Share New Research 
| Ticker | SPY |
| From | 2020-02-20 00:00:00 |
| Security Type | Equity |
| Market | USA |
| Resolution | Hour |
| Status | Resolved |
Hi I can't get hourly data on SPY for Feb 21 using the History method in a research notebook. Can't attach my research notebook but here's the code:
from clr import AddReference
AddReference("System")
AddReference("QuantConnect.Common")
AddReference("QuantConnect.Jupyter")
AddReference("QuantConnect.Indicators")
from System import *
from QuantConnect import *
from QuantConnect.Data.Market import TradeBar, QuoteBar
from QuantConnect.Jupyter import *
from QuantConnect.Indicators import *
from datetime import datetime, timedelta
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import statsmodels.formula.api as sm
# Create an instance
qb = QuantBook()
spy = qb.AddEquity("SPY") # add equity data
# Lookup today's volume by hour
qb.VolLookup = qb.History(["SPY"], 7, Resolution.Hour)
qb.CurrVol = 0
if not qb.VolLookup.empty:
for i in range(len(qb.VolLookup["volume"])):
qb.CurrVol += qb.VolLookup["volume"].iloc[i]
print('Current Vol: ',qb.VolLookup)
print('Current Vol: ',qb.CurrVol)
JayJayD
Hi Patrick, data is now in place, you can check it here
QuantConnect Robot
JayJayD has marked this issue as closed.
Patrick Chen
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