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)

 

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