I am trying to get some crypto history into my algorithm but it is not working.


class MyAlgorithm(QCAlgorithm):

def Initialize(self):
self.cryptos = ["BTCEUR", "ETHEUR", "LTCEUR"]

def OnData(self, data):
hist = self.History(self.cryptos, 3, Resolution.Daily)

When I watch hist with the debug tool it is returning "Empty DataFrame Columns: [] Index: []".

Any ideas where I'm going wrong please?