Hi all,

My code seems to be fine when doing backtests and live trading.

Unfortunately, when my code should give a trade order in live trading, I don't buy an option because there are no option chains. When I do a backtest the day after, I don't have an option chain available. 

Is there any explaination for this why I can't get actual option chains? Has this to do with warming up or something?

I prefer not sharing my code if I don't have to. 

2022-12-06 17:00:00 :2022-12-06 12:00:00.0565982022-12-06 17:00:00 :AAPL2022-12-06 17:00:00 :Buy Put2022-12-06 17:00:00 :No chains
chains = data.OptionChains.get(i)
                    if chains is None:
                        self.Debug("No chains")
                        return