How to get (equity-)Tick-Data for the last 2 (trading-)Days?

Hey Paul, 

you can do this by 

first adding the stocks you want to trade in initialize

second adding a schedule function that is executed everyday before the market opens 

third getting the historical data ( which was your question) with: 

history = self.History(self.Securities.Keys, 2, Resolution.Daily)

this returns a pandas dataframe. 

for reference you can have a look at the algorithm I posted a few days ago: 

https://www.quantconnect.com/forum/discussion/7388/inside-bar-momentum-strategy-from-babypips/p1

and you can consult the documentation 

FoolishObserver: "history = self.History(self.Securities.Keys, 2, Resolution.Daily)"

This only gives me 2 daily bars but not the tickdata.

ahh i see, sorry for the confusion: 

I think the main problem is that there can be multiple ticks per second so you can not be too sure of how many observations you have to look back. You could, however, change the code below to look back >2 days and then only select the relevant data according to the timestamp.  

lookback = 2*24*60*60 # number of seconds in 2 days

history = self.History(self.Securities.Keys, lookback, Resolution.Tick) 

hope this helps!

Hey Paul,

Tick data is raw unfiltered data. There may be bad ticks which skew your trade results. You can learn about how to handle tick data in the documenation.

All the tick data from a given second is grouped together in backtesting. This means you can follow FoolishObserver's logic to retrieve the lookback period for the history call. 

Best
Rahul