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.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)