Ollie Hooper opened the very promising thread "Creating our own Index Fund!" the discussion 

of an algorithm that creates a dynamic universe of stocks at a given date using 

the ETFConstituentsUniverse function

This works pretty well for SPY, except for the daily warning: 

                there is no quote information in Orders.

But when I change the symbol to QQQ I get a lot Insufficient buying power warnings

How can these warnings be prevented?