I am trying to add a consolidator for each of the symbol in the fine universe as below. It was running good until it reaches GOOG. 

        for symbol in symbols:

            self.AddEquity(symbol.Value, Resolution.Daily)

            self.SubscriptionManager.AddConsolidator(symbol, self.customConsolidator)    

Runtime Error: ArgumentException: Please subscribe to this symbol before adding a consolidator for it. Symbol: GOOG

 

However if I run the code below directly for GOOG, no errors:

        goog = self.AddEquity('GOOG', Resolution.Daily)

        self.SubscriptionManager.AddConsolidator(goog.Symbol, self.customConsolidator)  

 

Any ideas what might goes wrong here?