HistoryRequest

QuantConnect.Data.HistoryRequest

HistoryRequest(
    start_time_utc: Union[datetime, date],
    end_time_utc: Union[datetime, date],
    data_type: Type,
    symbol: Union[Symbol, str, BaseContract],
    resolution: Resolution,
    exchange_hours: SecurityExchangeHours,
    data_time_zone: Any,
    fill_forward_resolution: Optional[Resolution],
    include_extended_market_hours: bool,
    is_custom_data: bool,
    data_normalization_mode: DataNormalizationMode,
    tick_type: TickType,
    data_mapping_mode: DataMappingMode = ...,
    contract_depth_offset: int = 0,
)

HistoryRequest(
    config: SubscriptionDataConfig,
    hours: SecurityExchangeHours,
    start_time_utc: Union[datetime, date],
    end_time_utc: Union[datetime, date],
)

HistoryRequest(
    request: HistoryRequest,
    new_symbol: Union[Symbol, str, BaseContract],
    new_start_time_utc: Union[datetime, date],
    new_end_time_utc: Union[datetime, date],
)

Bases: BaseDataRequest

Represents a request for historical data

Signature descriptions:

Initializes a new instance of the HistoryRequest class from the specified parameters
Initializes a new instance of the HistoryRequest class from the specified config and exchange hours
Initializes a new instance of the HistoryRequest class with new Symbol, StartTimeUtc, EndTimeUtc

Parameters:

Name	Type	Description	Default
`start_time_utc`	`Optional[Union[datetime, date]]`	The start time for this request,	`None`
`end_time_utc`	`Optional[Union[datetime, date]]`	The end time for this request	`None`
`data_type`	`Optional[Type]`	The data type of the output data	`None`
`symbol`	`Optional[Union[Symbol, str, BaseContract]]`	The symbol to request data for	`None`
`resolution`	`Optional[Resolution]`	The requested data resolution	`None`
`exchange_hours`	`Optional[SecurityExchangeHours]`	The exchange hours used in fill forward processing	`None`
`data_time_zone`	`Optional[Any]`	The time zone of the data	`None`
`fill_forward_resolution`	`Optional[Optional[Resolution]]`	The requested fill forward resolution for this request	`None`
`include_extended_market_hours`	`Optional[bool]`	True to include data from pre/post market hours	`None`
`is_custom_data`	`Optional[bool]`	True for custom user data, false for normal QC data	`None`
`data_normalization_mode`	`Optional[DataNormalizationMode]`	Specifies normalization mode used for this subscription	`None`
`tick_type`	`Optional[TickType]`	The tick type used to created the SubscriptionDataConfig for the retrieval of history data	`None`
`data_mapping_mode`	`Optional[DataMappingMode]`	The contract mapping mode to use for the security	`...`
`contract_depth_offset`	`Optional[int]`	The continuous contract desired offset from the current front month.	`0`
`config`	`Optional[SubscriptionDataConfig]`	The subscription data config used to initialize this request	`None`
`hours`	`Optional[SecurityExchangeHours]`	The exchange hours used for fill forward processing	`None`
`request`	`Optional[HistoryRequest]`	Represents a request for historical data	`None`
`new_start_time_utc`	`Optional[Union[datetime, date]]`	The start time for this request	`None`
`new_end_time_utc`	`Optional[Union[datetime, date]]`	The end time for this request	`None`

symbol

symbol: Symbol

Gets the symbol to request data for

resolution

resolution: Resolution

Gets the requested data resolution

fill_forward_resolution

fill_forward_resolution: Optional[Resolution]

Gets the requested fill forward resolution, set to null for no fill forward behavior. Will always return null when Resolution is set to Tick.

include_extended_market_hours

include_extended_market_hours: bool

Gets whether or not to include extended market hours data, set to false for only normal market hours

data_time_zone

data_time_zone: Any

Gets the time zone of the time stamps on the raw input data

tick_type

tick_type: TickType

TickType of the history request

data_normalization_mode

data_normalization_mode: DataNormalizationMode

Gets the normalization mode used for this subscription

data_mapping_mode

data_mapping_mode: DataMappingMode

Gets the data mapping mode used for this subscription

contract_depth_offset

contract_depth_offset: int

The continuous contract desired offset from the current front month. For example, 0 (default) will use the front month, 1 will use the back month contract

tradable_days_in_data_time_zone

tradable_days_in_data_time_zone: Iterable[datetime]

Gets the tradable days specified by this request, in the security's data time zone

start_time_utc

start_time_utc: datetime

Gets the beginning of the requested time interval in UTC

end_time_utc

end_time_utc: datetime

Gets the end of the requested time interval in UTC

start_time_local

start_time_local: datetime

Gets the start_time_utc in the security's exchange time zone

end_time_local

end_time_local: datetime

Gets the end_time_utc in the security's exchange time zone

exchange_hours

exchange_hours: SecurityExchangeHours

Gets the exchange hours used for processing fill forward requests

is_custom_data

is_custom_data: bool

Gets true if this is a custom data request, false for normal QC data

data_type

data_type: Type

The data type of this request