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Hi. I'm trying to get daily data for ES future contract but History returns no data at all.
var history = History(_contract.Symbol, 10, Resolution.Daily);
foreach (var data in history.OrderByDescending(x => x.Time).Take(3))
{
Log("History: " + data.Symbol.Value + ": " + data.Time + " > " + data.Close);
}
Nothing shows up in log with above code. When I change resolution to Minute, it works.Any help with this will be deeply appreciated! TIA.
Alexandre Catarino
Hi Muhammad Haroon ,
At the moment, we don't support low-resolution (hourly, daily) data for Futures.
Please check out the docs, under Futures section.
You can, alternatively, create daily consolidators that will be updated by minute-resolution data and save the consolidated bars in a rolling window. The best solution to the problem, however, depends on how this information will be used.
SeriousTrader
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