TimeSeries

using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    // This sample indicator shows how to use Bars OpenTimes Time Series
    public partial class TimeSeriesSample : Indicator
    {
        protected override void Initialize()
        {
            // Every Bars object has a time series which is the open times of bars
            var timeSeries = Bars.OpenTimes;

            Print("Count: ", timeSeries.Count);

            // You can get another bars index by using TimeSeries GetIndexByTime/GetIndexByExactTime methods

            var dailyBars = MarketData.GetBars(TimeFrame.Daily);

            var dailyBarsIndex = timeSeries.GetIndexByTime(dailyBars.OpenTimes.LastValue);

            var open = Bars.OpenPrices[dailyBarsIndex];

            Print("Daily Bars Index: ", dailyBarsIndex, " | Open: ", open);
        }

        public override void Calculate(int index)
        {
        }
    }
}

import clr
clr.AddReference("cAlgo.API")

from cAlgo.API import *

class TimeSeriesSample():
    def initialize(self):
        # Every Bars object has a time series which is the open times of bars
        timeSeries = api.Bars.OpenTimes

        api.Print(f"Count: {timeSeries.Count}")

        # You can get another bars index by using TimeSeries GetIndexByTime/GetIndexByExactTime methods
        dailyBars = api.MarketData.GetBars(TimeFrame.Daily)
        dailyBarsIndex = timeSeries.GetIndexByTime(dailyBars.OpenTimes.LastValue)
        openPrice = api.Bars.OpenPrices[dailyBarsIndex]
        api.Print(f"Daily Bars Index: {dailyBarsIndex} | Open: {openPrice}")

{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "IsOverlay": false
}