I tried this...

 

public override void Initialize() { SetCash(_cash); SetStartDate(new DateTime(2020, 3, 1); SetEndDate(new DateTime(2020, 3, 9)); AddEquity(security, Resolution.Minute); _tradeBarHistory = History<TradeBar>("MSFT", _closingPeroids, Resolution.Minute); _tradeBars = new RollingWindow<TradeBar>(_closingPeroids); _warmUpInitializeComplete = false; SetWarmup(50); } public override void OnData(Slice data) { if (IsWarmingUp) return; if(!_warmUpInitializeComplete) { foreach(var tradeBar in tradeBarHistory) { tradeBars.Add(tradeBar); } _warmUpInitializeComplete = true; } if(!data.ContainsKey(security) || data[security] == null) { Debug(string.Format("Security {0} not found @ {1} and ContainsKey {2}.", security, Time, data.ContainsKey(security))); continue; } if(tradeBars.IsReady && mom.IsReady) { var firstBar = tradeBars.First(); var lastBar = tradeBars.Last(); var currentTrade = data[security].Bars.Last(); Debug(string.Format("firstBar.Time: {0}, lastBar.Time {1}, currentTrade", firstBar.Time, lastBar.Time, currentTrade.Time)); } }

When I run the above code I get an error:

Runtime Error: 'QuantConnect.Data.Market.TradeBar' does not contain a definition for 'Bars' (Open Stacktrace)

However, when I look at the documenation here, it appears to have a property called Bars?

Can anyone tell me what i'm doing wrong?

Thanks,

  Michael

Author