Futures Data Bugs Pervasive

I recently made a post regarding a bug in the futures data available here on QC and am running into another issue with a different futures contract where the backtests have extreme gaps down on discrepancies in price. This is extremely disconcerting to me as I've spent a considerable amount of my time learning to use the QC platform and am trading futures to support myself currently. Is anyone else here using futures data? I do not see other users complaining about these problems but the community seems to be relatively inactive as far as futures traders. The backtest I'm currently referring too is on the GC contract time period 2010-2011 jan for both years. Ive run into the same problem now using the ZN Y10 treasury bond contract, as well as the NG contract. Can anyone from QC explain this to me ? I am going to attach my code so you can see what I mean, the loss doesn't even reflect in the order logs, just in the equity and the algorithm stopping from inability to meet margin. Please forgive me if you see some error unknown to me in my code, however I think that is doubtful seeing as I've ran into this issue using different algorithm on different instruments. Best Regards, Ageanfutures

from AlgorithmImports import*

import pandas as pd


class FuturesSMAAlgorithm(QCAlgorithm):

    def Initialize(self):
        
        self.SetStartDate(2010, 1, 1)    
        self.SetEndDate(2011, 1, 1)      
        self.SetCash(100000)            

       
        
        futureES = self.AddFuture(Futures.Metals.Gold)
        futureES.SetFilter(TimeSpan.FromDays(30), TimeSpan.FromDays(720))


        self.new_day = True
        self.contract = None
        self.Schedule.On(self.DateRules.EveryDay(), self.TimeRules.At(9, 30), self.SpecificTime)

        
        self.SetSecurityInitializer(lambda x: x.SetMarketPrice(self.GetLastKnownPrice(x)))

    def OnData(self, slice):
            self.InitUpdateContract(slice)
    def InitUpdateContract(self, slice):
            if not self.new_day:
                return
            if self.contract != None and (self.contract.Expiry - self.Time).days >= 3: # rolling 3 days before expiry
                return
            for chain in slice.FutureChains.Values:
                if self.contract != None:
                    self.Log('Expiry days away {} - {}'.format((self.contract.Expiry-self.Time).days, self.contract.Expiry))

                    self.Log('Reset: closing all positions')
                    self.Liquidate()
                contracts = list(chain.Contracts.Values)
                chain_contracts = list(contracts)
                chain_contracts = sorted(chain_contracts, key=lambda x: x.Expiry)
                self.contract = chain_contracts[0]
                self.Log("Setting contract to: {}".format(self.contract.Symbol.Value))

                one_day = TradeBarConsolidator(TimeSpan.FromDays(1))
                    

                self.SubscriptionManager.AddConsolidator(self.contract.Symbol, one_day)

                self.sma = self.SMA(self.contract.Symbol, 80, Resolution.Daily)

                history = self.History(self.contract.Symbol, 80, Resolution.Daily).reset_index(drop=False)
                
                for bar in history.itertuples():
                    if len(history) < 80:
                        raise Exception(f'Empty history at {self.Time}')
                    if bar.time.minute == 0 and ((self.Time-bar.time)/pd.Timedelta(minutes=1)) >=2:
                        self.sma.Update(bar.time, bar.close)

                if (self.sma != None and self.sma.IsReady):
                    
                    holdings = self.Portfolio[self.contract.Symbol].Quantity
                    price = self.Securities[self.contract.Symbol].Price
                    if not self.Portfolio.Invested:
                        if price < self.sma.Current.Value:
                            self.MarketOrder(self.contract.Symbol, -1)
                        if price > self.sma.Current.Value:
                            self.MarketOrder(self.contract.Symbol, 1)
                    if holdings < 0 and price > self.sma.Current.Value:
                        self.Liquidate()
                        self.MarketOrder(self.contract.Symbol, 1)
                    if holdings > 0 and price < self.sma.Current.Value:
                        self.Liquidate()
                        self.MarketOrder(self.contract.Symbol, -1)
                else:
                    self.Debug("SMA not yet Ready")

                self.new_day = False
    def SpecificTime(self):
                self.Log(f"SpecificTime: Fired at : {self.Time}")
                self.new_day = True