Hi everyone,

im new to QuantConnet starting from the basic.

im looking to calculate a difference between the momentum indicator of one asset against the other. but i cannot return properly the values from the list.

Thanks in advance 

def __init__(self):

#Empty list self.mom = [ ]
self.mom = []

def OnSecuritiesChanged(self, algorithm, changes):

#15-minute momentum indicator for each symbol
for security in changes.AddedSecurities:
symbol = security.Symbol
self.mom.append({"symbol":symbol, "indicator":algorithm.MOMP(symbol, 30, Resolution.Minute)})

def Update(self, algorithm, data):
spread = self.mom[0].xxxxx - self.mom[1].xxxxx