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Hey Marcello!

Please take a look at the following price chart from the backtest you've shared, seems the prices are correct. Mind expanding with more detail why do you think there is a price issue, in which date time/resolution?

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

This message just means there is still no data for the security. Warmup does not work for universe selection at the moment, but will be fixed soon by 

Thanks!

Hi Martin and thank you for looking into this. I've run again the same strategy vs the second resolution timeline and vs ETHUSD /ETHEUR and I reproduced the same error:

Launching analysis for 3a1d5bb03b171d1a559a18edb471356a with LEAN Engine v2.5.0.0.13675

409 | 00:33:00: 

Backtest Handled Error: 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.

Also I've noticed more inconsistencies on the second resolution data for ETHUSD - this between the 8th of March 2018 & the 9th of March 2018 with quotes moving from USD$ 700 to USD$ 6,774.