Expected Behavior
Samco brokerage supports historical data requests for hourly and daily resolution data.
Actual Behavior
Samco brokerage only supports historical data requests for minute resolution data.
Potential Solution
We could use consolidators to convert the minute resolution bars into hourly or daily bars. It would remove the exception and algorithms wouldn't need to adapt to this restriction, especially Python algorithms with the pandas overhead.
Reproducing the Problem
History request with Resolution.Daily parameter.
Checklist
Expected Behavior
Samco brokerage supports historical data requests for hourly and daily resolution data.
Actual Behavior
Samco brokerage only supports historical data requests for minute resolution data.
Potential Solution
We could use consolidators to convert the minute resolution bars into hourly or daily bars. It would remove the exception and algorithms wouldn't need to adapt to this restriction, especially Python algorithms with the pandas overhead.
Reproducing the Problem
History request with
Resolution.Dailyparameter.Checklist
masterbranch