20220630 04:13:04.278 ERROR:: BANKNIFTY 200130C31300000: 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.
Louis Szeto
Hi Harry
It means that your algorithm haven't received any data before you placed the order, so the filling price might not be accurate as the order fills only until the next bar comes in in the backtest. This could be a problem if you expect the same filling behavior like that in live trading. To solve so, please make sure:
3. If you wish not to comply to (2), you could warm up the security object with the last price by including this line in the Initialize method before you subscribe any data:
Best
Louis
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Harry Brar
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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