Ticker AAG
From 2009-01-01 00:00:00
To 2021-04-13 00:00:00
Security Type Equity
Market USA
Resolution Minute
Status Waiting Review

AAG may be having a "Lordy Mike" error. "The Lordy Mike error" is an empty collection owing to some error related to time zones and the dropping of the Closing Price column from the data frame.

This symbol stops my backtests although it charts just fine. When my strategy includes AAG it generates the following error message: 

In Scheduled Event 'SPY: MonthEnd: 12', Trying to retrieve an element from a collection using a key that does not exist in that collection throws a KeyError exception. To prevent the exception, ensure that the AAG key exist in the collection and/or that collection is not empty. at pandas._libs.hashtable.PyObjectHashTable.get_item File "hashtable_class_helper.pxi" in hashtable_class_helper.pxi:line 1614 KeyError : 'AAG' 

Alex's post on a similar issue: Hi Lordy Mike, Sorry about the wait. We have found a bug in the historical data request caused by a time zone issue. Essentially, the data from the last four hours of the day (the time zone difference from EDT and UTC) was not fetched. Consequently, the data frame was empty, and an empty data frame does not have the 'close' column: Meanwhile, we have fixed the issue. I have tested your algorithm and the bug is gone.