Running into this error.  Just trying to develop a covered call strategy so I'm just playing around with a simple strategy.  Buy QQQ if not invested, everyday sell a covered call at the start of the day for DTE0 at about 1.5% out of the money.  If QQQ goes up, no adjustments are made, the option is sold and equity and a covered call is sold again the next day.  Its pretty easy and is working because about every other day it sells a covered call.  But half or more of the days it doesn't sell one and shoots over this error?  It doesn't need to warm up more, the algo is working and it sold a call the day before.  I also tried timing it to sell at the first minute vs 10 minutes into the day.  Still does the same thing.  Any idea what's going on? 

 

QQQ 221215C00283000: 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.