I'm using the code snipplet outlined in this thread:


When I use the original dates in the strategy example from that thread, it works.

When I use any dates in April 2021 it no longer logs any data (see comments next to dates):

class FatOrangePelican(QCAlgorithm): def Initialize(self): # Works for these dates: #self.SetStartDate(2021, 1, 4); #self.SetEndDate(2021, 1, 9); # Does not work for these dates: self.SetStartDate(2021, 4, 4); self.SetEndDate(2021, 4, 9); self.SetCash(1000000); ticker = 'VIX' self.index_symbol = self.AddIndex(ticker, Resolution.Minute).Symbol def OnData(self, data): if data.ContainsKey(self.index_symbol): self.Log(data[self.index_symbol].Close)