Getting exceptions when trying to pass indicators to the OnData

Attached is my code that throws an exceptions trying to add multiple indicators for multiple equity and use it in OnData. complains that data is not found. What am i doing wrong?

#region imports
using System;
using System.Collections;
using System.Collections.Generic;
using System.Linq;
using System.Globalization;
using System.Drawing;
using QuantConnect;
using QuantConnect.Algorithm.Framework;
using QuantConnect.Algorithm.Framework.Selection;
using QuantConnect.Algorithm.Framework.Alphas;
using QuantConnect.Algorithm.Framework.Portfolio;
using QuantConnect.Algorithm.Framework.Execution;
using QuantConnect.Algorithm.Framework.Risk;
using QuantConnect.Parameters;
using QuantConnect.Benchmarks;
using QuantConnect.Brokerages;
using QuantConnect.Util;
using QuantConnect.Interfaces;
using QuantConnect.Algorithm;
using QuantConnect.Indicators;
using QuantConnect.Data;
using QuantConnect.Data.Consolidators;
using QuantConnect.Data.Custom;
using QuantConnect.DataSource;
using QuantConnect.Data.Fundamental;
using QuantConnect.Data.Market;
using QuantConnect.Data.UniverseSelection;
using QuantConnect.Notifications;
using QuantConnect.Orders;
using QuantConnect.Orders.Fees;
using QuantConnect.Orders.Fills;
using QuantConnect.Orders.Slippage;
using QuantConnect.Scheduling;
using QuantConnect.Securities;
using QuantConnect.Securities.Equity;
using QuantConnect.Securities.Future;
using QuantConnect.Securities.Option;
using QuantConnect.Securities.Forex;
using QuantConnect.Securities.Crypto;
using QuantConnect.Securities.Interfaces;
using QuantConnect.Storage;
using QuantConnect.Data.Custom.AlphaStreams;
using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm;
using QCAlgorithmFrameworkBridge = QuantConnect.Algorithm.QCAlgorithm;
#endregion
/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System.Collections.Concurrent;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Tests a wide variety of liquid and illiquid stocks together, with bins
    /// of 20 ranging from micro-cap to mega-cap stocks.
    /// </summary>
    public class MACDCrossOverAlgorithmMultipleStocks : QCAlgorithm
    {
        public List<SymbolData> Data;
        
        private const decimal TargetPercent = 0.1m;

        public override void Initialize()
        {
            SetStartDate(2011, 1, 1);
            SetWarmup(1000);
            SetCash(10000);            

            Data = new List<SymbolData> {
                new SymbolData(this, AddEquity("TQQQ", Resolution.Daily).Symbol),
                new SymbolData(this, AddEquity("SQQQ", Resolution.Daily).Symbol),
                new SymbolData(this, AddEquity("NUGT", Resolution.Daily).Symbol),
                new SymbolData(this, AddEquity("SPY", Resolution.Daily).Symbol)
            };
        }

        public override void OnData(Slice data)
        {

            foreach (var sd in Data)
            {
                if (!Portfolio.Invested && sd.IsCrossed && data.Bars[sd.Symbol].Price > sd.EMA200)
                {
                    SetHoldings(sd.Symbol, 0.01);
                }
                else if (Portfolio.Invested && !sd.IsCrossed)
                {
                    Liquidate(sd.Symbol);
                }
            }
        }

        public class SymbolData
        {
            public Symbol Symbol;
            public readonly ExponentialMovingAverage EMA200;
            public readonly MovingAverageConvergenceDivergence MACD;
            public bool IsCrossed => SignalDeltaPercent > 0;

            public SymbolData(QCAlgorithm algorithm, Symbol symbol) {
                Symbol = symbol;
                MACD = algorithm.MACD(symbol, 12, 26, 9, MovingAverageType.Exponential, Resolution.Daily);
                EMA200 = algorithm.EMA(symbol, 200, Resolution.Daily);
            }
            public decimal SignalDeltaPercent
            {
                get
                {
                    if (MACD.Fast == 0) return 0;
                    return (MACD - MACD.Signal) / MACD.Fast;
                }
            }
        }

     
    }
}

System.Exception: 'TQQQ' wasn't found in the TradeBars object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("TQQQ") in DataDictionary.cs:line 228 ---> System.Collections.Generic.KeyNotFoundException: 'TQQQ' wasn't found in the TradeBars object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("TQQQ") at QuantConnect.Data.Market.DataDictionary`1.get_Item(Symbol symbol) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/Market/DataDictionary.cs:line 228 at QuantConnect.Data.Market.TradeBars.get_Item(Symbol symbol) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Common/Data/Market/TradeBars.cs:line 59 at QuantConnect.Algorithm.CSharp.MACDCrossOverAlgorithmMultipleStocks.OnData(Slice data) in /home/lean-user/workspace/project/Main.cs:line 95 at QuantConnect.Lean.Engine.AlgorithmManager.Run(AlgorithmNodePacket job, IAlgorithm algorithm, ISynchronizer synchronizer, ITransactionHandler transactions, IResultHandler results, IRealTimeHandler realtime, ILeanManager leanManager, IAlphaHandler alphas, CancellationToken token) in /LeanCloud/CI.Builder/bin/Debug/src/QuantConnect/Lean/Engine/AlgorithmManager.cs:line 533 --- End of inner exception stack trace ---