I just want to get the data from N bars before. Basically want to know the high and low of a specific period. For example the first 2 hours.

I schedule a function and then how I can get the max and min value of those 2 hours of trading?

global maxim for i in range(30): if (self.Securities["SPY"].High[i] > maxim): maxim= self.Securities["SPY"].High[i]

That doesn't work. I'm using a scheduled function in order to call this code block. But seems self.Securities["SPY"].High[i] is a float and not a list like I wanted.