I'm having troubles trying to deploy my algorithm with my live account in OANDA.

It runs OK when backtesting, but when switching to live mode, it fails to retrieve history.

I get a "Index out of range" message. Seems like the ticker is incorrect (i.e. WTICOUSD)

I tried with the Oanda tickers but still doesn't work.

It only fails when it's in live mode...

Any thoughts on what I'm doing wrong?

I also tried specifying the exchange with self.Securities["WTICOUSD"].Exchange = ForexExchange() but no luck.

class DataConsolidationAlgorithm(QCAlgorithm): def Initialize(self): '''Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.''' self.SetStartDate(DateTime(2017, 07, 03, 9, 30, 0)) self.SetEndDate(DateTime(2017, 12, 29, 9, 30, 0)) # Set Brokerage model to load OANDA fee structure. self.SetBrokerageModel(BrokerageName.OandaBrokerage, AccountType.Margin) # Find more symbols here: http://quantconnect.com/data self.AddCfd("WTICOUSD") #self.Securities["WTICOUSD"].Exchange = ForexExchange() # Triggers events on a 15-minute basis fifteenMinuteConsolidator = QuoteBarConsolidator(timedelta(minutes=15)) fifteenMinuteConsolidator.DataConsolidated += self.FifteenMinuteBarHandler self.SubscriptionManager.AddConsolidator("WTICOUSD", fifteenMinuteConsolidator) # Triggers events on an hourly basis oneHourConsolidator = QuoteBarConsolidator(timedelta(hours=1)) oneHourConsolidator.DataConsolidated += self.OneHourBarHandler self.SubscriptionManager.AddConsolidator("WTICOUSD", oneHourConsolidator) # Triggers events on a daily basis oneDayConsolidator = QuoteBarConsolidator(timedelta(1)) oneDayConsolidator.DataConsolidated += self.OneDayBarHandler self.SubscriptionManager.AddConsolidator("WTICOUSD", oneDayConsolidator) historyM = self.History(["WTICOUSD"], timedelta(3.5), Resolution.Minute) historyH = self.History(["WTICOUSD"], timedelta(15), Resolution.Hour) historyD = self.History(["WTICOUSD"], timedelta(250), Resolution.Daily) #Custom class self.a1 = splitHist(self) self.closeM, self.highM, self.lowM = self.a1.getWTICOUSD(historyM) self.closeH, self.highH, self.lowH = self.a1.getWTICOUSD(historyH) self.closeD, self.highD, self.lowD = self.a1.getWTICOUSD(historyD) #Converts 1-minte prices into 15-minute bars self.a1 = Resample15M(self) self.high15M = self.a1.High(self.highM) self.low15M = self.a1.Low(self.lowM) self.close15M = self.a1.Close(self.closeM)