'Internal method that returns a dataframe containing history bars
of daily frequency for the given sids.'

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)
