With a R1-4 node executed the following code in a research.ipynb file and the kernel crashed.

import calendar

qb = QuantBook() es = qb.AddFuture(Futures.Indices.SP500EMini) es.SetFilter(timedelta(-360), timedelta(360))

Year to Date

start_time = datetime(date.today().year, 1, 1, 0, 0) end_time = datetime(date.today().year, 6, 30, 23, 59) future_history = qb.GetFutureHistory(es.Symbol, start_time, end_time)

Get all futures data as a dataframe

history = future_history.GetAllData()

Is there a better method to access and query a year of futures contracts data that does not crash the kernel?