QuantConnect/Lean

Can't Get Minute-Resolution Quote Data History for Hour-Resolution Asset Subscription

Closed this issue · 1 comments

DerekMelchin commented

Expected Behavior

This backtest logs

Quit(): History contains quote data for SPY (True) and TSLA (True)

for both cases.

Actual Behavior

Case 1:

Quit(): History contains quote data for SPY (True) and TSLA (True)

Case 2:

Quit(): History contains quote data for SPY (True) and TSLA (False)

Potential Solution

N/A

Reproducing the Problem

Run the backtest above

System Information

QC Cloud

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue
Martin-Molinero commented

Usa Equity daily/hour resolution currently do not support quote data type, only trades