close,high, and low data for certain market day. I have put together python script to what I think it should give me what I need. However, I am having 2 concerns here:

1. I requested only 1 day data (1/3/2019), however, onData methind is triggered twice and ended up with 2 sets of data instead of one day.

2. Data desplayed in 2nd set, seem to be close to what I see in thinkorswim charting software but there are not exact!

Also, how can I go to previous day data if I had requested data for one week?

Thanks for your help

Script

class getDailyCandleStick(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2019, 1, 3)  # Set Start Date
        self.SetEndDate(2019,1,3)
        self.SetCash(100000)  # Set Strategy Cash
        self.symbol = "SPY"
        self.equty = self.AddEquity(self.symbol, Resolution.Daily)
        self.equty.SetDataNormalizationMode(DataNormalizationMode.Raw)


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        self.Debug("OPen Price:" + str(data[self.symbol].Open))
        self.Debug("Close Price:" + str(data[self.symbol].Close))
        self.Debug("High Price:" + str(data[self.symbol].High))
        self.Debug("Low Price:" + str(data[self.symbol].Low))

Output:

155 | 15:19:12:

Launching analysis for 8d79c65545fea28f8ef696fad964863a with LEAN Engine v2.4.0.0.5954

156 | 15:19:13: OPen Price: 245.98

157 | 15:19:13: Close Price: 250.26

158 | 15:19:13: High Price: 251.21

159 | 15:19:13: Low Price: 245.95

60 | 15:19:13:

Algorithm (8d79c65545fea28f8ef696fad964863a) Completed.

161 | 15:19:13: OPen Price: 248.26

162 | 15:19:13: Close Price: 244.13

163 | 15:19:13: High Price: 248.57

164 | 15:19:13: Low Price: 243.66

165 | 15:19:13: Algorithm Id:(8d79c65545fea28f8ef696fad964863a) completed in 0.51 seconds at 0k data points per second. Processing total of 3 data points.

√√

Author