Hi Guys,

I use the VIXContango Dataset. The code is working:

class CalculatingSkyBlue123(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2012, 1, 1)
        self.SetEndDate(2021, 7, 13)

        self.ratio = 0

        contango = self.AddData(VIXCentralContango, "VX", Resolution.Daily)
        long_asset = self.AddEquity("SPY", Resolution.Daily) 
        short_asset = self.AddEquity("SH", Resolution.Daily)  
        #hedge_asset = self.AddEquity("AGG", Resolution.Daily) 
        self.contango = contango.Symbol
        self.long_asset = long_asset.Symbol
        self.short_asset = short_asset.Symbol
        #self.hedge_asset = hedge_asset.Symbol

    def OnData(self, data):
        self.ratio = 0
        contangoData = ""
        contangoData = data.Get(VIXCentralContango, self.contango)
        self.ratio = contangoData.Contango_F2_Minus_F1 if contangoData else 0

But if I uncomment the third asset (hedge_asset) I get an error:

Runtime Error: KeyNotFoundException : 'VX.VIXCentralContango' wasn't found in the DataDictionary<VIXCentralContango> object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("VX.VIXCentralContango")
   at QuantConnect.Data.Market.DataDictionary`1.get_Item(Symbol symbol) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/Market/DataDictionary.cs:line 227

   at QuantConnect.Python.PythonSlice.Get(PyObject type, Symbol symbol) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Python/PythonSlice.cs:line 69

  at OnData
    contangoData = data.Get(VIXCentralContango in main.py: line 24
	 (Open Stacktrace)

I don't understand why I get an error regarding the "DataDictionary<VIXCentralContango> object" if I subscribe an additionally asset which has no relation to “VIXCentralContango”