VX future failed

Here are some steps to address the issues Howard is facing with the VIX future history call and order placement:

1. Correct Method Usage: Ensure that the add_future method is used correctly. The corrected code snippet is:

    self.VX = self.add_future(Futures.indices.VIX, Resolution.MINUTE, 
                              data_normalization_mode=DataNormalizationMode.BACKWARDS_RATIO, 
                              data_mapping_mode=DataMappingMode.OPEN_INTEREST, 
                              extended_market_hours=True)
   

2. History Call: Verify that the history method is fetching data correctly. The corrected code snippet is:

    df_VX = self.history(self.VX.symbol, 100, Resolution.HOUR)
   

   Ensure that the symbol attribute is accessed correctly and that the history call is made with the correct parameters.

3. Market Order: Ensure the market_order method is called correctly:

    if not self.portfolio.invested:
        self.market_order(self.vx_contract.symbol, 1)
   

   Make sure that self.vx_contract.symbol is correctly defined and accessible.

4. Error Handling: Implement error handling to capture and log any exceptions or errors during the history call or order placement. This will help identify specific issues when they occur.

5. Check Data Subscription: Ensure that the data subscription for the VIX future is active and receiving data, especially during extended market hours.

By following these steps, Howard should be able to troubleshoot and resolve the issues with the VIX future history call and order placement.

Sources: Exploiting Term Structure Of Vix Futures, Pandas Data Frame History Algorithm

This procedure works for all future contracts except VIX future, and it worked for VIX future a few days ago. That's way I made the post. could you try it and look into the problem? Thanks.