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Hi there,
I currently work on getting CalendarEvents and CalendarValues becasue I want to make a bot which avoids huge events such as CES and FOMC.
And checked the page of CalendarValueHistroy and coded below:
The output with this is:
I'm pretty sure US had more events but it shows me only 1 event, and also I see no time or period even [0].
Is there any ways to get right CalendarValue-data on backtests?
Thank you.