Slice.ContainsKey(symbol) returns True whereas slice.Bars[symbol] throwing error

It seems like you're encountering an issue where the Slice object contains the symbol, but the TradeBar object does not. This could be due to the fact that not all symbols in the Slice object have trade bar data at every time step.

In QuantConnect, the Slice object is a time-slice of all the data at a single time point. It contains all the data types you've subscribed to, indexed by the symbol objects. The TradeBar object, on the other hand, represents trade bar data for a particular symbol.

When you check if the symbol is in the Slice object, it only checks if there's any data for that symbol at the current time point, not specifically TradeBar data. So, it's possible for a symbol to be in the Slice object but not have TradeBar data.

To avoid the error, you should check if the symbol is in slice.Bars before trying to access the TradeBar data. Here's how you can do it:

for symbol in self.symbols:
    if symbol not in slice.Bars:
        self.Log(f"{self.Time} | {symbol} not present in slice.")
        continue

    trade_bar = slice.Bars[symbol]
    self.Log(f"{trade_bar}")

This way, you're specifically checking if there's TradeBar data for the symbol.

For more information, you can refer to the QuantConnect documentation on handling data.

Hi Mia,

Thanks for your reply. I've attached my backtest below. So basically I'm using 1min resolution custom data and the data is available for the entire backtest period. So, I'm curious why is it not having the TradeBar data for these two symbols

From the code you've shared, it seems like you're trying to access TradeBar data for custom data symbols. However, TradeBar data is specific to QuantConnect's built-in data types and may not be available for custom data.

In your custom data class MyHistoricalMinData, you've defined custom properties such as "Open", "High", "Low", and "Close". To access these properties, you should use the Slice object indexed by the symbol, not slice.Bars.

Here's how you can do it:

for symbol in self.symbols:
    if not slice.ContainsKey(symbol):
        self.Log(f"{self.Time} | {symbol} not present in slice.")
        continue

    custom_data = slice[symbol]
    self.Log(f"Open: {custom_data['Open']}, High: {custom_data['High']}, Low: {custom_data['Low']}, Close: {custom_data['Close']}")

This way, you're accessing the custom data properties directly from the Slice object.

For more information, you can refer to the QuantConnect documentation on custom data.