Hey all!

I'm here to publicly announce a feature that we've all been waiting for, history and warmup! With these new features you can request historical data from any point in the algorithm. You can also specify a warm up period where we'll pump historical data through the algorithm to get it into a ready state. This is great for live trading when you have some indicators that may take weeks, months, or even years to reach a ready state. Now that same algorithm can be ready to start trading within minutes of deploying!

Here's a link to all the History and Warmup API methods on the base algorithm class.

Have a look at the simple history demo algorithm I put together for you guys. Feel free to ask questions!