From 2019-01-01 19:00:00
To 2019-01-01 19:00:00
Security Type Crypto
Market GDAX
Resolution Second
Status Waiting Review

Hi team, some incorrect market data on the second resolution as applied to ETHEUR.
The attached backtesting shows some huge inconsistencies in the price.
Could you please verify & restart the historical data feeds?

2019-01-01 00:00:00 :Launching analysis for fab2c36f693bacb82c518707ae12dd32 with LEAN Engine v2.

2019-01-01 19:00:00 :Unable to compute order quantity of ETHEUR. Reason: ETHEUR: The security does not have an accurate price as it has not yet received a bar of data. Before placing a trade (or using SetHoldings) warm up your algorithm with SetWarmup, or use slice.Contains(symbol) to confirm the Slice object has price before using the data. Data does not necessarily all arrive at the same time so your algorithm should confirm the data is ready before using it. In live trading this can mean you do not have an active subscription to the asset class you're trying to trade. If using custom data make sure you've set the 'Value' property. Returning null.

2019-01-01 19:00:00 :1/1/2019 7:00:00 PM :: Alpha: 3568.87298747 Beta: 0

2019-01-02 19:00:00 :1/2/2019 7:00:00 PM :: Alpha: 3249.18566775 Beta: 3242.42840260


Thank you and regards,