I am very new to Quant Connect. So apologies if this sounds stupid. I am trying to use second/tick data to backtest my strategy (the algo is sensitive to small price moves and hence i cannot use minute closes; the backtest does not match real results in that case). However, when i try to view the data (at a 15 min frequency here) through the debug command, it seems like all the prices for 11th April 2016 are the same (1.14105) which should not be the case as it was a Monday and the market was open. Other dates seem to be working fine. I cant seem to attach the screenshots here unfortunately but have attached the code. In addition, I am also getting a runtime error saying that the maximum memory has been exceeded (I am just running a week of second level data). Can someone kindly point me to what I am doing wrong here.