code: def _get_history_daily_window(self,
                                    assets,
                                    end_dt,
                                    bar_count,
                                    field_to_use,
                                    data_frequency):
          
          session = self.trading_calendar.minute_to_session_label(end_dt)
          days_for_window = self._get_days_for_window(session, bar_count)
  
          if len(assets) == 0:
              return pd.DataFrame(None,
                                  index=days_for_window,
                                  columns=None)
  
          data = self._get_history_daily_window_data(
              assets, days_for_window, end_dt, field_to_use, data_frequency
          )
          return pd.DataFrame(
              data,
              index=days_for_window,
              columns=assets
          )
docs: Internal method that returns a dataframe containing history bars
          of daily frequency for the given sids.