i am already registering the symbo

namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// Basic template algorithm simply initializes the date range and cash. This is a skeleton
/// framework you can use for designing an algorithm.
/// </summary>
public class BasicTemplateAlgorithm : QCAlgorithm
{
private string _spy_s="SPY";
private TradeBar _workingDailyBar,_workingWeeklyBar;
private bool dailydataJustConsolidated = false,weeklydataJustConsolidated = false;
private Symbol _spy = QuantConnect.Symbol.Create("SPY", SecurityType.Equity, Market.USA);
private int totalticks,totaldays;
private RollingWindow<TradeBar> _dailywindow, _weeklywindow;
private RollingWindow<IndicatorDataPoint> _slowwindow,_fastwindow;
private bool movedlong=false;

private SimpleMovingAverage slow,fast;

/// <summary>
/// Initialise the data and resolution required, as well as the cash and start-end dates for your algorithm. All algorithms must initialized.
/// need to consolidate weekly bars.
/// </summary>
public override void Initialize()
{
totalticks=0;
totaldays=0;
SetStartDate(2011, 10, 03); //Set Start Date
SetEndDate(2013, 11, 25); //Set End Date
SetCash(100000); //Set Strategy Cash
// Creates a Rolling Window indicator to keep the 25 TradeBar

_dailywindow = new RollingWindow<TradeBar>(25); // For other security types, use QuoteBar
_weeklywindow = new RollingWindow<TradeBar>(25); // For other security types, use QuoteBar
_slowwindow = new RollingWindow<IndicatorDataPoint>(25);
_fastwindow = new RollingWindow<IndicatorDataPoint>(25);

slow= SMA(_spy_s,200,Resolution.Daily);
slow.Updated+=(sender,updated)=>_slowwindow.Add(updated);
fast= SMA(_spy_s,50,Resolution.Daily);
fast.Updated+=(sender,updated)=>_fastwindow.Add(updated);

// Find more symbols here: http://quantconnect.com/data
// Forex, CFD, Equities Resolutions: Tick, Second, Minute, Hour, Daily.
// Futures Resolution: Tick, Second, Minute
// Options Resolution: Minute Only.
AddEquity(_spy_s, Resolution.Second );

TradeBarConsolidator dailyconsolidator = new TradeBarConsolidator(TimeSpan.FromDays(1) );
dailyconsolidator.DataConsolidated += DailyHandler;
SubscriptionManager.AddConsolidator(_spy_s, dailyconsolidator);

TradeBarConsolidator weeklyconsolidator = new TradeBarConsolidator(TimeSpan.FromDays(7) );
weeklyconsolidator.DataConsolidated += WeeklyHandler;
SubscriptionManager.AddConsolidator(_spy_s, weeklyconsolidator);
SetWarmUp(TimeSpan.FromDays(500) );



// The time rule here tells it to fire 10 minutes before SPY's market close
Schedule.On(DateRules.EveryDay(_spy_s), TimeRules.BeforeMarketClose(_spy_s, 10), () =>
{
Log("EveryDay.SPY 10 min before close: Fired at: " + Time);
});




// There are other assets with similar methods. See "Selecting Options" etc for more details.
// AddFuture, AddForex, AddCfd, AddOption
}


/// <summary>
/// OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
/// </summary>
/// <param name="data">Slice object keyed by symbol containing the stock data</param>
public override void OnData(Slice data)
{
if (IsWarmingUp) return;

if (fast.IsReady && slow.IsReady)
{
Debug("Indicators are ready!");
}

ConsolidateDailyWeeklyBars( data);
totalticks++;

if (!Portfolio.Invested)
{
SetHoldings(_spy, 1);
Debug("Purchased Stock");
}
// Log("OnData" + data.Time);

}
public void OnData(TradeBars data)
{
// TradeBars objects are piped into this method.
//Log( "????open" + data["SPY"].Open);


}


private void ConsolidateDailyWeeklyBars(Slice data)
{
//https://groups.google.com/forum/#!topic/lean-engine/JRKIP-QDwNs




if(_workingWeeklyBar == null || weeklydataJustConsolidated)
{


}

}
protected DateTime GetRoundedBarTime(DateTime time)

{

// return last EOD time

return time.RoundDown(TimeSpan.FromDays(1));

}
public override void OnEndOfDay(string symbol)
{
// close up shop each day and reset our 'last' value so we start tomorrow fresh
Log("eod data" + symbol + "total ticks" + totalticks);

}

public override void OnEndOfDay()
{
// close up shop each day and reset our 'last' value so we start tomorrow fresh
// Log("eod data" );
}


public void WeeklyHandler(object sender, TradeBar data) {

Log(" *****WeeklyHandler" + data.EndTime + "total days " + totaldays);
totaldays=0;
_weeklywindow.Add(data);

// handle the data each daily here
}
public void DailyHandler(object sender, TradeBar data) {

// Log("Daily Handler" + data.EndTime + "total ticks" + totalticks);
totalticks=0;
totaldays++;
_dailywindow.Add(data);



// handle the data each daily here
}
}
}

l at line 47 in the initialize. why do i get this excecption suddenly?